Book recommendations: Finance

Published

January 23, 2024

Microstructure

  • Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market, Scott Patterson

  • Flash Crash: A Trading Savant, a Global Manhunt and the Most Mysterious Market Crash in History, Liam Vaughan

  • Trading at the speed of light, Donald MacKenzie

  • Flash Boys: A Wall Street Revolt, Michael Lewis

  • The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It, Scott Patterson

  • Chaos Kings: How Wall Street Traders Make Billions in the New Age of Crisis, Scott Patterson

  • Barbarians at the Gate, Bryan Burrough and John Helyar

  • Liar’s Poker, Michael Lewis

  • The Undoing Project: A Friendship That Changed Our Minds, Michael Lewis

  • The Big Short: Inside The Doomsday Machine, Michael Lewis

  • The Spider Network: How a Math Genius and a Gang of Scheming Bankers Pulled Off One of the Greatest Scams in History, David Enrich

  • Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined, Lasse Heje Pedersen

  • The Fractalist: Memoir of a Scientific Maverick, Benoit Mandelbrot (he was my PhD advisor’s PhD advisor)

  • The Misbehavior of Markets: A Fractal View of Financial Turbulence, Benoit Mandelbrot and Richard L. Hudson

  • Chaos Monkeys: Obscene Fortune and Random Failure in Silicon Valley, Antonio Garcia Martinez

  • Elon Musk, Walter Isaacson

  • The Innovators: How a Group of Inventors, Hackers, Geniuses, and Geeks Created the Digital Revolution, Walter Isaacson

On my reading list:

  • Going Infinite: The Rise and Fall of a New Tycoon

  • When Genius Failed

  • Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market, Scott Patterson

  • The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It, Scott Patterson

  • Chaos Kings: How Wall Street Traders Make Billions in the New Age of Crisis, Scott Patterson

  • Flash Crash: A Trading Savant, a Global Manhunt and the Most Mysterious Market Crash in History, Liam Vaughan

  • Trading at the speed of light, Donald MacKenzie

  • Barbarians at the Gate, Bryan Burrough and John Helyar

  • Liar’s Poker, Michael Lewis

  • The Undoing Project: A Friendship That Changed Our Minds, Michael Lewis

  • The Big Short: Inside The Doomsday Machine, Michael Lewis

  • The Spider Network: How a Math Genius and a Gang of Scheming Bankers Pulled Off One of the Greatest Scams in History, David Enrich

  • Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined, Lasse Heje Pedersen

  • The Fractalist: Memoir of a Scientific Maverick, Benoit Mandelbrot (he was my PhD advisor’s PhD advisor)

  • The Misbehavior of Markets: A Fractal View of Financial Turbulence, Benoit Mandelbrot and Richard L. Hudson

  • Chaos Monkeys: Obscene Fortune and Random Failure in Silicon Valley, Antonio Garcia Martinez

  • Elon Musk, Walter Isaacson

  • The Innovators: How a Group of Inventors, Hackers, Geniuses, and Geeks Created the Digital Revolution, Walter Isaacson