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Causality by Judea Pearl, Probability by Jaynes & Elements of Information Theory by Cover. The above will help you design trading strategies. For modelling der

by zeta 15y ago

Causality by Judea Pearl, Probability by Jaynes & Elements of Information Theory by Cover. The above will help you design trading strategies. For modelling derivatives and such, you'll have to check out books on stochastic calculus (not my thing, so can't help there).

eykanal 15y ago
I own and have read Pearl's book "Causality", and it does not relate to finance at all. It's a good book otherwise, though.
- zeta 15y ago
  It doesn't relate to finance directly. But can be very useful for designing trading strategies.