Dear- Everyone has his own books in desk. Here are mine. Any other recommendation is welcomed. 1) http://www.amazon.com/Mathematics-M...=8-1&keywords=mathematics+of+money+management 2) http://www.amazon.com/Fortunes-Formula-Scientific-Betting-Casinos/dp/0809045990/ref=sr_1_1?ie=UTF8&qid=1429909897&sr=8-1&keywords=Fortune's+formula
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
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?
Yes (see my blog http://qoppac.blogspot.co.uk/2013/12/p-margin-bottom-0.html) Part of "everything by michael lewis"
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)
Yes I like the stuff in Panic about the housing crash. Boomerang is great too. Its about the sovereign debt crisis.
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?
Also interest in time series. IMHO, finding a good strategy in trading entry/exit is related to finding a "stationary statistics" in TS.