Ankit Garg Profile picture
Systematic Quantitative Trader | Masters in Quant Finance - @UCBerkeley | ex-Interbank FX trader| Founder: @decibelcapital

Jun 18, 2022, 8 tweets

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

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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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