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AUnterrainer / book_recs.md
Created March 16, 2020 21:35
List of books I've used either in class or found through other channels; spans Python, Java, C, C++, Finance, Data Science, Hacking:

Finance & Trading

Portfolio Selection, Markowitz
Volatility Smile, Derman
Adaptive Markets, Lo
Python for Finance, Hilpisch
Advances in Financial ML, de Prado
Listed Vol & Variance Derivatives, Hilpisch
Artificial Intelligence in Finance, Hilpisch
Diary of a Professional Commodity Trader, Brandt
Market Timing with Moving Averages, Zakamulin