Books for My Quants

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

Introduction to Econometrics: A Modern Approach

The StatsQuest Illustrated Guide to Machine Learning

Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow: Concepts, Tools, and Techniques to Build Intelligent Systems

Analysis of Financial Time Series

Introduction to Stochastic Processes with R

[Project_BlackBox]

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

[arkeezy]

great video! Thank you sooo much Dmitri!

[DengueBurger]

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.

[alan]

I'd recommend also: Introduction to Machine Learning by Ethem Alpaydın

[shehzaibirfan]

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,

[trwbdr]

YT recomendations are doing the workkk
Got a lot to learn🙇‍♂

[triforce]

Going through wooldridge rn, felt good to see it being listed here!

[prod.kashkari]

As an economics person have you dove into causal inference ever?

[charlieshin]

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!

[DS-lypi]

Thank you! This is so valuable for a incoming credit desk quant. Any recommendation on XVA (or CVA specifically) ?

[shabreenbakthur]

I love to code in C++ and that is the prescribed lang in my college, and also i love matlab, should i use matlab instead of R? please clarify!

[anandcp]

How about Principles of Banking from Moorad Choudhury? That's a traditional banking book.

[reeteshsrivastava]

Hey Dimitri... Thanks for making videos on quants and educating the aspirants. Just wondering if you could help with a detailed roadmap for transitioning in to quant for a professional. Are the certifications, like CQF, actually required to land you an interview. In case one needs to go through self learning, what is the actual path or the sequence of books one should follow. Thanks in advance.

[Ligma]

Dimitri do you have any favorite book on "fraud detection"?

[lz]

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.)

[alan]

how long it usually takes to read a 500 page book?

[SahasTalasila]

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?

[pizy]

Thanks so do u think about deep credit rosch and herald schuele

[jamesdinh]

Someone who read all of this and remember like 40% of them probably a god in my sight

[Brandon-ozof]

Should I go to university to become a quant or be self taught?