Books I Pretend To Have Read
Recommendations from other people that I'm confident are not LARPS
Efficiently Inefficient: How Smart Money Invests and Ma…
Financial market behavior and key trading strategies―il…
Expected Returns: An Investor’s Guide to Harvesting Mar…
This comprehensive reference delivers a toolkit for har…
Active Portfolio Management: A Quantitative Approach fo…
“This new edition of Active Portfolio Management contin…
Quantitative Equity Portfolio Management: An Active App…
Praise for Quantitative Equity Portfolio Management “A …
Quantitative Equity Portfolio Management: Modern Techni…
Quantitative equity portfolio management combines theor…
Interest Rate Markets
How to build a framework for forecasting interest rate …
https://roycheng.cn/files/riskModels/barra_risk_model_handbook.pdf
Options, Futures and Other Derivatives
Again, John Hull has done a great job revising and up…
Advanced Equity Derivatives: Volatility and Correlation…
In Advanced Equity Derivatives: Volatility and Correlat…
An Introduction to Equity Derivatives: Theory and Pract…
Everything you need to get a grip on the complex world …
Volatility Trading, + website
In Volatility Trading , Sinclair offers you a quantitat…
Positional Option Trading
A detailed, one-stop guide for experienced options trad…
Option Trading
An A to Z options trading guide for the new millennium …
The Laws of Trading: A Trader’s Guide to Better Decisio…
Every decision is a trade. Learn to think about the one…
Tail Risk Hedging: Creating Robust Portfolios for Volat…
“TAIL RISKS” originate from the failure of mean reversi…
Trader Construction Kit: Fundamental & Technical Analys…
Trader Construction Kit is a comprehensive resource for…
The Second Leg Down: Strategies for Profiting after a M…
Cut risk and generate profit even after the market drop…
Quantitative Trading: How to Build Your Own Algorithmic…
While institutional traders continue to implement quant…
Algorithmic Trading: Winning Strategies and Their Ratio…
Praise for Algorithmic Trading “Algorithmic Trading is…
Machine Trading: Deploying Computer Algorithms to Conqu…
Dive into algo trading with step-by-step tutorials and …
Quantitative Portfolio Management: The Art and Science …
Discover foundational and advanced techniques in quanti…
Inside the Black Box: A Simple Guide to Quantitative an…
New edition of book that demystifies quant and algo tra…
The Elements of Statistical Learning: Data Mining, Infe…
During the past decade there has been an explosion in c…
Data-Driven Science and Engineering: Machine Learning, …
Data-driven discovery is revolutionizing the modeling, …
Trading Volatility: Trading Volatility, Correlation, Te…
This publication aims to fill the void between books pr…
Option Volatility & Pricing: Advanced Trading Strategie…
One of the most widely read books among active option t…
Pricing and Trading Interest Rate Derivatives: A Practi…
There is a newer edition of this book available (3rd 7…
Foreign Exchange: Practical Asset Pricing and Macroecon…
One of the great challenges that many participants in f…
Central Banking 101
Central banking is magic. With a few words, the Fed can…
The Front Office: A Hedge Fund Guide for Retail, Day Tr…
Getting into the Hedge Fund industry is hard, being suc…
Advanced Portfolio Management: A Quant’s Guide for Fund…
You have great investment ideas. If you turn them into …
Investing Amid Low Expected Returns: Making the Most Wh…
Elevate your game in the face of challenging market con…
FX Derivatives Trader School (Wiley Trading)
An essential guide to real-world derivatives trading F…
Systematic Trading: A unique new method for designing t…
This is not just another book with yet another trading …
Leveraged Trading: A professional approach to trading F…
With the right broker, and just a few hundred dollars o…
Smart Portfolios: A practical guide to building and mai…
Smart Portfolios is about building and maintaining smar…
Advanced Futures Trading Strategies
Over thirty trading strategies specifically designed fo…
Foreign Exchange Option Pricing: A Practitioner’s Guide
This book covers foreign exchange options from the poin…
The Treasury Bond Basis: An in-Depth Analysis for Hedge…
Now in its third edition, The Treasury Bond Basis is th…
The Art of Currency Trading: A Professional’s Guide to …
Now you can master the art of foreign exchange trading …
Alpha Trader: The Mindset, Methodology and Mathematics …
Trading is a chaotic, complex, and loosely-structured g…
Fixed Income Securities: Tools for Today’s Markets (Wil…
Includes a series of end-of-chapter questions for stude…
The Options Industry Council (OIC) - Home
OIC provides education to investors about the benefits and risks of exchange-listed options. OIC offers news, option quotes and strategy information.
My own recommendations
FX Option Performance: An Analysis of the Value Deliver…
Get the little known – yet crucial – facts about FX opt…
Inflation-Linked Bonds and Derivatives: Investing, hedg…
Disruptions in supply chains and consumption patterns t…
Handbook of Exchange Rates
How should we evaluate the forecasting power of models?…
SOFR Futures and Options: A Practitioner’s Guide (Wiley…
SOFR Futures and Options is the practical guide through…
Fixed Income Relative Value Analysis: A Practitioners G…
As western governments issue increasing amounts of debt…
Trading Fixed Income and FX in Emerging Markets: A Prac…
A practitioner’s guide to finding alpha in fixed income…
Machine Learning for Factor Investing: R Version
Machine learning (ML) is progressively reshaping the fi…
FX Options and Structured Products
There has been an explosive growth in the number of cor…
Practical Linear Algebra for Data Science
If you want to work in any computational or technical f…
Adaptive Markets: Financial Evolution at the Speed of T…
A new, evolutionary explanation of markets and investor…
Interest Rate Swaps and Other Derivatives (Columbia Bus…
The first swap was executed over thirty years ago. Sinc…
Big Data Science in Finance
Explains the mathematics, theory, and methods of Big Da…
Strategic Risk Management: Designing Portfolios and Man…
STRATEGIC RISK MANAGEMENT Having just experienced a glo…
Systematic Fixed Income: An Investor’s Guide
Understand the role and potential of fixed income as an…
Feature Engineering and Selection (Chapman & Hall/CRC D…
The process of developing predictive models includes ma…
Portfolio Construction and Risk Budgeting
Building on the solid foundation of the first two bests…
Essays on Trading Strategy (Financial Data Science Book…
Graham Giller is one of Wall Street’s Original Data Sci…
Matrix Analysis and Applications
This balanced and comprehensive study presents the theo…
Asset Management
This book presents a series of contributions on key issues in the decision-making behind the management of financial assets. It provides insight into topics such as quantitative and traditional portfo
Stephen Satchell (Professor)
Portfolio Construction, Measurement, and Efficiency
This volume, inspired by and dedicated to the work of pioneering investment analyst, Jack Treynor, addresses the issues of portfolio risk and return and how investment portfolios are measured. In a ca
John B. Guerard, Jr.
The Sharpe Ratio: Statistics and Applications
The Sharpe ratio is the most widely used metric for com…
Pattern Recognition and Machine Learning (Information S…
Pattern recognition has its origins in engineering, whe…
Statistical Foundations of Data Science (Chapman & Hall…
Statistical Foundations of Data Science gives a thoroug…
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