quant

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

for friends 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 working with words and talking to 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. i already did. it doesn't need to go on my resume to have validity.
• i never won a chinese math competition. nor placed second.