quant

sharing the resources i sent to friends + a note on 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:

• CP handbook

logic puzzles:

• Peter Winkler's books

data science & ML:

• kaggle
• elements of statistical learning

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

it goes onto list b. writing down my reasons b/c it's such a close second:

• 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.
• while i enjoy math and systems, i love words and people. quant is not the right hill to climb. i enjoy toggling between numbers and narratives, statistics and stories. i'm ok at math, but language comes more easily to me.
• 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. if i'm not careful, discipline can translate into achieving goals that are not my own.
• how could i be your quant when i've never won a chinese math competition nor placed second?