macrocephalopod

"Efficiently Inefficient" by Lasse Pedersen is a great non-technical overview of hedge fund strategies. Not all quant, but mostly. It also has some great interviews with hedge fund managers who are famous for running these strategieshttps://www.amazon.com/Efficiently-Inefficient-Invests-Market-Determined/dp/0691196095/ref=sr_1_1?crid=3VP1RMYA6BNWB&dchild=1&keywords=efficiently+inefficient&qid=1623789943&s=books&sprefix=efficiently+inefficient%2Caps%2C258&sr=1-1 …

"Expected Returns" by Antti Ilmanen is a great overview of an important area that is neglected by most other quant books -- how to model and forecast expected returns. It has in depth overviews of at least a dozen quant strategies, with data analysishttps://www.amazon.com/Expected-Returns-Investors-Harvesting-Rewards/dp/1119990726/ref=sr_1_1?dchild=1&keywords=expected+returns&qid=1623790245&s=books&sr=1-1 …

"Active Portfolio Management" by Grinold and Kahn is dated now but still a classic. Contains the basic framework for quantitative management of risk and return in a portfolio, including factor models and portfolio optimizationhttps://www.amazon.com/Active-Portfolio-Management-Quantitative-Controlling/dp/0070248826/ref=sr_1_1?dchild=1&keywords=active+portfolio+management&qid=1623790436&s=books&sr=1-1 …

"Quantitative Equity Portfolio Management" by Chincarini and Kim is the next book to go to for quant equity strategies. It contains all the info from G&K but goes into a lot more detailhttps://www.amazon.com/Quantitative-Equity-Portfolio-Management-Construction/dp/0071459391/ref=sr_1_1?dchild=1&keywords=quantitative+equity+portfolio+management&qid=1623790567&s=books&sr=1-1 …

(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 …

this one is also v goodhttps://www.amazon.com/Fixed-Income-Securities-Todays-Markets/dp/0470891696 …