Books read
A partial list:
General
Lao Tzu - Tao Te Ching
Sun Tzu - The Art of War
Harari - Sapiens: A Brief History of Humankind
Harari - Homo Deus: A Brief History of Tomorrow
Harari - 21 Lessons for the 21st Century
Sadhguru - Inner Engineering: A Yogi’s Guide to Joy
Vivekananda - Vedanta Philosophy
Leinweber - Nerds On Wall Street - Math, Machines And Wired Markets (2009)
Lowenstein - When Genius Failed - The Raise and Fall of Long Term Capital Management
Patterson - The Quants - How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed it
Levitt & Dubner - Freakonomics - A Rogue Economist Explores the Hidden Side of Everything
Bouchentouf - Commodities for Dummies
O’Neil - How to Make Money in Stocks A Winning System in Good Times or Bad
WILLIS - Insider’s Guide to Trading the World’s Stock Markets (2001)
Bernstein - Against the Gods - The Remarkable Story of Risk
Mauboussin - More Than You Know - Finding Financial Wisdom in Unconventional Places (2006)
Masterson - Automatic Wealth - The Six Steps to Financial Independence 2005
Pring - Investment Psychology Explained, Classic Strategies To Beat The Markets
Friedman - The Next 100 Years: A Forecast for the 21st Century
Montier - The Little Book of Behavioral Investing
Kazanjian - The Market Masters - Wall Street’s Top Investment Pros Reveal How To Make Money In Both Bull And Bear Markets
Dorsey - The Five Rules for Successful Stock Investing - Morningstar’s Guide to Building Wealth and Winning in the Market
Futia - The Art of Contrarian Trading - How to Profit from Crowd Behavior in the Financial Markets
Nofsinger - Investment Madness - How Psychology Affects Your Investing and What to Do About It
Mallaby - More Money Than God - HEDGE FUNDS AND THE MAKING OF A NEW ELITE (2010)
waitzkin - The art of learning
Gilovich - How We Know What Isn’t So - The Fallibility of Human Reason in Everyday Life
Eiffert - Cross-Train Your Brain - A Mental Fitness Program For Maximizing Creativity And Achieving Success
Chopra - The Seven Spiritual Laws Of Success
Arden - Rewire Your Brain - Think Your Way to a Better Life (2010)
Ariely - Predictably Irrational - The Hidden Forces That Shape Our Decisions (2008)
Hill - Think & Grow Rich
Tolle - The Power Of Now
Buzan - The Speed Reading Book
Brown - Six Degrees of Idiocy
Mauboussin et.al - babe ruth Effect
Belsky & Gilovich - Why Smart People Make Big Money Mistakes and How to Correct Them (scanned)
Hubbard - The Way to Happiness (Scientology)
Teseo - LRS + R-Squared = The 95% Solution
Chopra - The Book of Secrets - unlocking the Hidden Dimensions of Your Life
Sendak - Where The Wild Things Are
Amen - Change Your Brain Change Your Life (1998)
Sharma - Top 200 Secrets
Byrne - The Secret
Surowiecki - The Wisdom of crowd
Wattles - The Science of Getting Rich
Purohit - The Bhagavad Gita
Allen - Above Life’s Turmoil
Shenk - The Genius in All of Us - Why Everything You’ve Been Told About Genetics, Talents, and IQ is Wrong
Ferris - The 4-Hour Workweek Expanded (2009)
Potts - Vagabonding - an uncommon guide to the art of long-term world travel
Taleb - Fooled By Randomness - The Hidden Role of Chance in the Markets and in Life
Dimson et.al - Triumph of the Optimists - 100 Years of Global Investment Returns
Mackay - Extraordinary Popular Delusions and the Madness of Crowds
Sornette - Why Stock Markets Crash
Fechner - The Little Book Of Life After Death
Ariely - The Upside of Irrationality
PETERSON - Inside the Investors Brain - The Power of Mind Over Money
Levitin - This Is Your Brain on Music - The Science of a Human Obsession (2006)
Gleick - The Information - A History, a Theory, a Flood
Lin Yutang - The Importance of Living
Akerlof & Shiller - Animal Spirits - How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism (small)
Chopra - How To Know God - The Soul’s Journey into the Mystery of Mysteries
Chopra - The Science of Balance and Well-Being - Restore your natural mind-body balance to grow younger and live longer
Chopra - Buddha - A Story of Enlightenment
Chopra - The Seven Spiritual Laws of Yoga - A Practical Guide to Healing Body, Mind, and Spirit
Fisher - The Perfect Swarm - The Science of Complexity in Everyday Life (2009)
Dixit & Nalebuff - Thinking Strategically - The Competitive Edge in Business, Politics, and Everyday Life
Lonely Planet - Thailand (14th 2012)
Shefrin - Beyond Greed and Fear - Understanding Behavioral Finance and the Psychology of Investing
Technical
Alexander - Market Models - A Guide To Financial Data Analysis
Mendelsohn - Trend Forecasting with Technical Analysis
McDonnell - Optimal Portfolio Modeling - Models to Maximize Return and Control Risk in Excel and R (2008 Wiley)
Miner - High Probability Trading Strategies - Entry to Exit Tactics for the Forex, Futures, and Stock Markets
Teweles - The Commodity Futures Game [1st Ed, 1969-74]
Stridsman - Trading Systems and Money Management
Katsanos - Intermarket Trading Strategies (2008)
Kiev - Trading to Win - The Psychology of Mastering the Markets (1998)
Coval - A Trader on Wall Street - A Short Term Traders Guide
Ginyard - position-sizing Effects on Trader Performance
McDOWELL - Art of Trading - Combining the Science of Technical Analysis with the Art of Reality-Based Trading (2008)
Covel - Profit With Trend Following
Gunn - Trading Regime Analysis - The Probability of Volatility (2010 rearranged)
Sanders - Trading Strategies using Computer Simulation To Maximize Profits And Control Risk
Kiev - Hedge Fund Masters - How Top Hedge Fund Traders Set Goals, Overcome Barriers, and Achieve Peak Performance (2005)
Tharp - Money Management Report
Kase - Trading With The Odds - Using The Power Of Probability To Profit In The Futures Market
Elder - Come Into My Trading Room A Complete Guide to Trading
Hull - Fundamental Of Futures & Options Markets
JANKOVSKY - Trading Rules That Work - The 28 Essential Lessons Every Trader Must Master (2007)
Faith - Way of the Turtle - The Secret Methods that Turned Ordinary People into Legendary Traders
Neftci - New Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory- A Study of Technical Analysis
Jones - Money Management And Risk Managment
Demark - The New Science of Technical Analysis
Watts - Speculation as a Fine Art
Duarte - Trading Futures For Dummies (2008)
Steenbarger - Enhancing Trader Performance - Proven Strategies From the Cutting Edge of Trading Psychology (2007)
Dorsey - Tom Dorsey’s Trading Tips - A Playbook for Stock Market Success
Riordan - Common Sense Commodities Trading with MACD - a lesson on divergence
Chande - Beyond Technical Analysis; How to Develop and Implement a Winning Trading System
Morris - Candlestick Charting Explained - Timeless Techniques for trading Stocks and Futures
Sofianos - Dark Pools and Algorithmic Trading
McDOWELL - A Trader’s Money Management System - How to Ensure Profit and Avoid the Risk of Ruin (2008)
Lo & MacKinlay - A Non-Random Walk Down Wall Street
Carr - Trend trading for a living - learn the skills and gain the confidence to trade for a living (2008)
Crane - Advanced Swing Trading - Strategies To Predict, Identify, And Trade Future Market Swings (2003)
Vince - The Mathematics of Money Management
Demark - New Market Timing Techniques
Bernstein - Stock Market Strategies That Work
O’Shaughnessy - What Works on Wall Street - A Guide to the Best-Performing Investment Strategies of All Time
Ehlers - Cybernetic Analysis for Stock and Futures - Cutting-Edge DSP Technology to Improve Your Trading (2004)
Schwager - A Complete Guide to the Futures Markets
Crabel - Day Trading With Short Term Price Patterns And Opening Range Breakout (2002)
Chan - Quantitative Trading - How to Build Your Own Algorithmic Trading Business
Thorp - Beat The Market, A Scientific Stock Market System
Covel - The Complete Turtle Trader - The Legend, The Lessons, The Results (2007)
COLLINS - Beating the Financial Futures Market - Combining Small Biases Into Powerful Money Making Strategies
Pruden - Three Skills of Top Trading - Behavioral Systems Building, Pattern Recognition and Mental State Management (2007)
Niederhoffer & Kenner - Practical Speculation
Douglas - Learning Flawless Execution of a Trading System
Pring - Martin Pring on Market Momentum
Wyckoff - The Day Trader’s Bible - or my secret in day trading of stocks
Covel - Trend Following - How Great Traders Make Millions in Up or Down Markets
Tharp - The Secrets Of The Masters Trading Game - Position Sizing
Rao - Algorithmic Trading - Pros and Conc
Weissman - Mechanical Trading Systems - Pairing Trader Psychology with Technical Analysis
Wolberg, John - Expert Trading Systems - Modeling Financial Markets with Kernel Regression (2000)
Link - Trading Without Gambling - Develop A Game Plan For Ultimate Trading Success (2010)
Tharp - How To Develop Discipline to Become a More Successful Investor
Tharp - Definitive Guide To Position Sizing
Crisp - 7 Habits Of A Higly Sucsessfull Trader
Lewin - Secrets Emotion Free Trading
FRUSH - Commodities Demystified
Tharp - Trade Your Way To Financial Freedom (1998)
Connors & Raschke - Street Smarts - High Probability Short Term Trading Strategies
Wilder - New Concepts in Technical Trading Systems
Murphy - Technical Analysis of the Financial Markets (1999)
MCCULLOUGH - Diary of a Hedge Fund Manager - From the Top, to the Bottom, and Back Again
SPERANDEO - Trader Vic on Commodities
Algorithmic Trading Handbook (1st ed 2005)
Plummer - Forecasting financial markets - the psychology of successful investing (2006)
Ruggiero - Cybernetic Trading Strategies - Developing a Profitable Trading System with State-of-the-Art Technologies
Montier - Appplied Behavioural Finance - Insights Into Irrational Minds & Market
Schwager - The New Market Wizards (complete)
Tharp - Super Trader - Make Consistent Profits in Good and Bad Markets (2009)
Williams - Long-Term Secrets to Short-Term Trading
GLADWELL - Blowing Up
Kaeppel - The Four Biggest Mistakes In Futures Trading
Sperandeo - Trader Vic II - Principles of Professional Speculation
Williams - The Secret of Selecting Stocks for Immediate and Substantial Gains
Kumiega & Van Vliet - Quality Money Management - Process Engineering And Best Practices For Systematic Trading And Investment (2008)
Kestner - Quantitative Trading Strategies (2003)
Chande & Kroll - The New Technical Trader
A-Team - Algorithmic Trading Directory (2009)
Davis - The Triumph Of Contrarian Investing - Crowds, Manias, and Beating the Market By Going Against the Grain
Balsara - Money Management Strategies for Futures Traders (1992)
Pardo - The Evaluation and Optimization of Trading Strategies
Grant - Trading Risk
Altucher - Trade like a hedge fund - 20 successful uncorrelated strategies & techniques to winning profits (2004)
Schwager - Market Wizards
Salov - Modeling Maximum Trading Profits with C++ - New Trading and Money Management Concepts (2007)
Sperandeo - Trader Vic I–Principles Of Professional Speculation (2003)
Achelis - Technical Analysis From A To Z
Ehlers - Signal Analysis, Filters And Trading Strategies
Schwager - Stock Market Wizards Interviews With Top Traders Revised
Elder - Trading For A Living
Fischer - Candlesticks, Fibonacci, And Chart Pattern Trading Tools - A Synergistic Strategy To Enhance Profits And Reduce Risk
Bellafiore - One good trade
Farley - The Master Swing Trader Toolkit - The Market Survival Guide (2010)
Vitale - Greatest Money Making Secret in History
Hill et.al - The Ultimate Trading Guide
Elder - Triple Screen Trading System
Rudd - Stock Patterns for Day Trading and Swing Trading
Vince - The Leverage Space Trading Model
Vince - The Leverage Space Portfolio Model
Larson - Technical Indicators that Really Work
Williams - The Undeclared Secrets That Drive Stock Market (2000)
Alexander - Timing Techniques for Commodity Futures Markets - Effective Strategy and Tactics for Short-Term and Long-Term Traders (2008)
Bassal - Swing Trading for DUMmIES
Jurik - Computerized Trading Maximizing Day Trading And Overnight Profits
Bollinger - Bollinger On Bollinger Bands
Ehlers - Rocket Science For Traders - Digital Signal Processing Applications [2001]
KATZ & McCORMICK - The Encyclopedia Of Trading Strategies
Bernstein - Market Masters
Link - High probability trading - take the steps to become a successful trader (2003)
LARSON - Technical Charting for Profits (2001)
Babcock - Commodity Futures Trading for Beginners (1999)
Jenkins - The Geometry Of Stock Market Profits - A Guide To Professional Trading For A Living
Piper - The Way To Trade - The Discover Your Successful Trading Personality (1999)
Tharp - Developing a Wining Trading System that Fits You
SHIPMAN - The Next Big Investment Boom - Learning the Secrets of Investing from a Master and How to Profit from Commodities.[2006.ISBN0749445777]
Murphy - Intermarket Technical Analysis - Trading Strategies For The Global Stock, Bond, Commodity, And Currency Markets (1991)
Paulos - Mathematician Plays Market
Sranko - How to Make Money Trading Stocks and Commodities
Murphy - Chart Pattern Recognition For MetaStock
Peterson - Quantitative Strategy Development in R
Paradis - R for Beginners
Hastie et.al - The Elements of Statistical Learning - Data Mining Inference and Prediction (2nd ed 2009)
Brafman - SWAY -The Irresistible Pull of Irrational Behavior
Kiev - The Psychology of Risk - Mastering Market Uncertainty [2002]
Carter - Profitable Strategies for Trading
Martinez - The 10 Keys to Successful Trading - Technical Analysis Applications for the Currency Markets [Market Traders Institute, Inc]
Fuller - Behavioral Finance and the Sources of Alpha
Sewell - money-management
Star - (ADX + MACD) Stocks And Commodities Magazine Trend Trading Articles
STENDAHL - Money Management Strategies For Serious Traders
Burke - Managing Your money
Transtrend Presentation
McDowell - Fine Tuning Your Money Management System
Bressert - The 12 Cardinal Mistakes of Commodity Trading
Schwager - The Market Wizards
Tharp & June - Financial Freedom Though Electronic DayTrading
Weissman - Trade Like a Casino - Find Your Edge, Manage Risk, and Win Like the house
Greenblatt - The Little Book That Beats the Market [2006]
Kiev - The Mental Strategies of Top Traders - The Psychological Determinants of Trading Success
Schwager - Hedge Fund Market Wizards - How Winning Traders Win
Rockwell - How To Make Money With Trading Systems
Stridsman - Trading Systems That Work - Building and Evaluating Effective Trading Systems (2001)
Hamilton - Time Series Analysis (vertical)
Mlodinow - The Drunkard’s Walk - How Randomness Rules Our Lives
Ross - A First Course in Probability (8th ed 2010)
Coghlan - A little book of R for time series
Cowpertwait & Metcalfe - Introductory Time Series with R
Weatherall - The Physics Of Wall Street - A Brief History Of Predicting The Unpredictable (2013)
TAYLOR - Modelling Financial Times Series (2nd ed 2007)
Tsay - Analysis of Financial Time Series (3rd Ed 2010)
Fisher - The Logical Trader Applying A Method To The Madness
Narang - Inside the Black Box - The Simple Truth About Quantitative Trading
Allen et.al - Machine Learning and Short Positions in Stock Trading StrategiesSVM
Capra - Intra-Day Trading Techniques
Cooper - Intra-Day Trading Strategies Proven Steps to Short-term Trading Profits
Chatfield - Time-series forecasting (2000)
Tijms - Understanding Probability - Chance Rules in Everyday Life (2nd ed)
Chan - Algorithmic Trading - Winning Strategies and Their Rationale (2013)
Torgo - Data Mining With R - Learning With Case Studies (2011)
Harrington - Machine Learning in Action
McKinney - Python for Data Analysis (2013)
Hammer - Architects of Electronic Trading - Technology Leaders Who Are Shaping Today’s Financial Markets (2013)
Ceder - The Quick Python Book (2nd ed 2010)
Harris - Trading and Exchanges - Market Microstructure for Practitioners
Harris - Profitability and Systematic Trading (2008)
Kovalerchuk & Vityaev - Data Mining In Finance - Advances In Relational And Hybrid Methods
Langdell - Examples of the use of data mining in financial applications
Raschke - Swing Trading And Short-Term Price Patterns
Bailey et.al - PSEUDO-MATHEMATICS AND FINANCIAL CHARLATANISM: THE EFFECTS OF BACKTEST OVERFITTING ON OUT-OF-SAMPLE PERFORMANCE
BOETTICHER - Teaching Financial Data Mining using Stocks and Futures Contracts
Friedman - Data Mining and Statistics - What’s the Connection (1997)
Ganeshapillai et.al - Learning Connections in Financial Time Series
Harding - A Critique of the Sharpe Ratio
Haugh & Lo - Challenges in Financial Computing
Java & Perlman - Predictive Mining Of Time Series Data
Lo et.al - Foundations of Technical Analysis - Computational Algorithms, Statistical Inference, and Empirical Implementation
Davey - Building Winning Algorithmic Trading Systems - A Trader’s Journey from Data Mining to Monte Carlo Simulation to Live Trading (2014)
Aronson - Evidence-Based Technical Analysis - Applying the Scientific Method and Statistical Inference to Trading Signals (2006)
Financial Data Mining and Analysis
Kovalerchuk - Data Mining for Financial Applications
Walton - Know Your System – Turning Data Mining from Bias to Benefit through System Parameter Permutation
Weigend - Data Mining in Finance (Course)
Zhang et.al - Data Mining in Financial Markets and an Open Enterprise Infrastructure Supporting Trading & Mining
Hansen - A Test for Superior Predictive Ability
Masters - Monte-Carlo Evaluation of Trading Systems
Romano & Wolf - Stepwise Multiple Testing as Formalized Data Snooping
White - A REALITY CHECK FOR DATA SNOOPING (2000)
Young - Jackknife and Bootstrap Resampling Methods in Statistical Analysis to Correct for Bias
Fitschen - Building reliable trading systems - Tradable Strategies that Perform as They Backtest and Meet Your Risk-Reward Goals (2013)
Douglas - Trading In The Zone - Master The Market With Confidence, Discipline And A Winning Attitude (text)
Douglas - Trading In The Zone - Master The Market With Confidence, Discipline And A Winning Attitude (2 sided)
Edwards, Magee & Bassetti - Technical Analysis of Stock Trends (9th Ed 2007)
Cover & Thomas - Elements of Information Theory (2e 2006)
Luenberger & Ye - Linear and Nonlinear Programming (3rd Ed)
Mosteller - Fifty Challenging Problems In Probability With Solutions
Jaynes - Probability Theory - The Logic Of Science
Cull et.al - Difference Equations - From Rabbits to Chaos (Undergraduate Texts in Mathematics)
Schwarz - 40 Puzzles And Problems In Probability And Mathematical Statistics (2008)
MacKay - Information Theory, Inference and Learning Algorithms
Shannon - A Mathematical Theory of Communication (1948)
Kleinbaum & Klein - Survival Analysis - A Self-Learning Text (3rd Ed)
Mills & Markellos - The Econometric Modelling of Financial Time Series (3rd ed 2008)
Greene - Econometric Analysis (7th Ed 2012)
Bishop - Pattern Recognition and Machine Learning
Marsland - Machine Learning - an Algorithmic Perspective (2009)
Goodman - Tests Based on the Movements in and the Comovements between m-Dependent Time Series
Williams - The Compleat Strategyst - Being a Primer on the Theory of Games of Strategy
Miller - Game Theory at Work - How to Use Game Theory to Outthink and Outmaneuver Your Competition
Moore et.al - Introduction to the Practice of Statistics (6ed 2009)
Russell & Norvig - Artificial Intelligence - A Modern Approach (3rd Ed 2010]
Skiadas - Advances in Data Analysis - Theory and Applications to Reliability and Inference, Data Mining, Bioinformatics, Lifetime Data, and Neural Networks (2010)
Holmes & Jain - Innovations in Machine Learning - Theory and-Applications
Dunis, et al - Applied Quantitative Methods for Trading and Investment [2003]
Clews & Niederhoffer - Fifty Years in Wall Street
Acar & Satchell - Advanced Trading Rules (2nd Ed)
Colby - The Encyclopedia of Technical Market Indicators
Vercellis - Business Intelligence - Data Mining and Optimization for Decision Making (2009)
Kaufman - New Trading Systems and Methods (4th ed)
Cryer & Chan - Time Series Analysis With Applications in R
Pfaff - Analysis of Integrated and Cointegrated Time Series with R (2ed 2008)
Berwick - An Idiot’s guide to Support vector machines (SVMs) (2003)
Chan - Time Series - Applications to Finance
Johnson - Algorithmic Trading & DMA - An introduction to direct access trading strategies (2010)
Han et.al - DATA MINING - Concepts and Techniques (3rd ed)
Kargupta et.al - Next Generation Of Data Mining (2009)
Maimon & Rokach - Data Mining and Knowledge Discovery Handbook (2nd ed)
Witten et.al - Data Mining - Practical Machine Learning Tools and Techniques (3rd ed 2011)
Povinelli - Time Series Data Mining - Identifying Temporal Patterns For Characterization And Prediction Of Time Series Events (Dissertation) (1999)
Ye - The Handbook Of Data Mining
Puppert - Statistics and Data Analysis for Financial Engineering
Pappa & Freitas - Automating the Design of Data Mining Algorithms - An Evolutionary Computation Approach (2009)
Guttag - Introduction to Computation and Programming Using Python (2013)
Zielesny - From Curve Fitting to Machine Learning - An Illustrative Guide to Scientific Data Analysis and Computational Intelligence (2011)
Nisbet et.al - Handbook of Statistical Analysis and Data Mining Applications (2009)