Ankit Garg Profile picture
Systematic Quant | MFE - @UCBerkeley

Jun 18, 2022, 8 tweets

#BookRecommendations for beginners in the world of systematic/quantitative trading and investing. Will add more with time.

Retweet/Share with anyone who might benefit.

In no particular order -

1. Systematic Trading by Rob Carver @investingidiocy

2. Expected Returns by Antti Ilmanen

3. Inside the Black Box - Rishi Narang

4. Quantitative Trading by Ernest Chan @chanep

5. Algorithmic Trading by Ernest Chan @chanep

6. Quantitative Momentum (Investing) by Wesley Gray & Jack Vogel @alphaarchitect

7. Active Portfolio Management by Grinold and Kahn

8. ML for Trading (Advanced)

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