“You wont become an algorithmic genius savant extraordinaire philanthropist billionaire overnight.”
如果你全身心投入，你就会离实现财务自由的梦想越来越近。
有些书的内容是重叠的，所以你应该自己研究哪些书更适合你的思维方式和当前的技能。
由以下几类构成：
- 一般阅读
- 轻松阅读
- 编程
- 数学
- 经济学与金融学
- 技术类与时间序列分析
- 其他
- 衍生品
基础
轻松阅读
编程-机器学习
特别是Python、R和C 。
数学-统计与概率、随机过程等
经济学和金融学
技术和时间序列分析
其他
- Security Analysis by Benjamin Graham, David Dodd, Warren Buffett
- The (Mis)Behavior of Markets by Benoît B. Mandelbrot, Richard L.
- Damodaran on Valuation by Damodaran Aswath
- Models Behaving Badly by Emanuel Derman
- Trading Systems by Emilio Tomasini
- Business Cycles and Equilibrium by Fischer Black
- Dual Momentum Investing by Gary Antonacci
- The Problem with HFT by Haim Bodek
- The Econometrics of Financial Markets by John Y., Wen-C. Lo, Archie C.
- Building Winning Algorithmic Trading Systems by Kevin Davey
- Trading and Exchanges by Larry Harris
- Martingale Methods in Financial Modelling by Marek M., Marek R.
- Dynamic Hedging: Managing Vanilla and Exotic Options by Nassim N.
- Financial Modelling With Jump Processes by Rama C. & Peter T.
- The Evaluation and Optimization of Trading Strategies by Robert P.
- Fundamentals of Corporate Finance by Stephen A., Randolph W & more
- Arbitrage Theory in Continuous Time by Tomas Björk
- Trade Your Way to Financial Freedom by Van K. Tharp
衍生品
Equity derivatives
- The Volatility Surface by Jim Gatheral
- Stochastic Volatility Modeling by Lorenzo Bergomi
- Equity Hybrid Derivatives by Marcus Overhaus et al.
FX derivatives
- FX Options and Smile Risk by Antonio Castagna
- Foreign Exchange Option Pricing by Iain J. Clark FX
- FX Options and Structured Products by Uwe Wystup
Commodity derivatives
- Energy and Power Risk Management by Alexander E.
- Commodities and Commodity Derivatives by Helyette Geman
- Commodity Option Pricing by Iain J. Clark
Interest rate derivatives
- Interest Rate Models — Theory and Practice by Damiano B. & Fabio M.
- Pricing and Trading Interest Rate Derivatives by J. H. M. Darbyshire
- Interest Rate Modeling I, II & III by Leif Andersen & Vladimir Piterbarg
- Interest Rate Option Models by Rebonato
Credit derivatives
- Modelling Single-name and Multi-name Credit Derivatives by Dominic
- Credit Risk — Modeling, Valuation & Hedging by Tomasz R. & Marek R.
XVA
- XVA: Credit, Funding and Capital Valuation Adjustments by Andrew G.
- Counterparty Credit Risk, Collateral and Funding by Damiano Brigo
—End—
