[meifun]

A few Stroustrup books.

A few Chinese language books (to help communicate with co-workers)

A few Algorithmic Trading related books as well as a few math books.

And, laugh if you wish, a few Buddhism books to help remind myself patience, no negative energy, etc. If I am feeling frustrated I can read a few quick thoughts.

[alehul]

The combination of algorithmic trading and Chinese makes me really curious about your work environment; sounds awesome!

Could you share your favorite books on algorithmic trading? I've been interested in it for a while.

[jason_slack]

I have been learning Chinese for a few years now :-) I was sick of translating e-mails and documents and not being in on the "inside office humor and wechats". Plus learning Chinese is a stress release for me as I spend time practicing writing with a pen and paper.

[haskal]

I can agree that learning Chinese is a stress release. Just learning the characters by itself is very calming and stress-relieving.

Also, all that Chinese Internet humor is a reward :-D

[wj]

My guess is he has "Algorithmic Trading & DMA" and "Trading and Exchanges". Both are excellent.

[meifun]

I have the Ernest Chan books.

"Options, Futures, and Other Derivatives (10th Edition)"

and a few other Economics and Finance books. Happy to share a complete list if anyone really wants it.

[meifun]

Here are the books on my desk:

C++:

"The C++ Programming Language", Stroustrup

"Programming: Principles and Practice Using C++", Stroustrup

Quant:

"Quantitative Trading", Dr. Ernest Chan

"Algorithmic Trading", Dr. Ernest Chan

"Machine Trading: Deploying Computer Algorithms to Conquer the Markets", Dr. Ernest Chan

"Advances in Financial Machine Learning", Marcos Lopez de Prado

"Options, Futures and Other Derivatives (10th edition)", John C. Hull

Buddhism:

"Open Heart, Clear Mind", Thubten Chodron

"Buddhism For Beginners", Thubten Chodron

"Working with Anger", Thubten Chodron

Reading For Pleasure:

"Naked Statistics", Charles Wheelan

"Algorithms to Live By", Brian Christian and Tom Griffiths

"Dark Pools"

"The Quants", Scott Patterson

"The Physics Of Wall Street", James Owen Weatherall

Plus some Chinese books, I wont bore with the details, unless anyone wants to know. Fun Fact, while I was in China for 8 weeks in late 2017 I bought 60 Chinese books and stuffed them in a suitcase. It cost me $4,000RMB (~$604 USD) to check all of my stuff and purchases home :-)

The Math books are:

"Discrete math", Susan Epp

"Discrete with Ducks"

various Calc books. If you want to learn math, find books that work for you. We all learn differently here.

My opinion: The Chan books are just amazing. Thought provoking and motivational. I am still reading the Prado book.

My opinion 2: If you ever want to slow down in life and learn what you are about, read about Buddhism. I'm not trying to start a flame war. It just works for me. It isn't being told what to believe because that is the way it is. I feel Buddhism lets me explore myself to find the right answers that work for me. Since studying my anger levels are in check. I am a better Husband. My wife comes first always.

[Osmium]

I would be interested to know if there was a 'gold standard'/'bible' of finance books for someone who knows very little, but doesn't mind a technical read.

[nef]

This isn't general finance, but 'The Intelligent Investor' by Benjamin Graham is recommended a lot - some of it's uninteresting, but there are a few really useful/interesting sections!

[RobSim]

In terms of Company Valuation (for cash flowing companies, not startups), the bible in that world is "Valuation (McKinsey & Co)"

https://www.mckinsey.com/business-functions/strategy-and-cor...

[godelmachine]

I would like to hear the complete list :)

[jason_slack]

See above.

[manish8886]

yes can you share the complete list for finance and math books?

[jason_slack]

See above.

[danesparza]

Not laughing at the Buddhism books. That's actually a great suggestion!

[jason_slack]

Thanks. When I tell people I practice Buddhism they make some smart remark about being a monk.

[sametmax]

That's fair game. I got the comments for being veggie and meditating. Others will have it for some other reason. Teasing is alright as long as it's not done again and again.

[nojvek]

Practicing Buddhism is a scale not a binary thing. I’ve been a veggie since birth and meditated on and off. What I do like about Buddhism is less “do what I told you in a book” but more of “look inside yourself, find what works for you, and do that”.

[jason_slack]

Words to live by, my friend.

[8bitsrule]

Me neither. Nothing like a saucy koan to snap me out of an infinite stoopid-loop.

[jason_slack]

Stay true to yourself. E-Mail in profile if you want to chat about Buddhism.

[defterGoose]

I hate that the default attitude of our society about people with religious beliefs necessitates your disclaimer.

[Myrmornis]

What attitude can you expect from rationalists towards those who decide to believe in claims without requiring evidence or justification? The moral high ground which you seem to think exists for you, does not.

[trcollinson]

At this point no one may even read this, however I’d like to get it off of my chest. Philosophy, the fundamental study of reason, existence, knowledge, values, etc., has been around a very long time and yet is still more valuable to us an individuals and in a society then it has ever been. Religion is a lovely and long studies framework for studying those philosophical principles. It’s not the only framework but it is an exceptionally accessible framework to use.

Philosophy does not require evidence. Philosophy does not require justification. In fact at times it’s best to remove those from your philosophical thought experiments in order to better understand some principle or thought.

Rationalism as a philosophy isn’t without its faults. And many lovely arguments have been made around it. Keep that in mind.

[derstander]

I'm not sure if you're using the strict philosophical definition of rationalist or not (the "requiring evidence" phrasing makes me think not -- that would apply to empiricists, not that they're mutually exclusive though they were at odds in the past). If you are, I'd suggest that the body of early Buddhist work contains lines of thought that aren't dissimilar from Plato who was most definitely a rationalist.

If you're using the term in a more general sense, then social science provides evidence for the efficacy of various Buddhist practices (e.g. mindfulness). I know the state of affairs in the social sciences are suboptimal (e.g. the replication crisis) but it's the body of knowledge we have to work with now.

[Myrmornis]

Religious faith is by definition believing in hypotheses without valid reason. That’s all I’m saying. If Buddhist mindfulness is effective then that’s great. But I’m talking about evaluating the truth of hypotheses using faith.

[8bitsrule]

That which works is sufficient evidence unto itself. The whole idea that what is beyond the capabilities of reason doesn't exist is laughable, except when it becomes inhuman.

[Myrmornis]

Yes, that’s why I said “requiring evidence”. I didn’t say we had to understand it. We don’t even understand our own brains, but they work. Now, prayer, does that work? I can’t really believe I have to explain this here.

[agumonkey]

be lucky I'm not your colleague, I'd have lifted your desk faster than a monk's Om

[jason_slack]

I guess I don't understand what you mean by this.

[agumonkey]

basically, fancy way to say I have similar topics of interests these days

[jason_slack]

I see, thanks for clarifying. E-mail in my profile if you want to chat about anything.