Book recommendations: Finance
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