The Black Swan: The Impact of the Highly Improbable
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Heard on the Street: Quantitative Questions from Wall Street Job Interviews
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Trading and Exchanges: Market Microstructure for Practitioners
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The Encyclopedia of Trading Strategies
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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
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Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
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Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance)
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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
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Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Traders Edge Series)
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Market Microstructure Theory
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My Life as a Quant: Reflections on Physics and Finance
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An Introduction to High-Frequency Finance
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Trade Like a Hedge Fund: 20 Successful Uncorrelated Strategies & Techniques to Winning Profits (Wiley Trading)
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Equity Markets in Action: The Fundamentals of Liquidity, Market Structure & Trading + CD
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Trading Pairs + CD: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies
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Market Models: A Guide to Financial Data Analysis
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Pairs Trading: Quantitative Methods and Analysis (Wiley Finance)
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Electronic and Algorithmic Trading Technology: The Complete Guide (Complete Technology Guides for Financial Services)
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Fortune`s Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street
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The Equity Trader Course (Wiley Trading)
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Modeling Derivatives in C++ (Wiley Finance)
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Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series)
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The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems)
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Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems)
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Financial Markets Tick By Tick
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Strategic Trading in Illiquid Markets (Lecture Notes in Economics and Mathematical Systems)
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Equity Trading: Execution and Analysis
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