Category Archives: Quant Books

Quant Books

Meetup: Fave books on Quant Finance/Trading

Meetup: Fave books on Quant Finance/Trading

(Video playback and booklist below)

Wednesday, September 7, 2016

8:00 PM

Sholom will be present this topic
I will be reviewing my favorite books on Quant Finance/Trading

Contents:

1) Quant Finance vs Quant Trading
2) How to evaluate a book
3) Review of Quant Finance Books
4) Review of Quant Trading Books
5) Books on other subjects that help with trading: Money Management, Statistics, Robotics, Machine learning, Data Science.

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Favorite books on Quant Finance/Trading

Wednesday, Sep 7, 2016, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

12 Researching Traders Went

Favorite books on Quant Finance/TradingSholom will be present this topic I will be reviewing my favorite books on Quant Finance/TradingContents:1) Quant Finance vs Quant Trading 2) How to evaluate a book 3) Review of Quant Finance Books 4) Review of Quant Trading Books 5) Books on other subjects that help with trading: Money Management, Statist…

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Favorite books on Quant Finance/Trading

Wednesday, Sep 7, 2016, 8:00 PM

17 Members Went

Check out this Meetup →

The AK Quant Book List:
1) Frequently Asked Questions in Quantitative Finance by Paul Wilmott
2) The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug
3) A Guide to Quantitative Finance by Marcello Minenna
4) Algorithmic and High-Frequency Trading by Álvaro Cartea,Sebastian Jaimungal,José Penalva
5) Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
6) Financial Markets Tick By Tick by Pierre Lequeux
7) Option Valuation under Stochastic Volatility II by Alan L Lewis
6) Bayesian Reasoning and Machine Learning by David Barber
7) Control Systems Engineering 4th edition by Norman S. Nise
😎 The Mathematics of Money Management: Risk Analysis Techniques for Traders by Ralph Vince
9) Professional Automated Trading: Theory and Practice by Eugene A. Durenard
10) Developing Analytic Talent: Becoming a Data Scientist by Vincent Granville

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant Trading book: Algorithms, Analytics, Data, Models, Optimization

Quant Trading book:  Algorithms, Analytics, Data, Models, Optimization

Detailed but how is this book any different from others like Paul Wilmott

https://www.crcpress.com/Quantitative-Trading-Algorithms-Analytics-Data-Models-Optimization/Guo-Lai-Shek-Wong/p/book/9781498706483

Another book noted by Sholom B

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Network science book for algo trading?

A network science book for algo trading ?

Is this another new dimension to automated trading?

http://barabasi.com/networksciencebook/

Thanks to Sholom for sending

From him:

it’s a real gold mine of ideas that can be applied to trading if you know how to make the proper analogy.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Chat with a trader: The Python Quant

Chat with a trader: The Python Quant

Best book artist on this exact topic from Yves Hilpisch

EP 084: Quantitative finance and programming trading strategies w/ Yves Hilpisch, The Python Quants

http://dx-analytics.com/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Systematic Trading by Robert Carver

Systematic Trading by Robert Carver

Another one? Well thanks Sholom B but let me know how it goes

http://www.systematictrading.org/resources

People seem to like it https://www.amazon.ca/Systematic-Trading-designing-trading-investing/dp/0857194453

New website and Github source code

https://github.com/robcarver17

http://qoppac.blogspot.ca/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Yet another book claiming to be yet another algo trading system book

Yet another book claiming to be yet anothe algo trading system book

This is the 3rd posting today on this never ending complexity of books but this one is getting rave reviews

 

http://www.amazon.com/Systematic-Trading-designing-trading-investing/dp/0857194453/ref=sr_1_1?ie=UTF8&qid=1464987553&sr=8-1&keywords=systematic+trading

Thanks to Ivan for sending

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Research paper on mean reversion and optimization

Research paper on mean reversion and optimization

This is a good one for all those newbies on this Dr Ernie Chan classic trading strategy

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2478345

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Trade Your Way to Financial Freedom book

Trade Your Way to Financial Freedom book

Someone just suggested this book but anyone out there got an opinion

https://www.amazon.ca/product-reviews/007147871X/ref=cm_cr_dp_see_all_btm?ie=UTF8&showViewpoints=1&sortBy=recent

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Data is a trading edge

Data is a BIG trading edge

All according to Quandl interview

Join my FREE newsletter if we ever Quand data for automated trading

https://www.quandl.com/blog/interview-with-a-trader

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant math whizzes who conquered Wall St: Citadel Hedge Fund

Quant math whizzes who conquered Wall St: Citadel Hedge Fund

This looks like a powerful book:

With him was Ken Griffin, who as an undergraduate trading convertible bonds out of his Harvard dorm room had outsmarted the Wall Street pros and made money in one of the worst bear markets of all time.  Now he was the tough-as-nails head of Citadel Investment Group, one of the most powerful money machines on earth.

https://www.amazon.ca/The-Quants-Whizzes-Conquered-Destroyed/dp/0307453383

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Time at 5:16 on Ken Griffin of Citadel hedge fund

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!