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What's on your bookshelf?

Hi all, similar to the https://www.quantopian.com/posts/trading-strategy-ideas-thread , I thought it would be fun and helpful to snap photos of our bookshelves to get ideas for next purchases! (not that I need any, I am a compulsive book buyer, I probably buy pages about 3x faster than I read them!)

http://imgur.com/zUtYFI9
http://imgur.com/xqHr0mv

(the bottom shelf is more for work, top three are the relevant algo-trading ones). Note that I haven't read all of these yet, still working on it!

10 responses

Hi Simon,
I am quite new to this field and I have been looking for some good reading material, what do you suggest to be the best books that you have?

Thanks,
Cole.

Ernie Chan's two books are great starts. Next probably Building Algorithmic Trading Systems by Kevin Davey. I'm eagerly awaiting my copy of http://www.harriman-house.com/book/view/4598/trading/robert-carver/systematic-trading/ too.

Hi Cole, we've collected a bunch of book summaries on the quantapolis.com wiki. Ernie's book is a great primer on specific trading strategies. If you're looking for a broad and intense python quant workout I'd also recommend "Python for Finance: Analyze Big Financial Data" or by Yves Hilpisch

Thank you, Simon and Origin! I will definitely add those books to my reading list.

Found this github repo of trading/technology books the other day. https://github.com/spinlockirqsave/books

The Intelligent Asset Allocator: How to Build Your Portfolio to Maximize Returns and Minimize Risk
by William J. Bernstein
Link: http://amzn.com/0071362363

See also: http://www.efficientfrontier.com/

Ahead of the Curve: A Commonsense Guide to Forecasting Business and Market Cycles
by Joseph H. Ellis
Link: http://amzn.com/1591396913

See also: http://www.aheadofthecurve-thebook.com/

I'd like to know your opinion about this book https://www.quantstart.com/advanced-algorithmic-trading-ebook ?

I have read the previous version: https://www.quantstart.com/successful-algorithmic-trading-ebook and it was OK... It seems that this advanced will go into more detail: I'll buy it probably..... as I buy any algo book i can get my hands on...

Capitalism and Freedom by Milton Friedman

Fooled by Randomness by Nassim Taleb