romesmoke

This summer I got my PhD in computer engineering. I have saved enough money to survive the next 6 months unemployed. I want to invest that time in serious preparation to become an algorithmic trader. If I manage to make consistent money, I'll stick. Else I'll apply to hedge funds/prop shops.

Current reading list arranged by topic below. Any further suggestions/advice? Thanks!

Culture: The Man Who Beat the Market, A Man for All Markets, Market Wizards, Reminiscences of a Stock Operator

Finance basics: CFA Prerequisites, Trading & Exchanges (Larry Harris), Wilmott, Hull

Mathematics: Chris Bishop's books (ML/DL/probability), E. T. Jayne's book, David Mackay's Information theory book, Shreve's Stochastic Calculus books

Algo trading: Robert Carver, Ernest Chan