Reading List

Title Author Subject
The Intelligent Investor Benjamin Graham Essentials
When Genius Failed Roger Lowenstein History
A Primer for the Mathematics of Financial Engineering Dan Stefanica Financial Engineering
How I Became a Quant Richard R. Lindsey, Barry Schachter Narratives
Title Author Subject
Propietary Trading: Truth and Fiction Peter Muller Proprietary Trading
The Siren Song of Factor Timing Cliff Asness Smart Beta Timing
The Black and Scholes Model [Notes] Kevin Rubash Options Pricing
The High-Frequency Trading Arms Race E. Budish, P. Cramton, J. Shim High Frequency Trading