PDFs Of Useful Quantiative Investing Books


Books On Quant Strategies

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


• Quantitative Trading - Ernest Chan

• Trading And Exchanges: Market Microstructure For Practitioners:


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

• Quantiative Trading Analyst – Jose Manuel Corcuera

• Algo Trader’s Toolkit – Kevin J. Davey


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


• 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


• 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


Standard, Yet Great Investing Books

• Market Wizard Series by Jack D. Schwager


• Margin Of Safety - Seth A. Klarman


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


• Fifty Challenging Problems In Probability With Solutions – Frederick Mosteller

• Career As A Wall Street_Quant:


• The Complete Guide to Capital Markets for Quantitative Professionals

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


Steven Shreve: Stochastic Calculus and Finance


Financial Instrument Pricing Using C++ - Daniel Duffy

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