just a note containing resources i sent to friends + why i chose not to pursue quant trading.
good reads to get up to speed
- advice (gappy on twitter)
- max dama on trading. also this blog
interview prep
math & stats:
- AOPS intermediate counting and probability
- the green book
- 50 challenging problems in probability
- dice problems
- formula sheet
dsa:
logic puzzles:
- Peter Winkler's books
data science & ML:
general problem solving:
- how to solve it - polya
- problem solving strategies - arthur engel
other
- the wisdom of finance (nothing to do with quant finance, just a fun read)
- the inner game of tennis
resources for starting a fund
- hiring
- How to hire low experience, high potential people
- what's going on here, with this human?
- How to hire the best people you’ve ever worked with
- Hiring, managing, promoting, and firing executives
- Hire for slope, not intercept
- see tradinginterview.com for how other places hire, probably not relevant though
- the front office by tom costello talks a bit about back office stuff, could be a good read? i only read bits of it
why not quant
quant goes onto list b. it's such a close second that I needed to write these reasons down.
- your work changes you. it's much too easy to lose sight of what i'm doing this for. i don't want the golden handcuffs or the deferred life plan. while interesting, quant is just a means to an end.
- quant work develops a very niche set of skills. while i enjoy math and systems, i love words and people. i enjoy toggling between numbers and narratives, statistics and stories. i enjoy building things. quant is not the right hill to climb.
- mismatch. while applying for quant roles, i hid my digital garden from my website because it was evident my interests were elsewhere.
- the garden leave is what i looked forward to most.
- i'm no longer interested in proving myself by subjecting myself to things i don't want to do. for disciplined people, the ability to do hard things and crawl through shit often translates into achieving goals that are not their own.
- how could i be your quant when i've never won a chinese math competition nor placed second?