I have been doing some quant analysis/financial engineering in my limited amount of free time, I am wondering if there is a book that you would recommend. I plan on using this knowledge on my personal portfolio.
I have been reading https://link.springer.com/book/10.1007/978-1-4419…
And I am looking to expand upon my understanding of these topics.
Please leave your recommendations below and provide a 1-2 sentence description as to why that book is of importance.
Grinold and Kahn. The only true answer. Everything you need to know to run a quant fund is in this book.
Second this.
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