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Renaissance Technologies Solved the Market: Part 1 – Pipeline
- Bostonian 7y agoThe people at RenTech are not going to say much about their methods, understandably. What books would you recommend for financial quants interested in trading strategies rather than derivatives pricing (the areas can overlap)? I have worked in this capacity. Here are a few books I like: Advances in Financial Machine Learning (2018) by Marcos Lopez de Prado Non-Linear Time Series Models in Empirical Finance (2000) by Philip Hans Franses and Dick van Dijk (covers Markov chains, used by RenTech, among other topics) A Non-Random Walk Down Wall Street (1999) by Andrew W. Lo and A. Craig MacKinlay