Resources
Tools and readings our team recommends for learning about quantitative finance.
Quantitative finance books
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Advances in Financial Machine Learning -
The Elements of Statistical Learning -
Algorithmic Trading: Winning Strategies and Their Rationale -
An Introduction to Statistical Learning -
Frequently Asked Questions in Quantitative Finance -
Essentials of Stochastic Processes -
Machine Learning for Asset Managers -
The ETF Handbook -
Efficiently Inefficient -
Machine Learning for Asset Managers: Investment Strategy -
Active Portfolio Management -
High-Frequency Trading
Quant papers
DeCal readings
Selected readings from past iterations of our Introduction to Quantitative Finance DeCal.
- Week 2Black–Scholes
- Week 4Market Microstructure
- Week 5Fama and French
- Week 6Statistical Arbitrage in the U.S. Equities Market
- Week 7Markowitz: Portfolio Selection
- Week 8Quantitative Trading Summary — Headlands Technologies
Recruiting resources
- Acing the Quant Interview — written by one of our members.