Updates

  1. Person pages list letters, writing, profiles and links as sortable tables with filters, and show each person's companies as links; Fund letters show each letter's description in its own column.
  2. Experts show a checked job title and a short description of each person; 30 more people have photographs.
  3. Every company, fund, university and publication the experts work for has a page listing the people there.
  4. Fund letters show each letter's thesis and filter by it; 225 person pages list the essays, columns and newsletter issues the person wrote.
  5. Person pages list every essay and newsletter issue a person wrote, and their own books as a table in List view.
  6. Recommends shows the five largest kinds of book and the rest under More; browse pictures load sooner.
  7. Podcasts and talks link the original episode, filter by Audio and video or Press, and list each publisher once.
  8. Pages are wider, Recommends has List and Grid, and a filter clicked again turns off.
  9. Book cards sit in a ruled grid with Open Library and Goodreads links and each book's one-line note.
  10. Funds is now Investors; each investor's styles are buttons that filter the table.
  11. Podcasts and talks on a person's page filter by year and publisher and show as a list or a grid of pictures.
  12. Quotes show only people's own words: 472 summaries written by list sites are gone.
  13. Country pages open from Browse again, and every link on the shelf lands on a page.
  14. Subject and person pages show their sections as tabs, and each book appears once on a person's page.
  15. Book cards show the quote, who said it and the source; grids show five cards to a row.
  16. On a phone, a menu holds the sections, search, Updates, Feedback and dark mode.
  17. Feedback takes a screenshot of the page with no browser prompt, opens a screenshot full size when you click it, and clears itself once sent.
  18. Book cards are centred, search names the topic each book sits in, and any text cut short shows whole on hover.
  19. Search groups its results by kind: people, companies, geographies, subjects, topics, books, funds, fund letters and papers.
  20. The Books table lists who recommended each book by name, and the browser tab names the section you are in.
  21. Feedback can take a screenshot of the page, or one you paste or choose, and opens in the corner beside Updates.
  22. Each rail button reopens its section where you left it, and Browse, Table and People show on every book and subject page.
  23. Filters grey out choices that hold nothing instead of hiding them, and Books › People filters by authors or recommenders.
  24. Feedback takes a subject line and up to three screenshots.
  25. Biographies are grouped by the person they are about: 41 new pages, from Abraham Lincoln to Lee Kuan Yew.
  26. Sport splits into 23 sports, and Religion into one topic per faith.
  27. Book lists show as cards: the cover, one recommendation quote and every recommender by name.
  28. Seventeen subjects that had two or three pages under different names now have one page each.
  29. Every page lists its Experts as authors and recommenders, with a link to them on the Experts tab.
  30. Economics, Financial history, Financial panics and Accounting are subjects of their own, with one page per financial crisis.
  31. Book, person and subject pages open inside the app, so the tabs stay in view.
  32. 996 more book covers, and photographs or logos for 227 more people and companies.
  33. Books › Browse shows every subject as cards, and the rail holds Fund letters, Papers, Experts, Books and Funds.
  34. Every topic over 150 books splits into narrower topics, each with a page of its own.

Send feedback

What is it?
Screenshots, up to 3 (optional)
or paste one with Ctrl+V

We use your email only to reply to you.

Quantitative and Systematic Investing

Investment styles

Rules, data and code in place of discretion; from Thorp's card counting to modern machine learning.

Books 17Experts 7Recommenders 9

Start here

  1. A Man for All MarketsEdward O. Thorp, 2017
  2. The QuantsScott Patterson, 2010
  3. The Man Who Solved the MarketGregory Zuckerman, 2019
  4. Inside the Black BoxRishi K. Narang, 2009
A Man for All MarketsA Man for All Markets
T1 A Man for All Markets
Edward O. Thorp · 2017
Open LibraryGoodreads

From beating blackjack with maths to pricing warrants and running a hedge fund.

Probability, Random Variables and StochasticProbability, Random Variables and Stochastic Processes
T2 Probability, Random Variables and Stochastic Processes
Athanasios Papoulis, S. Unnikrishna Pillai · 1965
Open LibraryGoodreads

The graduate engineering text on probability and stochastic processes.

Recommended by: Nassim Nicholas Taleb

Beat the MarketBeat the Market
T2 Beat the Market
Edward O. Thorp, Sheen T. Kassouf · 1967
Open LibraryGoodreads

A method to price warrants and convertibles and hedge them against the stock.

The Little Book That Still Beats the MarketThe Little Book That Still Beats the Market
T2 The Little Book That Still Beats the Market
Joel Greenblatt · 2010
Open LibraryGoodreads

The magic formula: buy cheap stocks with high returns on capital, mechanically.

Recommended by: Mohnish Pabrai and 2 others

The QuantsThe Quants
T2 The Quants
Scott Patterson · 2010
Open LibraryGoodreads

The intellectual line from LTCM to the 2007 quant unwind.

Recommended by: Mohnish Pabrai

The Master AlgorithmThe Master Algorithm
T2 The Master Algorithm
Pedro Domingos · 2015
Open LibraryGoodreads

The five schools of machine learning, and the search for one algorithm to unite them.

Recommended by: Shane Parrish, Sam Altman, Vinod Khosla

The Man Who Solved the MarketThe Man Who Solved the Market
T2 The Man Who Solved the Market
Gregory Zuckerman · 2019
Open LibraryGoodreads

How Jim Simons's Renaissance used maths and data to earn the best returns on record.

Recommended by: Andrew Wilkinson

A Guide to EconometricsA Guide to Econometrics
T3 A Guide to Econometrics
Peter Kennedy · 1998
Open LibraryGoodreads

What each econometric technique is for, what it assumes and what goes wrong.

Recommended by: Nassim Nicholas Taleb

My Life as a QuantMy Life as a Quant
T3 My Life as a Quant
Emanuel Derman · 2004
Open LibraryGoodreads

Physicist to Goldman; the making of the volatility-surface era.

Inside the Black BoxInside the Black Box
T3 Inside the Black Box
Rishi K. Narang · 2009
Open LibraryGoodreads

Plain-language description of what quant trading systems do.

Algorithmic Trading and DMAAlgorithmic Trading and DMA
T3 Algorithmic Trading and DMA
Barry Johnson · 2010
Open LibraryGoodreads

Execution algorithms and direct market access, from the desk.

Quantitative Value
T3 Quantitative Value
Wesley Gray, Tobias Carlisle · 2012
Open LibraryGoodreads

Gray and Carlisle test value screens with quantitative evidence.

Deep Value
T3 Deep Value
Tobias E. Carlisle · 2014
Open LibraryGoodreads

Traces the method from Graham through Icahn to the acquirer's multiple.

Recommended by: Mohnish Pabrai, Patrick O'Shaughnessy

Advances in Financial Machine LearningAdvances in Financial Machine Learning
T3 Advances in Financial Machine Learning
Marcos López de Prado · 2018
Open LibraryGoodreads

Why standard machine learning fails on market data, and how to avoid false backtests.

Way of the Turtle: The Secret Methods that TWay of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders
T4 Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders
Curtis Faith · 2007
Open LibraryGoodreads

An actual Turtle's account of the rules and why most trainees failed.

Recommended by: Mohnish Pabrai

Invest Like the Best
T4 Invest Like the Best
James O'Shaughnessey
Goodreads

Recommended by: Mohnish Pabrai

What Has Worked In Investing
T4 What Has Worked In Investing
Tweedy, Browne Company LLC
Goodreads

Tweedy Browne survey of empirical studies supporting value factors.

More investment styles

← Quality Investing and CompoundersRisk Parity →All investment styles