Comment by Rotundo

Aldridge 2010 High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems

Chan 2013 Algorithmic Trading, Winning Strategies and Their Rationale

Davey 2014 Building Winning Algorithmic Trading Systems, A Traders Journey from Data Mining to Monte Carlo Simulation to Live Trading

Halls-Moore 2017 Advanced Algorithmic Trading, Bayesian Statistics Time Series Analysis and Machine Learning for Profitable Trading Strategies

Kissell 2014 The Science of Algorithmic Trading and Portfolio Management

Leshik 2011 An Introduction to Algorithmic Trading, Basic to Advanced Strategies