Resources
Recommended books and free self-study courses for probability, mathematics, and quantitative finance.
Quantitative finance books
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Advances in Financial Machine Learning
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The Elements of Statistical Learning
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Algorithmic Trading: Winning Strategies and Their Rationale
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An Introduction to Statistical Learning
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Quantitative Trading: How to Build Your Own Algorithmic Trading Business
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Essentials of Stochastic Processes
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Machine Learning for Asset Managers
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The ETF Handbook
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Efficiently Inefficient
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A Machine Learning based Pairs Trading Investment Strategy
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Active Portfolio Management
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High-Frequency Trading
Free courses
- Statistics 110: Probability — Harvard's introductory probability course, with free textbook and lecture videos.
- Topics in Mathematics with Applications in Finance — MIT OpenCourseWare lectures on linear algebra, probability, statistics, and their use in finance.