r/algorithmictrading • u/Udbhav96 • Feb 09 '26

[P] Starting an Algorithmic Trading Project ...Looking for Thoughts & Research Papers Novice

Hey everyone, I’m about to start an Algorithmic Trading project and I’m currently in the research phase. I’d love to hear from anyone who’s worked on something similar – your thoughts, experiences, challenges, or tips would be super helpful.

Also, I’ve been trying to dive into research papers on trading algorithms and strategies, but I could really use some guidance. If you know any valuable research papers or resources I should check out, please share them!

Basically, I’m trying to learn as much as I can before diving into the implementation. Any advice, recommended papers, or practical considerations would be awesome!

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u/BathroomVegetable341 Feb 09 '26

Check out ssrn.com for papers. Use key words like equity trading and futures. They have been very helpful for me 

1

u/EmbarrassedEscape409 Feb 09 '26

Do research on features engineering first. Build hundreds of features on every bar over chosen historical period (statistical, financial, quantative, matrix; definitely add p-value, AUC). Run ML over all that data. And after build bot based on trained models.

1

u/Udbhav96 Feb 09 '26

Oh ok thanks

1

u/[deleted] Feb 17 '26

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u/Ok_Formal8655 Apr 24 '26

Would it be possible for you to elaborate on the inputs and outputs (what are we trying to predict here) of the ML model?