Overview of books that will appeal to quantitative traders.

Algorithmic Trading and DMA: An Introduction to Direct Access Trading Strategies

Algorithmic Trading and DMA

Algorithmic Trading and DMA: An Introduction to Direct Access Trading Strategies
By Barry Johnson

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My Life as a Quant: Reflections on Physics and Finance

My Life as a Quant

 

My Life as a Quant: Reflections on Physics and Finance
By Emanuel Derman

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Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets

Fooled by randomness

Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
By Nassim Nicholas Taleb, Penguin, 2014

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How I Became a Quant: Insights from 25 of Wall Street’s Elite

How I Became a Quant

How I Became a Quant: Insights from 25 of Wall Street’s Elite
By Richard R. Lindsey & Barry Schachter

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The Black Swan: The Impact of the Highly Improbable

The Black Swan

The Black Swan: The Impact of the Highly Improbable, Second Edition
By Nassim Nicholas Taleb

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What Hedge Funds Really Do: An Introduction to Portfolio Management

What Hedge Funds Really Do An Introduction to Portfolio Management

What Hedge Funds Really Do: An Introduction to Portfolio Management
By Philip J. Romero & Tucker Balch

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Antifragile: Things That Gain from Disorder

Antifragile Things That Gain from Disorder

Antifragile: Things That Gain from Disorder
By Nassim Nicholas Taleb, Random House, 2012

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Trading Systems: A New Approach to System Development

Trading Systems

Trading Systems: A New Approach to System Development and Portfolio Optimisation
By Emilio Tomasini & Urban Jaekle

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