Books that are bibles for quant funds.

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. 

Hedge Fund Interview Course

  • 814 questions across 165 hedge funds. Crowdsourced from over 500,000 members.
  • 11 Detailed Sample Pitches and 10+ hours of video.
  • Trusted by over 1,000 aspiring hedge fund professionals just like you.

Comments (3)

Start Discussion

Total Avg Compensation

April 2021 Hedge Fund

  • Vice President (18) $520
  • Director/MD (10) $359
  • NA (4) $325
  • Portfolio Manager (7) $297
  • Manager (4) $282
  • 3rd+ Year Associate (18) $269
  • 2nd Year Associate (26) $251
  • Engineer/Quant (50) $237
  • 1st Year Associate (63) $188
  • Analysts (181) $168
  • Intern/Summer Associate (15) $125
  • Junior Trader (5) $102
  • Intern/Summer Analyst (203) $82