A Practical Guide to Quantitative Finance Interviews by Xinfeng Zhou
Fifty Challenging Problems in Probability by Frederick Mosteller
A Collection of Dice Problems by Matthew M. Conrow
Domeyard: Starting a High-Frequency Trading (HFT) Hedge Fund by Lauren Cohen, Matthew Foreman, Christopher Malloy (Harvard Business School Case Study)
Max Dama on Automated Trading by Max Dama
Buy-Side Quant Job Advice by Giuseppe A. Paleologo
Quantitative Research by Matthew Jones, Tom Mardon, Andrew Cook
Careers in Quantitative Finance by Steven E. Shreve
On Becoming a Quant by Mark Joshi
Proprietary Trading: Truth and Fiction by Peter Muller
Statistics and Probability by Khan Academy
All of Statistics: A Concise Course in Statistical Inference by Larry Wasserman
STAT 501: Applied Time Series Analysis Notes by Penn State University
Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge.
Mostly Harmless Econometrics: An Empiricist’s Companion by Joshua Angrist & Jorn-Steffen Pischke
STAT 510: Applied Time Series Analysis Notes by Penn State University
Time Series Analysis by James Hamilton
An Introduction to Statistical Learning by Gareth M. James, Daniela Witten, Trevor Hastie, Robert Tibshirani
The Elements of Statistical Learning by Trevor Hastie, Jerome H. Friedman, Robert Tibshirani
Advanced Portfolio Management: A Quant's Guide for Fundamental Investors by Giuseppe A. Paleologo
Advances in Active Portfolio Management: New Developments in Quantitative Investing by Richard C. Grinold, Ronald N. Kahn
Modern Investment Management: An Equilibrium Approach by Bob Litterman
Essays on Trading Strategy by Graham Giller
Volatility Trading by Euan Sinclair
Trading Volatility by Colin Bennet
Econometrics of Event Studies by S. P Khotari, Jerold B. Warner
The Elements of Quantitative Investing by Giuseppe A. Paleologo
MIT 15.401 Finance Theory I by Andrew Lo (MIT OpenCourseWare)
Yale ECON 252 Financial Markets by Robert Shiller (YaleCourses)
Investments by Zvi Bodie, Alex Kane, Alan Marcus
Asset Pricing by John Cochrane
Option Volatility and Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenburg
Options, Futures, and Other Derivatives by John Hull
Fixed Income Securities by Pietro Veronesi
Fixed Income Securities: Tools for Today's Markets by Bruce Tuckman
Interest Rate Models: Theory and Practice by Damiano Brigo, Fabio Mercurio
Systematic Fixed Income: An Investor's Guide by Scott Richardson
Market Stories (Narratives & Exposés)
Liar's Poker – Michael Lewis
Flash Boys: A Wall Street Revolt – Michael Lewis
The Big Short: Inside the Doomsday Machine – Michael Lewis
When Genius Failed: The Rise and Fall of Long-Term Capital Management – Roger Lowenstein
Too Big to Fail – Andrew Ross Sorkin
The Trading Game – Gary Stevenson
Quantitative Finance & Trading
The Laws of Trading – Agustin Lebron
A Man For All Markets – Edward Thorp
How I Became a Quant: Insights from 25 of Wall Street's Elite – Richard Lindsey, Barry Schachter
My Life as a Quant: Reflections on Physics and Finance – Emanuel Derman
The Quants – Scott Patterson
Dark Pools – Scott Patterson
Chaos Kings – Scott Patterson
The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution – Gregory Zuckerman
Technical Analysis: Is Mostly Bullshit – Tim Morris
Market Crashes, Uncertainty & Risk
The Black Swan: The Impact of the Highly Improbable – Nassim Nicholas Taleb
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets – Nassim Nicholas Taleb
Investing & Market Theories
A Random Walk Down Wall Street – Burton Malkiel
Adaptive Markets: Financial Evolution at the Speed of Thought by Andrew W. Lo
Justina Lee's Newsletter
QuantSeeker
ML-Quant
AQR Education
Masters in Business – Bloomberg
Top Traders Unplugged – Niels Kaastrup-Larsen
Patrick Boyle on Finance – Patrick Boyle
Take On The Week – The Wall Street Journal
Money Stuff – Bloomberg
The Meb Faber Show – The Idea Farm
Alpha Exchange – Dean Curnutt
Flirting With Models – Corey Hoffstein
The Curious Investor – AQR Capital Management