Quant Audiobook suggestions for daily commute

FixedIncomeGuy

New Member
I end up spending about an hour a day commuting to and from work and am keen to make better use of this time. I was wondering if there are any interesting audio books, podcasts or the like that directly deal with the topic of quantitative finance that anyone could suggest? I recently got through Derman's "My life as a Quant" which was easy to listen to and learn from and I wonder if there are other similar audio books. Also, what else do people do to try and make better use of this time?

Thanks
 

Onegin

Active Member
C++ Student
Brilliant thread! Following w/ interest. I split a lot between audio books and podcasts - I'm going through about a book a week, and 2-3 podcasts.
Models Behaving Badly, Derman.
Haven't read, but want to.
Adaptive Markets, Andrew Lo.
Interesting follow up - solid overall discussion of biological / ecological models for financial markets vs determinstic / physics based.
 

mark_z

Member
I am reading A Man for All Markets, the story of Ed Thorp, can't put this book down
My Life as a Quant is another good book by Derman.
 

mark_z

Member
Brilliant thread! Following w/ interest. I split a lot between audio books and podcasts - I'm going through about a book a week, and 2-3 podcasts.
Models Behaving Badly, Derman.
Haven't read, but want to.
Adaptive Markets, Andrew Lo.
Interesting follow up - solid overall discussion of biological / ecological models for financial markets vs determinstic / physics based.
Adaptive Markets, Andrew Lo
it's a good book, a bit long tho, he talks in details about neuroscience and evolution, he thinks that the AMH could replace the EMH
 

Aber

Member
Great topic! :)

Beside the ones already mentioned I can point out books by Nassim Taleb and Michael Lewis.

Black Swan (by Taleb) is about probability of rare events and probably interesting for finance and especially risk management professionals. Haven't read it myself but I want to. Dimitri talks about it in his channel.

Then the finance author KING :))) Michael Lewis. I can recommend
- The Big Short! No need for introduction, we all know the (AMAZING!!!) movie.
- Liar's Poker: About traders and the Wall Street culture in the 80s. Not anything to do with Quants though.
- Flash Boys: About HFT and in general how trading is taken over by tech/quant people

They are all available on Audible as audiobooks. Perfect for commute. Look also at my own thread:
 
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