In this book I'll teach you the basics of Day Trading Strategies, along with Advanced Day Trading strategies. We discuss the multiple contract strategies, swing trades and how they differ from day trades, several strategies for puts and calls in futures trades, price channels, Bollinger Bands, and MACD strategies. Best Day Trading Books. The best traders never stop studying. We want to encourage all of our members to focus on education and improving their strategies whenever possible. For that reason, we want to make a few suggestions of great books that you can read in the evenings when the market is closed! Book Review. This best stock trading book is a masterpiece in its own right, describing the details of a 25-year long experiment in trading which not only helped the people involved discover unique strategies for successfully exploiting the hidden possibilities in markets, but also made them millions along the way.