Books
A curated collection of recommended reading on the capital markets and quantitative finance.
Instructions
- click on any book title to view it on Amazon
Notes
- this list reflects personal recommendations and is not exhaustive
Essays On Trading Strategy
by Graham L. Giller
Practical trading strategies with a solid theoretical foundation for solving trading strategy problems in markets with significant tail risk.
Tags: trading, quantitative finance, risk management, portfolio theory
Little Book That Beats The Market
by Joel Greenblatt
A magic formula for stock market success explained with simple language and humor, accessible with 6th-grade math.
Tags: value investing, stock market, quantitative investing, magic formula
Advanced Portfolio Management
by Giuseppe A. Paleologo
Portfolio construction heuristics for fundamental investors, relatively light on mathematics but rich in practical guidance.
Tags: portfolio management, quantitative finance, portfolio construction