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Looking for book suggestions

Im on an amazon spree right now!

Python for Data Analysis
Mastering Python for Finance
Mastering Pandas for Finance

Any thing else I should pick up?

7 responses

I'd say "search the forum" :), but in me trying that it was tough to get the thread I was thinking of. Searching "book" or "ernie" didn't bring it up - just one page of not what I was looking for. Maybe we need stickies, as this topic should be.

But searching for "clenow" did find this which has more suggestions:

There's at least one more thread that maybe someone else can find.

Quantitative Trading would be a book i'd look at too. The author is on Quantopian and has talked at QuantCon 2014. I had a chat with him over the phone and he was friendly, helpful and responsive. If at anytime you have questions with the book, im sure shooting him an email will get you your response in no time.

I second the suggestion of adding Ernie Chan's Quantitative Trading (Wiley, 2009). There are a few trading strategies you can try to implement, with MATLAB code, and a list of places where many more can be found. More valuable is advice how to evaluate algorithms, what pitfalls are out there, and how to avoid or overcome them.

Ernie Chan also has another book, Algorithmic Trading (Wiley, 2013), and a blog,

André i second those books. In the process of reading them right now and they are very enlightening! Quantitative Trading (Wiley, 2009) gives a lot of examples in MATLAB as well and Microsoft Excel as you go through which is totally awesome. Great books for an intro to quant finance.

Note that this can be downloaded for free, if you don't require a paper copy.

Hi there, hit my email, I can send you some books on financial applications for python. ([email protected])