My books in my desk.

Discussion in 'Risk Management' started by jk90029, Apr 24, 2015.

  1. Anyone use the trading idea, with use of the Kelly and efficient frontier, in the book?
     
  2. You must have a small desk :)

    +1 for fortunes formula



    Behavioural finance:

    Thinking Fast and Slow
    Daniel Kahneman

    Beyond Greed and Fear
    Hersh Shefrin

    Strategies:

    More Money than God
    Sebastian Mallaby
    A history of hedge funds, but also a very readable guide to different strategies.

    Expected Returns
    Anti Ilmanen
    Comprehensive guide to the sources of returns, and risk premia.

    New Trading Systems and Methods
    Perry J. Kaufman

    Technical Analysis
    Jack Schwager

    Fundamental Analysis
    Jack Schwager

    Hedge Fund Market Wizards
    Jack Schwager

    Absolute returns
    Ineichen

    Risk:

    The Black Swan
    Nassim Taleb

    Fooled by randomness
    Nassim Taleb

    Managing Financial Risk, Smithson.

    Mechanics:

    Trading commodities and financial futures
    George Kleinman

    Code complete

    Unix in a nutshell

    Python - essential reference

    Learning python

    The C programming language (K&R)

    Stats:

    Mills
    The Econometric modelling of financial time series

    Hendry
    Dynamic Econometrics

    Pricing:

    Wilmott on Quantitative Finance.

    Derivative securities. Jarrow and Turnbull

    Hull


    Stories:

    The Education of a Speculator
    Victor Niederhoffer

    When Genius Failed: The Rise and Fall of Long Term Capital Management
    Roger Lowenstein

    Rogue Trader
    Nick Leeson

    The Greatest Trade Ever
    Gregory Zuckerman

    Extraordinary popular delusions and the madness of crowds
    Mackay

    Fools gold
    Gillian Tett (+99 for Gillian Tett. Its the lisp. I can't get enough of it)

    Dumb money
    Anuff and Wolf

    Barbarians at the Gate

    The wolf of wall street

    The smartest guys in the room

    Everything by Michael Lewis.

    Everything by Niall Ferguson

    Bonfire of the Vanities
    Wolf
     
    Raphael, Jones75 and Yaris like this.
  3. Among them, I have intererst in

    Unix in a nutshell

    Python - essential reference

    Learning python

    ****************************************************

    Many use IB for his primary platform in elite.
    Do use use python, to connect to IB?
     
  4. Yaris

    Yaris

    Awesome collection. Another good book in the stories section.
    Liars poker
     
    Jones75 likes this.
  5. Yes (see my blog http://qoppac.blogspot.co.uk/2013/12/p-margin-bottom-0.html)

    Part of "everything by michael lewis"
     
  6. Absolutely Michael Lewis

    Flash Boys: A Wall Street Revolt
    Moneyball: The Art of Winning an Unfair Game
    Liar's Poker: Rising through the Wreckage on Wall Street
    Panic: The Story of Modern Financial Insanity (this one is my favorite)
     
  7. Yes I like the stuff in Panic about the housing crash.

    Boomerang is great too. Its about the sovereign debt crisis.
     
  8. Regarding
    " Programming language
    My choice: Python with numpy and pandas


    API access method
    My choice: swigpy

    ",

    I am going send you email possibly after a few days of studying. I was MATLAB and S+ user and am in the middle of changing to R / Python. I feel you are ahead of me.

    Thanks global.

    PS) Is there API access to IB, by use of R, such as Python swigpy?
     
  9. Also interest in time series.

    IMHO, finding a good strategy in trading entry/exit is related to finding a "stationary statistics" in TS.
     
    #10     Apr 29, 2015