Comments on: Master reading list for quants, MFE students http://www.quantnet.com/master-reading-list-for-quants/ Sat, 04 Feb 2012 23:09:28 +0000 hourly 1 http://wordpress.org/?v=3.3.1 By: Josh http://www.quantnet.com/master-reading-list-for-quants/#comment-1435 Josh Thu, 14 Jul 2011 04:26:00 +0000 http://www.quantnet.com/?p=2979#comment-1435 More Money Than God by Sebastian Mallaby  Very interesting history about hedge funds. Details the strategies used from macro trading to quantitative trading as well as providing interesting insights into the minds of some of the most influential money managers in the world. http://www.amazon.com/More-Money-Than-God-Relations/dp/0143119419/ More Money Than God by Sebastian Mallaby 

Very
interesting history about hedge funds. Details the strategies used
from macro trading to quantitative trading as well as providing interesting
insights into the minds of some of the most influential money managers in the
world.

http://www.amazon.com/More-Money-Than-God-Relations/dp/0143119419/

]]> By: Books and movies on Wall Street and the Financial Sector | OBSERVABLE & VERIFIABLE http://www.quantnet.com/master-reading-list-for-quants/#comment-1432 Books and movies on Wall Street and the Financial Sector | OBSERVABLE & VERIFIABLE Sun, 10 Jul 2011 13:23:00 +0000 http://www.quantnet.com/?p=2979#comment-1432 [...] Reading list from Goldman Sachs (pdf);2. Reading list for quants;3. Movies, documentaries on Wall Street, financial markets, corporate scandals and [...] [...] Reading list from Goldman Sachs (pdf);2. Reading list for quants;3. Movies, documentaries on Wall Street, financial markets, corporate scandals and [...]

]]> By: Andy Nguyen http://www.quantnet.com/master-reading-list-for-quants/#comment-1373 Andy Nguyen Mon, 25 Apr 2011 04:20:00 +0000 http://www.quantnet.com/?p=2979#comment-1373 Thanks. Let me know if they are working for you now. Thanks. Let me know if they are working for you now.

]]> By: Bcaz6 http://www.quantnet.com/master-reading-list-for-quants/#comment-1372 Bcaz6 Sat, 23 Apr 2011 00:10:00 +0000 http://www.quantnet.com/?p=2979#comment-1372 Dear Ant, Could you check some of the links in the "Career as a quant" section? Some of them seem to be disfunctional now. Thanks! Dear Ant,

Could you check some of the links in the “Career as a quant” section? Some of them seem to be disfunctional now. Thanks!

]]> By: Guy http://www.quantnet.com/master-reading-list-for-quants/#comment-1314 Guy Mon, 28 Feb 2011 18:36:00 +0000 http://www.quantnet.com/?p=2979#comment-1314 If you read and understood all of the books in the "Reading list before you start an MFE progam" section, then you probably wouldn't need the MFE at all. If you read and understood all of the books in the “Reading list before you start an MFE progam” section, then you probably wouldn’t need the MFE at all.

]]> By: Master reading list for quants, MFE students « De.LI.ghen.cE's Blog http://www.quantnet.com/master-reading-list-for-quants/#comment-1200 Master reading list for quants, MFE students « De.LI.ghen.cE's Blog Sun, 12 Dec 2010 09:20:31 +0000 http://www.quantnet.com/?p=2979#comment-1200 [...] General reading on Wall Street culture and history [...] [...] General reading on Wall Street culture and history [...]

]]> By: Komodo http://www.quantnet.com/master-reading-list-for-quants/#comment-1544 Komodo Tue, 23 Nov 2010 07:17:00 +0000 http://www.quantnet.com/?p=2979#comment-1544 Lets us not forget Security Analysis or The Rockefeller Syndrome. Extrapolate 1 billion from 1900 and what do you get today. 945,000,000 tax allowance in Depression = ???? today. Let us remember the Colorado Iron and Mining Incident in 1914. Let us remember who sits on the Directorate of the CIA and the Who. Let us remember whom Sheldon Prescott Busch brought to America and what happened to JFK, RFK, and MLK. Engineered economic plan. Ernest Chan is right on the money, as he quotes Einstein 'Keep it Simple'. Lets us not forget Security Analysis or The Rockefeller Syndrome. Extrapolate 1 billion from 1900 and what do you get today. 945,000,000 tax allowance in Depression = ???? today. Let us remember the Colorado Iron and Mining Incident in 1914. Let us remember who sits on the Directorate of the CIA and the Who. Let us remember whom Sheldon Prescott Busch brought to America and what happened to JFK, RFK, and MLK. Engineered economic plan. Ernest Chan is right on the money, as he quotes Einstein ‘Keep it Simple’.

]]> By: Walter Strauhal http://www.quantnet.com/master-reading-list-for-quants/#comment-1159 Walter Strauhal Mon, 22 Nov 2010 18:58:00 +0000 http://www.quantnet.com/?p=2979#comment-1159 Thank you for the list. It's just what I was looking for. Thank you for the list. It’s just what I was looking for.

]]> By: Andy Nguyen http://www.quantnet.com/master-reading-list-for-quants/#comment-1118 Andy Nguyen Thu, 21 Oct 2010 02:07:00 +0000 http://www.quantnet.com/?p=2979#comment-1118 Regarding Irene's book, shall I recommend reading the reviews on Amazon and the comments left by the author herself before you decide to buy the book or not. http://www.amazon.com/exec/obidos/ASIN/0470563761/ref=nosim/quantfinaneng-20 Regarding Irene’s book, shall I recommend reading the reviews on Amazon and the comments left by the author herself before you decide to buy the book or not.

http://www.amazon.com/exec/obidos/ASIN/0470563761/ref=nosim/quantfinaneng-20

]]> By: Ryan Rigby http://www.quantnet.com/master-reading-list-for-quants/#comment-1093 Ryan Rigby Wed, 29 Sep 2010 19:46:00 +0000 http://www.quantnet.com/?p=2979#comment-1093 High Frequency Trading, by Irene Aldridge - this book was quite good. It is kind of a technical how-to book about most all aspects of how to set up a serious professional high frequency trading system. It is a fairly technical discussion about a lot of topics ranging from simple things like how to calculate returns to correlation and autocorrelation techniques and risk management models, how to handle tick data, etc. I would recommend this book to people that have decent math skills and who already know a bit about trading...this probably isn't the best book if you know nothing about trading or how the stock markets function. The Option Traders Workbook by Jeff Augen is also pretty good for learning how options work and how they are valued as well as how to structure different kind of options positions. Each chapter explains the principles it is based around, and then gives questions for the reader to work out, as well as answers to the questions. High Frequency Trading, by Irene Aldridge – this book was quite good. It is kind of a technical how-to book about most all aspects of how to set up a serious professional high frequency trading system. It is a fairly technical discussion about a lot of topics ranging from simple things like how to calculate returns to correlation and autocorrelation techniques and risk management models, how to handle tick data, etc. I would recommend this book to people that have decent math skills and who already know a bit about trading…this probably isn’t the best book if you know nothing about trading or how the stock markets function.

The Option Traders Workbook by Jeff Augen is also pretty good for learning how options work and how they are valued as well as how to structure different kind of options positions. Each chapter explains the principles it is based around, and then gives questions for the reader to work out, as well as answers to the questions.

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