Resources

General resources

financial news and data Sources

  • Yahoo Finance

    • #1 Financial News site out there. It's free and has tons of stuff. Our I-Banking Comrades love this puppy (except for financial filings...they like EDGAR for those)! What do we love about Yahoo!Finance? The cool charts. Beta. Check it out here.

  • Google Finance

    • #2 Financial site (debatable). I like it for its simple interface and interactivity. Also has some neat features such as the company execs listings.

  • MSN Money

    • We like this one because it shows us the majority owners for every stock.

  • EDGAR Search

    • Best site for finding accurate company filings (it has to be...it's run by the SEC).

  • MarketWatch

    • Just check out the features you can see with the advanced charting abilities (on the left)...we'll say no more.

Coding Resources

  • SourceForge Financial

    • In case you didn't know...SourceForge is an open-source community, and having source code to efficient financial analysis programs makes our insides tingle

  • QuantLib

    • Open-Source technical analysis program. Comes with large community support and documentation. Check it out!

Math Resources

  • SITMO Equation List

    • Bunch of equations available in various formats. We'll put up something like this eventually.

  • FM Labs

    • See our "RAND() $$$ Chart" blurb on the right? We get our fillers from them. Good site. Missing a few indicators, but they are #1 in our book because they include the equations for every chart they list!!!

Recommended Readings

  • More Money than God by Sebastian Mallaby

  • Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market by Scott Paterson

  • The Quants by Scott Paterson

  • Fooled By Randomness / The Black Swan by Nassim Taleb         

  • Against the Gods: The Remarkable Story of Risk by Peter Bernstein

  • Power Programming in VBA by John Walkenbach

  • The Visual Display of Quantitative Information by Edward Tufte

  • The Discoverers by Daniel Boorstin

  • Thinking Fast and Slow by Daniel Kahneman

  • The Power of Habit by Charles Duhigg  

  • The Snowball: Warren Buffett and the Business of Life by Warren Buffet          

  • Principles by Ray Dalio  

  • Liar’s Poker by Michael Lewis

  • The Money Game by Adam Smith

  • Advanced Portfolio Management by Guiseppe Paleologo

  • Technical Analysis of the Financial Markets by John Murphy

global Macro Resources

Helpful Links

Recommended Readings

  • The Secrets of Economic Indicators by Bernard Baumohl

  • Oil 101 by Morgan Downey

  • Getting Started in Commodities by George Fontanills

  • Fixed Income by Frank Fabozzi — bonds and rates

  • When Genius Failed by Roger Lowenstein — a book about Long Term Capital Management and macro trading in 90s

  • The World for Sale by Javier Blas — all about commodities trading

  • Central Banking 101 by Joseph Wang — a deep dive into the US Federal Reserve

Long-Short EQUITY Resources

Recommended Readings

  • The Essays of Warren Buffet: Lessons of Corporate America by Warren Buffett

  • Interpretation of Financial Statements by Benjamin Graham

  • Little Book that Still Beats the Market by Joel Greenblatt

  • One Up on Wall Street by Peter Lynch

  • The Outsiders by William Thorndike

  • Dark Side of Valuation by Aswath Damodaran

  • Common Stocks and Uncommon Profits by Philip A. Fisher

  • Margin of Safety by Seth Klarman

  • Manual of Ideas by John Mihaljevic

  • Distressed Debt Investing by Stephen Moyer

  • Intelligent Investor by Benjamin Graham

  • Capital Returns by Edward Chancellor

  • You Can Be A Stock Market Genius by Joel Greenblatt

  • Dead Companies Walking by Scott Fearon

  • Fooling Some People All of the Time by David Einhorn

  • The Little Book of Valuation by Aswath Damodaran

  • The Most Important Thing: Uncommon Sense for the Thoughtful Investor by Howard Marks

Quantitative Resources

Helpful Links

  • QuantGuide — a collection of probability and game-theory questions to practice

  • MoonTower Meta — a blog run by a former options trader at SIG

  • Money Stuff by Matt Levine — newsletter

  • QuantArb Substack

  • Wilmott — Just join the forum. Forum for career advice, coding, math questions, puzzles, etc...

Recommended Readings

  • Algorithmic Trading: Winning Strategies and Their Rationale by Ernest P. Chan

  • Option Volatility and Pricing Strategies by Sheldon Natenberg

  • New Trading Systems and Methods by Perry Kaufman

  • Market Microstructure Theory by Maureen O’Hara

  • What Works on Wall Street by James O’Shaughnessy

  • Option Traders Workbook by Jeff Augen

  • Tail Risk Hedging by Vineer Bhansali

  • Option Trader’s Hedge Fund by Dennis Chen

  • Black Scholes and Beyond by Neil Chriss

  • Options, Futures, and Other Derivatives by John C. Hull

  • Stochastic Calculus for Finance I/II by Steven Shreve

  • Volatility Trading by Euan Sinclair

  • Dynamic Hedging by Nassim Talch

  • The Black Swan by N. N. Taleb

  • A First Course in Probability by Sheldon Ross

  • An Introduction to Statistical Learning by James, et. al

  • The Elements of Statistical Learning by Friedman et. al

  • A Collection of Dice Problems — it is what it sounds like: a collection of dice games and problems

  • The Concepts and Practice of Mathematical Finance by Mark Joshi

  • Quant Job Interview Questions and Answers by Mark Joshi

  • C++ Design Patterns and Derivatives Pricing by Mark S. Joshi

  • Introduction to Probability by Hwang and Blitzstein

  • A Practical Guide To Quantitative Finance Interviews by Xinfeng Zhou — also known as “The Green Book”

  • Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack

  • Secrets of Mental Math by Arthur Benjamin

  • Time Series Analysis and Its Applications: With R Examples by Robert H. Shumway and David S. Stoffer