Recommended Books
These are the MUST READ books for getting started in algorithmic trading and financial machine learning.
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Inside the Black Box
The author Rishi K. Narang boils down complex quantitative trading topics in simple and plain English, making it an ideal read for beginners in this field.
Advances in Financial Machine Learning
Classical machine learning methods often fail in finance for subtle and hidden reasons. This book discusses how to adapt classical ML tools in the context of financial data.
Hands-on Machine Learning
Machine learning is changing the landscape of modern statistics. This book gives a great overview of various machine learning techniques from a practical point of view (Python).
The Man Who Solved the Market
Jim Simons is an award winning mathematician who funded the most successful and secretive quantitative hedge fund in the world. This book explores that fascinating story.
Machine Learning for Asset Managers
Financial machine learning is not a black-box discipline. This book discusses how to approach the market using ML tools to discover new economic theories.
Fortune's Formula
This books tells the story of world changing scientists that beat the markets and the casinos.