r/algotrading Wiki
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Community-maintained index answering what newcomers repeatedly ask: which brokers and data vendors to use, which books and papers to read, and why most naive strategies fail. Useful as a map of the field before committing to tools.
More resources on Algorithmic Trading
Backtrader
Open-source Python framework for backtesting and live-trading strategies, documented with worked examples covering data feeds, indicators, brokers, sizers and analyzers. After working through it you can code a strategy, run it over historical data and read the performance statistics.
QuantConnect
Free algo trading platform with tutorials, backtesting, and live trading. Top Reddit rec for practitioners.
Algorithmic Trading: Winning Strategies and Their Rationale
Chan sets out mean-reversion and momentum strategies across stocks, futures and currencies, with backtest code and discussion of why edges decay. Covers risk management, position sizing via the Kelly criterion, and moving a backtest into live production.
Quantitative Trading
Practical guide to running a small quantitative trading operation alone: finding strategy ideas, backtesting them without fooling yourself, choosing brokers and execution software, and sizing positions. Stresses avoiding data-snooping and survivorship bias in historical tests.