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By trying to incorporate programming into trading.

If you get an account with a company like Interactive Brokers, they offer an API. They also only charge $0.005 per share.

You can study a trading method called momentum trading, which is the idea of riding the curve for a very short period of time. For example, right after a financial statement is released, the company's stock is going to go up or down, depending on the statements results. You can write a program that immediately determines the direction the share price is going at the time in which the statement is public, then buy long or short depending on its direction. Then do the opposite when the program determines the up or down curve is leveling off.

Pretty interesting stuff, and it'll get you engaged.

As far as books, google momentum trading.




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