8 Books on Algorithmic Trading.

Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan.

Algorithmic Trading: A Practitioner’s Guide by Jeffrey Bacidore.

Building Winning Algorithmic Trading Systems by Kevin J. Davey.

Python for Algorithmic Trading by Yves Hilpisch.

Machine Learning for Algorithmic Trading by Stefan Jansen.

Advances in Financial Machine Learning by Marcos Lopez de Prado.

Statistically Sound Indicators For Financial Market Prediction: Algorithms in C++ by Timothy Masters.

Systematic Trading by Robert Carver.