PDFs Of Useful Quantiative Investing Books


#1

Books On Quant Strategies

• Quantitative Trading Strategies - Harnessing The Power of Quantitative Techniques To Create A Winning Trading Program

http://7xjbs3.com2.z0.glb.qiniucdn.com/QuantativeTradingStrategies.pdf

• Quantitative Trading - Ernest Chan

• Trading And Exchanges: Market Microstructure For Practitioners:

ftp://nozdr.ru/biblio/kolxo3/F/FK/Harris%20L.%20Trading%20and%20exchanges%20(draft,%20OUP,%202003)(ISBN%200195144708)(O)(113s)FK.pdf

• The Evaluation And Optimisation Of Trading Strategies [Second Edition]

• Quantiative Trading Analyst – Jose Manuel Corcuera

• Algo Trader’s Toolkit – Kevin J. Davey

http://www.futures.guru/AlgoTraderToolkit.pdf

General Strategies

• Mechanical Trading Systems – Richard Weissman

• Technical Analysis Financial Markets – FXBorssa

• Come Into My Trading Room – Cabafx

• Options, Futures And Other Derivitives – John Hull

• Algorithmic Trading of Futures via Machine Learning - David Montague

http://cs229.stanford.edu/proj2014/David%20Montague,%20Algorithmic%20Trading%20of%20Futures%20via%20Machine%20Learning.pdf

• Quantiative Value – Wesley R. Gray, PhD, And Tobias E. Carlisle Ab…

• What Works Well On Wall Street – James O’Shaughnessy

• The Little Book That Beats The Market – Joel Greenblatt

http://www.poslovni.hr/media/PostAttachments/1203672/Joel%20Greenblatt%20-%20The%20Little%20Book%20That%20Beats%20the%20Market.pdf

• Expectations of Returns and Expected Returns - Robin Greenwood and Andrei Shleifer

• Ivy Portfolio – Mebane T. Faber, Eric Richardson

• The (Mis)Behavior of Markets by Benoît B. Mandelbrot

file:///Users/Scott/Downloads/The_Misbehavior_of_Markets%20(1).pdf

Standard, Yet Great Investing Books

• Market Wizard Series by Jack D. Schwager

http://people.brandeis.edu/~yanzp/Study%20Notes/Market%20Wizards.pdf

• Margin Of Safety - Seth A. Klarman

http://fin.shufe.edu.cn/finance/citibank/金融工程与金融经济学/book/Margin%20of%20safety.pdf

• Mathematics for Finance: An Introduction to Financial Engineering - Marek Capinski, Tomasz Zastawniak

http://poincare.matf.bg.ac.rs/~kmiljan/UFM.pdf

• Fifty Challenging Problems In Probability With Solutions – Frederick Mosteller

• Career As A Wall Street_Quant:

http://bbs.pinggu.org/a-1580255.html

• The Complete Guide to Capital Markets for Quantitative Professionals

• C++ Design Patterns And Derivitives Pricing – Mark Joshi

cfile25.uf.tistory.com/attach/172D7D434E7DDDD1188304

Steven Shreve: Stochastic Calculus and Finance

http://efinance.org.cn/cn/FEshuo/stochastic.pdf

Financial Instrument Pricing Using C++ - Daniel Duffy

An Introduction To The Mathematics Of Financial Derivitives - Salih N. Neftci