You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
(Many people instead recommend the similarly named book by Qian, Hua and Sorensen, which I haven't read but I am told is very good)https://www.amazon.com/Quantitative-Equity-Portfolio-Management-Applications/dp/1584885580/ref=sr_1_2?dchild=1&keywords=quantitative+equity+portfolio+management&qid=1623790668&s=books&sr=1-2 …
If you are going to be doing anything related to fixed income then "Interest Rate Markets" by Siddhartha Jha is a great place to start, it covers bonds, futures and swaps and the basics of carry trades, hedging and relative valuehttps://www.amazon.com/Interest-Rate-Markets-Practical-Approach/dp/0470932201/ref=sr_1_1?crid=2ALX5VKQQH3BS&dchild=1&keywords=interest+rate+markets&qid=1623790757&sprefix=interest+rate+markets%2Cstripbooks-intl-ship%2C230&sr=8-1 …
These days you will inevitably need to know some ML and "Elements of Statistical Learning" by Hastie & Tibshirani is still as good an introduction as any other book I can recommend on the subjecthttps://www.amazon.com/Elements-Statistical-Learning-Prediction-Statistics/dp/0387848576/ref=sr_1_1?crid=27T4L33K4H5DN&dchild=1&keywords=hastie+tibshirani&qid=1623791053&sprefix=hastie+tib%2Caps%2C238&sr=8-1 …
Finally, not a book, but if you read and understand the ~100 page overview of the Barra risk model, you will have a better understanding of equity factor models than most professional quants (thanks to @mediocrequant for the tip) http://www.alacra.com/alacra/help/barra_handbook_US.pdf …
Obviously this is biased to my experiences and preferences. It also assumes a decent knowledge of linear algebra, calculus, statistics and probability so if you don't have that, you probably won't get much out of this.
Finally it is geared towards quants who are going to work on strategies with a multi-day time horizon. I simply don't think that there are any good books covering HFT or mid-frequency, although very happy to be corrected.
I really have to add the two books that convinced me to go into quant finance when I read them back in ~2006. First "My Life as a Quant" by @EmanuelDerman which blends descriptions of options pricing models with great autobiographical colorhttps://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0470192739/ref=tmm_pap_swatch_0?_encoding=UTF8&qid=1623793070&sr=8-1 …
Second "Traders, Guns and Money" by ex-derivatives trader Satyajit Das, which is just a perfect description of the wild west of derivatives markets pre-financial crisishttps://www.amazon.com/Traders-Guns-Money-Unknowns-Derivatives/dp/0273776762/ref=sr_1_1?crid=NKKAGBM3LR10&dchild=1&keywords=traders%2C+guns+%26+money&qid=1623793250&sprefix=traders%2C+gun%2Caps%2C235&sr=8-1 …
Now I’ve read it I’d add Trading at the Speed of Light (MacKenzie) which is amazing background reading for anyone thinking of going into HFThttps://www.amazon.co.uk/dp/0691211388/ref=cm_sw_r_cp_api_glt_fabc_HSYP91NNH409YFB10AR8 …
IRM is a great book. I used to chat with Sid quite a bit back in the day. Super nice guy and incredibly sharp!
Ilmanen's Salomon pieces are still good as well, almost all of which freely available on the net.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
