Books for My Quants
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- เผยแพร่เมื่อ 12 มิ.ย. 2024
- As I ran a team of quants, my boss asked what books we should have at the office for my team. There are a lot of good books out there however I tried to keep the number small and ended up with six books. Trying to cover econometrics, machine leaning, Python, time-series, stochastic processes, and credit risk.
Below are my affiliate links to these books as it supports the channel.
Intelligent Credit Scoring
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Introduction to Econometrics: A Modern Approach
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The StatsQuest Illustrated Guide to Machine Learning
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Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow: Concepts, Tools, and Techniques to Build Intelligent Systems
amzn.to/3wngJGk
Analysis of Financial Time Series
amzn.to/3UQThvi
Introduction to Stochastic Processes with R
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TRIPLE BAM! :)
Thank you! I also loved your other (32) book video and have them on my reading list throughout my program. Always looking forward to your next video and insights
Thank you, I got an econometrics book. Will dive into it next week, during the mid-term break.
great video! Thank you sooo much Dmitri!
Thanks, another great book video!
This is very valuable, thanks.
Hi Dimitri, thanks for the book recommendations, currently going through your undergraduate book recommendations from a previous video. Just wondering if you know of any personal projects/ resume portfolio projects that you look at when reviewing a candidate that specifically impresses you. I remember from the student resume video that you included a CCAR stress testing and stock pricing project. Would be interested in seeing what you think would consider a valuable worthwhile project. (I'm currently working on a options strategy builder GUI in python and it just shows the greeks and the P/L against time for certain option strategies. Obviously very different from what a quant developer would do, but I was unsure what projects would help gain valuable experience?) Thanks as always!
Thanks a lot for a great video. I will be very grateful if you could make a video sometime about the differences between looking at the financial markets from 'time series perspective' and 'Markov chain/martingales perspective'. As you are a real world practitioner, it would definitely help a lot.
Sincerely,
I'd recommend also: Introduction to Machine Learning by Ethem Alpaydın
Thank you! This is so valuable for a incoming credit desk quant. Any recommendation on XVA (or CVA specifically) ?
Hi Dimitri! Thank you for the video! It seems that you've already recommended some of the books in your video for undergrads. Anyways, do you think that a Data Science certification (CompTIA Data+, for instance) could increase chances of getting a quant job? (I'm pursuing a MS in Fintech so I wonder what kind of certifications I would need to get a quant job. FRM seems fine but I want to focus on getting a more universal skillset / qualification.)
As an economics person have you dove into causal inference ever?
Hi, I'm an engineering student from the UK and I'm looking into quant finance as I'm quite interested in building mathematical models etc and I was wondering if you could make a video to explain and rank the best universities/colleges in america for a masters degree in quant finance/ computational finance and what I would need to do as an international student?
Hey Dimitri it might look cooler to get a used desk from Facebook marketplace. Though the foldable tables are convenient and carry-able, too, coming from a guy who used to work on a laptop, a bad office chair, and a wobbly wooden folding table older folks use for eating while watching tv on the sofa. It’s been worth the investment to get something more ergonomic and solid. Just a thought tho, take it with a grain of salt, I know us math and Econ folks or maybe guys in general tend to focus on function and practicality.
I'll have to do an office tour so you can see the whole room. I record at a nice wood desk but the folding plastic desk is temporary. I will be building an L shaped desk so the video backgrounds will have the bookcase.
It is definitely a guy thing though lol. In school I worked on a desk which was a piece of plywood over two saw horses 🤣
How about Principles of Banking from Moorad Choudhury? That's a traditional banking book.
Thanks so much.....what do u think about deep credit risk.....daniel rosch and herald schuele
I don't know, I haven't read that book.
😍😍😍😍
Dimitri do you have any favorite book on "fraud detection"?
No. I've actually never read a book on fraud modeling. Everything I've done was learned from the industry and just applying statistical theory.
@@DimitriBianco While you're here, is a phd statistics good choice for computational finance?
PLZ recommend more books PLZ
If you haven't seen my playlist on book reviews, I would start there.
th-cam.com/play/PLBfqPS8Xvt2AcW5gWsxiATx0IGdZcPXZD.html&si=T-xLLjeVHBUqOpt_
how long it usually takes to read a 500 page book?
There are a lot of factors that effect that but somewhere between 3-6 months.
👍🏻👍🏻👍🏻👍🏻👍🏻
Should I go to university to become a quant or be self taught?
I can only speak for the US but there really isn't a quant who is self taught. You need a strong foundation which only can be provided by a graduate degree. There is still a lot of self learning that occurs after school though.
u need a masters at a minimum. read most job descriptions for quants, below MS level don't even apply.
Someone who read all of this and remember like 40% of them probably a god in my sight
Hi Dimitri, I'd love to collaborate with you by editing your videos into shorts for TH-cam and TikTok. This could significantly boost your reach over time. I'm not sure how to contact you.
You can contact me using my website, however I'm not interested. I've just started doing the youtube shorts.
www.fancyquantnation.com