Books to gain understanding of quant trading


This page contains a list of books that provide knowledge in quant trading.

Books

  • Active Portfolio Management
    Richard C. Grinold and Ronald N. Kahn - Solid mathematical brackground behind portfolio analysis.
    ISBN: 978-1265919719

  • Rust for Quant Finance
    Hayden Van Der Post – Sometimes a bit hard to follow (particularly the code examples), it is full of practical knowledge in quant trading. ISBN: 979-8319252982