Recommended Reading
Markets and Investing
- A Random Walk Down Wall Street by Burton Malkiel.
- The Most Important Thing by Howard Marks
- The Four Pillars of Investing by William Bernstein.
- The Intelligent Asset Allocator by William Bernstein.
- Fooled by Randomness by Nassim Taleb.
- Against the Gods by Peter Bernstein.
Finance Industry
- My
Life as a Quant by Emanuel Derman.
- When Genius Failed by Roger Lowenstein.
- The Big Short by Michael Lewis.
- The End of Wall Street by Roger Lowenstein.
- Flash Boys by Michael Lewis.
- Buffett: The Making of an American Capitalist by Roger Lowenstein/
- Liar's Poker by Michael Lewis.
- The Prize by Daniel Yergin.
- The Snowball: Warren Buffett and the Business of Life by ALice Schroeder.
- Hedge Hogs by Barbara Dreyfuss.
- Too Big to Fail by Andrew Sorkin.
- Fool's Gold by Gillian Tett.
- The Quants by Scott Patterson.
Textbooks and Academic Works
- Investment Science by David Luenberger.
- Options, Futures, and Other Derivatives by John C. Hull.
- A Non-Random Walk Down Wall Street by Andrew Lo.
- Dynamic Hedging by Nassim Taleb.
- The Volatility Smile by Emaneul Derman, Michael Miller, and David Park.
- The
Cross Section of Expected Stock Returns by Eugene Famma and Kenneth French.
Professional Development
- Quant Job Interview Questions and Answers by Mark Joshi, Nicholas Denson, and Andrew Downes
- How to Win Friends & Influence People by Dale Carnegie.
- Thinking, Fast and Slow by Daniel Kahneman.
- The Hard Thing About Hard Things by Ben Horowitz.
- The Innovator's Dilemma by Clayton Christensen.
- The Oz Principle by Roger Connors, Tom Smith, and Craig Hickman.