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Hi everyone,

I am a blank slate who is interested in quanting in my spare time. Please help me with suggestions of the necessary steps to take (as in books to read) to become acquainted with this field.

Thank you

David.

2 responses

Welcome to the field!

A pretty comprehensive list of the best quantitative finance books can be found here: http://www.quantstart.com/articles/Quantitative-Finance-Reading-List

One of my favorites is Ernie Chan's Algorithmic Trading: Winning Strategies and their Rationale

After familiarizing yourself with the concepts, reading research papers and articles about algorithmic trading is a good next step. Plenty of great links to these can be found here: https://www.quantopian.com/posts/trading-strategy-ideas-thread

Thanks Jeff, great starting point!