Found in 3 comments on Hacker News
tombert · 2024-05-10 · Original thread
I think Veritasium made a really good video talking about some of the differential equations governing option pricing [1] which I found really fascinating. Patrick Boyle's video about Jim Simons' history is really interesting too [2].

Also just reading about Jim Simons' being an already-very-successful mathematician dropping everything to start a hedge fund and ending up extremely successful at the end of it was a bit of a wakeup call. Clearly this was an extremely smart dude (he was the chair of the math department at Stony Brook!), and so if this is interesting enough for someone like him, then it's probably something worth looking into.

I read through a book on basic trading strategies and I thought it was pretty interesting [3], though I've gone in a pretty different direction from what they taught.

[1] https://youtu.be/A5w-dEgIU1M

[2] https://youtu.be/xkbdZb0UPac

[3] https://www.amazon.com/Machine-Learning-Algorithmic-Trading-...

wirthjason · 2021-08-12 · Original thread
That was a good book. I looked at it recently and it’s now in the 3rd edition! Congrats.

Any other suggestions for good Packt books?

I agree, Packt’s quality is much lower than other publishers. As a rule of thumb I stay away but occasionally there’s a gem.

I’ve been looking at “Machine Learning for Algorithmic Trading”. It feels like a dump of wikipedia and a bunch of jupyter notebooks with sloppy code. I cannot decide if it’s worth the pain if slogging through that mess.

https://www.amazon.com/Machine-Learning-Algorithmic-Trading-...

andyxor · 2021-04-20 · Original thread
finance book do help, 'ML for finance' books rarely do, the domain is too new and attracts many charlatans.

You're better off just learning ML from its classics like Hastie & Tibshirani , Tom Mitchell, or Bishop PRML.

And learn finance from its own classics you can find in any "financial engineering" curriculum.

There is one I liked though because of hands-on approach:

"Machine Learning for Algorithmic Trading" https://www.amazon.com/Machine-Learning-Algorithmic-Trading-...

just assume its listed "strategies" are a sort of primitive "hello world"

Fresh book recommendations delivered straight to your inbox every Thursday.