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I own this book. Not sure what you are looking for in a quant book, but this is mostly market micro structure stuff. No real quant topics or common strategies. But when it comes to designing market micro structure code I found myself learning more reading through API documentation than this book...
The question starter said he has read Oksendal's texts, so Maddie didn't mention introductory material. If you find that you need that before Baxter and Rennie, I would recommend something like Stefanica or Neftci's texts for a gentle introduction.
The other thing to note is that we keep our profit centers pretty closely guarded, so don't expect low-hanging fruit in those books. The truth is, this is a competitive field and there's very little advantage you can extract out of publicly-available reference texts. If any advantage did exist, it would be eroded very quickly. Most Master's of Finance/Financial Engineering graduates have read the books she listed, and they have been hired in bucketloads at firms with the capital to reward them generously for their ideas.
Great I'll check it out. Yes I have looked through various C++ blogs, but it's difficult to find a direct comparison to financial implementation.
I look forward to webinars regarding this topic!
I will look at that now thank you.
I don't expect to be able to get a profitable strategy from the book, I have more of a desire to get an overview / broad spectrum of information similar to that of which the Market Wizards series gives. No specific strategies, but more of a general methodology as to how strategies come to be.
Do you feel the best way to go would be to simply read books similar to that referred in the SE post rather than picking up books that simply "talk" about quantitate finance? For ex. the book I referenced above is an author who seems to be referencing Quant finance / trading, yet doesn't actually specifically go over anything.
I feel that I should pick up some quantitative educational books to establish a stronger foundation for which to build strategies. After I go through educational texts, I feel that I would then benefit from reading books that speak of how strategies come to be. What do you think?
Thank I'll take a look at this as well, seems like a good selection. I will refer my above question to artemiso towards you.
The books in the above link are books talking about Quant trading, or simply referencing it.
To clarify to everyone once more, I am NOT looking for a book that will give me a magical strategy, I'm looking for a book that provides me with knowledge and a valuable base for which to create my own strategies. Similar to how I view the market wizards series, you aren't taught specific strats per se, but you are given invaluable information regarding how the strategies of extremely successful people came to be.