What are the Bibles of quantitative trading/finance? Recommend

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Anonymous
2016-02-18 16:29:57 Post No. 1099547
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Anonymous 2016-02-18 16:29:57 Post No. 1099547 [Report]

What are the Bibles of quantitative trading/finance?

Recommend me some books, /biz/.

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Anonymous 2016-02-18 16:53:30 Post No.1099575
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Anonymous 2016-02-18 16:53:30 Post No.1099575 [Report]

How did he write on that chalkboard?

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Anonymous 2016-02-18 17:13:07 Post No.1099600
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Anonymous 2016-02-18 17:13:07 Post No.1099600 [Report]

>>1099575
> chalkboard

It's a tv ya dip

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Anonymous 2016-02-19 00:32:59 Post No.1100404
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Anonymous 2016-02-19 00:32:59 Post No.1100404 [Report]

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>>1099575
How did he write on the board? With difficulty. How did he look back at the student's faces? With pleasure.

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Anonymous 2016-02-19 00:37:54 Post No.1100411
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Anonymous 2016-02-19 00:37:54 Post No.1100411 [Report]

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>>1100404

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Anonymous 2016-02-19 00:38:58 Post No.1100416
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Anonymous 2016-02-19 00:38:58 Post No.1100416 [Report]

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Mwahahahaha

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Anonymous 2016-02-19 00:58:54 Post No.1100440
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Anonymous 2016-02-19 00:58:54 Post No.1100440 [Report]

>>1099547
evaluation and optimization of trading strategies by robert pardo

it's my personal quant bible.

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Anonymous 2016-02-19 01:45:46 Post No.1100478
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Anonymous 2016-02-19 01:45:46 Post No.1100478 [Report]

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>>1099547

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Anonymous 2016-02-19 02:08:08 Post No.1100498
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Anonymous 2016-02-19 02:08:08 Post No.1100498 [Report]

>>1100478
Got any links for the new edition?

Only the second Ed is on TPB

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Anonymous 2016-02-19 08:09:47 Post No.1100891
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Anonymous 2016-02-19 08:09:47 Post No.1100891 [Report]

>>1100440
this book is based

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Anonymous 2016-02-19 08:26:29 Post No.1100908
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Anonymous 2016-02-19 08:26:29 Post No.1100908 [Report]

>>1100440
Anything else you would suggest?

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Anonymous 2016-02-19 08:39:57 Post No.1100923
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Anonymous 2016-02-19 08:39:57 Post No.1100923 [Report]

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>>1099547
The book I've been using is Financial Calculus by Alison Etheridge. It covers derivatives pricing and probability ideas and that. Pretty good. I'm going through it exercise by exercise.

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Anonymous 2016-02-19 11:59:02 Post No.1101024
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Anonymous 2016-02-19 11:59:02 Post No.1101024 [Report]

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>>1100498
The Goldman Sachs guys seem to be buying up all available copies.

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Anonymous 2016-02-20 00:38:52 Post No.1101846
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Anonymous 2016-02-20 00:38:52 Post No.1101846 [Report]

>>1099547

here is a proper answer....

http://www.amazon.com/Inference-Hidden-Markov-Springer-Statistics/dp/0387402640

http://www.amazon.com/The-Elements-Statistical-Learning-Prediction/dp/0387848576
http://www.amazon.com/Market-Microstructure-Theory-Maureen-OHara/dp/0631207619

http://www.amazon.com/Empirical-Market-Microstructure-Institutions-Econometrics/dp/0195301641

http://edwardothorp.com/sitebuildercontent/sitebuilderfiles/Good_Bad_Paper.pdf

http://www.amazon.com/For-Mortals-Tutorial-In-Programming/dp/1434829014

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Anonymous 2016-02-20 00:40:11 Post No.1101847
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Anonymous 2016-02-20 00:40:11 Post No.1101847 [Report]

>>1100923
>It covers derivatives pricing

so has naff all relevance to quant trading...