What books are you currently reading?

Sanket Patel

i do stuff
depends. It's like an introduction and it get's you familiar with tricks and applications of R in Machine Learning, data manipulation and graphing with ggplot2.
I think I'll give it a try, though I'll probably to see if I can replace R with Python.

Actually, I just took a look at the other book, Machine Learning in Action, and that looks like a better choice for now, given that I want a Python approach to ML.



Active Member
I'm going through Schaum's outline of calculus, lol. Seriously! I haven't touched calculus since 2008.

Ian Kaplan

Active Member
Financial Modeling Under Non-Gaussian Distributions by Jondeau et al for my risk analysis course. It's a pretty good book and I can recommend it for your bookshelf. The writing is clear, as is the math. The exposition is descriptive, without lots of proofs (for those who like proofs, be warned). Obviously non-Gaussian distributions are the heart of the matter when it comes to dealing with financial data, so this is a good reference.

Jonathan B

New Member
I'm going through Schaum's outline of calculus, lol. Seriously! I haven't touched calculus since 2008.
Schaum's outline is a really great book for calculus, I ended up picking it up this past semester for roughly $2.00 on amazon, can't beat it!

Currently reading Principles of Financial Engineering, great entry level book into the field.


New Member
Fixed Income Securities by Pietro Veronesi
Analysis of Financial Time Series by Ruey Tsay
Infinite Jest by David Foster Wallace


Active Member
I've generally found you have to make time for it. I read on average about 3 books a week in the 300 page, paperback range. Obviously larger books (like the Norman Davies one mentioned above) take a little longer.
I generally read a night and on the weekends.
A lot of people waste their time during the commute. They flip through their newspaper or stare at their phone when they've clearly lost interest. I read The Economist in the morning commute and a sci-if novel in the evening commute.


Active Member
Recent reading:

Schiller, irrational exuberance (finally!)
Zelazny, Lord of Light
M. Jackson, Whiskey: the definitive world guide

Daniel Duffy

C++ author, trainer
I am reading (and coding) "Differential Evolution" by Price et al.

DE is for global optimisation and is based on mutation, crossover and selection of the Darwin theory.

It's very interesting and robust stuff.