A Quant Geek's Reading List

I was recently asked what books I like to read as a quant geek. Here's my reading list:

Casual-ish readings

• The Big Short (both the book and the movie)
• Advances in Financial Machine Learning (De Prado)
• Options, futures and other derivatives (Hull) – this is a must read to learn about derivatives from basic to advanced level
• The Truth behind 0DTE options (Kris Sidial)

Academic research on factor investing

• The cross section of Expected Stock Returns (Fama, French)
• Common risk factors in the returns on stocks and bonds (Fama, French)
• A five factor asset pricing model (Fama, French)

Total beginners

• The Intelligent Investor (Graham)
• Python for Finance (Hilpisch) – this leans towards quant finance