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List of books I've used either in class or found through other channels; spans Python, Java, C, C++, Finance, Data Science, Hacking:
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book_recs.md

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
Derivatives Analytics with Python, Hilpisch
Principles of Financial Engineering, Neftci
An Introduction to the Mathematics of Financial Engineering, Neftci
Mathematical Finance, Alhabeeb
Quantitative Momentum, Gray
Quantitative Value, Gray
Trend Following with Managed Futures, Greyserman
A linear Algebra Primer for Financial Engineering, Stefanica
A Primer for the Mathematics of Financial Engineering, Stefanica
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Shreve
Stochastic Calculus for Finance II: Continuous Time Variable, Shreve
A Complete Guide to the Futures Markets, Schwager
Options, Futures, and other Derivatives, Hull

Python

Cython, Smith
High Performance Python, Gorelick
Think Python, Downey
HitchHiker's Guide to Python, Reitz
Python Cookbook, Beazley
Head First Python, Barry
Python Parallel Programming Cookbook, Zaccone

Java, C, C++

Head First Java, Sierra
Think Java, Downey
Problem Solving with C++, Savitch
Intro to C++ for Financial Engineers, Duffy
Problem Solving & Programming Design In C, Hanly

Data Science, ML, NLP

Hands-on ML with Scikit-learn and TensorFlow 2d Ed, Geron
Natural Language Processing with Python, Bird
Python Data Science Handbook, VanderPlas
Data Science from Scratch, Grus
Python for Data Analysis, Mckinney
Intro to ML with Python, Müller
Web Scraping with Python, Mitchell

Other Programming Topics

Pragmatic Programmer, Thomas
Regular Expressions, Friedl
Bash Pocket Ref, Robbins
UNIX in a nutshell, Robbins
vi and Vim Editors Pocket Reference, Robbins
Version Control with Git, McCullough
Managing Projects with GNU Make Mecklenberg
Learning the bash shell, Newham
Effective AWK Programming, Robbins

Hacking

Hacking, The art of Exploitation, Erickson
Black Hat Python, Seitz
The Hacker's Playbook 1, 2, & 3, Kim
ElasticSearch, Gormley
Kali Linux Revealed, Hertzog

Linear Algebra, Stats & Probability, Calculus

Elementary Linear Algebra, Anton
MIT OCW Stats: https://ocw.mit.edu/courses/mathematics/18-05-introduction-to-probability-and-statistics-spring-2014/
MIT OCW Calculus: https://ocw.mit.edu/resources/res-18-001-calculus-online-textbook-spring-2005/textbook/

Other

Thinking Fast and Slow, Kahneman
How to Create a Mind, Kurzwiel
The Art of Strategy, Dixit
Skin in the Game, Taleb

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