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Quant版 - ask for books for buy side quants
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话题: books话题: side话题: buy话题: book话题: quants
进入Quant版参与讨论
1 (共1页)
r**a
发帖数: 536
1
那位仁兄给推荐几本经典buy side quant必读书呀?多谢了。
我现在知道的有两本
1. The Econometrics of Financial Markets by Campbell
2. Active Portfolio Management by Grinold
l****o
发帖数: 2909
2
these two books are more than enough.
f*********y
发帖数: 376
3
i have one question...even if you can read those books, how to tell
the company you really know something...

【在 r**a 的大作中提到】
: 那位仁兄给推荐几本经典buy side quant必读书呀?多谢了。
: 我现在知道的有两本
: 1. The Econometrics of Financial Markets by Campbell
: 2. Active Portfolio Management by Grinold

y**********0
发帖数: 521
4
Don't worry, they will ask.

【在 f*********y 的大作中提到】
: i have one question...even if you can read those books, how to tell
: the company you really know something...

r**a
发帖数: 536
5
sorry, enough for what? interview or research or practice?
Here I am not asking for the books just for interview. So any other good books for practioners and researchers to recommend? e.g. books in time series application in finance, etc. Thanks.

【在 l****o 的大作中提到】
: these two books are more than enough.
l****o
发帖数: 2909
6
If you are already working in this area, why not just read papers directly.
For time series, hamilton's book is written in a theoretically elegant way.
Otherwise, try the book written by tsay@chicago.
To be honest, the two books you mentioned are much deeper than the two time series books I recommend above. I am not sure why do you still need more books rather than papers if you are really familiar with those two books.

books for practioners and researchers to recommend? e.g. books in time
series application in finance, etc. Thanks.

【在 r**a 的大作中提到】
: sorry, enough for what? interview or research or practice?
: Here I am not asking for the books just for interview. So any other good books for practioners and researchers to recommend? e.g. books in time series application in finance, etc. Thanks.

r**a
发帖数: 536
7
First, thanks for the useful comments. Actually,I am just a newbie for the
buy-side. Currently I only know the sell side stuff, and want to learn
something in the buy side part, especially want to understand the
statistical arbitrage and algorithm trading.
U know, for sell side quants, there are lots of good books to read and lots
of threads to tell u how to become a sell-side quant step by step starting
from the very beginning, e.g. the list suggested by Mark Joshi . But for me,
I never saw a book list for buy side quants and never saw some threads to
tell how to become a buy side quant.
So lets get back to the main topic here -- book list. So you do think that
fully understanding on the two books I mentioned plus some papers is enough
for understanding what the buy side quants are doing, don't you? How about
the statistical learning? Quite useful or useless?
Let me summary the current book list:
a) Finance
1. The Econometrics of Financial Markets by Campbell
2. Active Portfolio Management by Grinold
b)Stats
1. hamilton's book on time series (not deeper as the 1st and 2nd books in
part a)
....

.
time series books I recommend above. I am not sure why do you still need
more books rather than papers if you are really familiar with those two
books.

【在 l****o 的大作中提到】
: If you are already working in this area, why not just read papers directly.
: For time series, hamilton's book is written in a theoretically elegant way.
: Otherwise, try the book written by tsay@chicago.
: To be honest, the two books you mentioned are much deeper than the two time series books I recommend above. I am not sure why do you still need more books rather than papers if you are really familiar with those two books.
:
: books for practioners and researchers to recommend? e.g. books in time
: series application in finance, etc. Thanks.

l****o
发帖数: 2909
8
Buy side is very different than sell side. Hands on experience is much more important than book list. That is all I can say.

lots
me,

【在 r**a 的大作中提到】
: First, thanks for the useful comments. Actually,I am just a newbie for the
: buy-side. Currently I only know the sell side stuff, and want to learn
: something in the buy side part, especially want to understand the
: statistical arbitrage and algorithm trading.
: U know, for sell side quants, there are lots of good books to read and lots
: of threads to tell u how to become a sell-side quant step by step starting
: from the very beginning, e.g. the list suggested by Mark Joshi . But for me,
: I never saw a book list for buy side quants and never saw some threads to
: tell how to become a buy side quant.
: So lets get back to the main topic here -- book list. So you do think that

y**********0
发帖数: 521
9
Second this. If the book can help, then everybody made money. Experience and
the talent is 1000 times important than books at buy side.

more important than book list. That is all I can say.

【在 l****o 的大作中提到】
: Buy side is very different than sell side. Hands on experience is much more important than book list. That is all I can say.
:
: lots
: me,

r**a
发帖数: 536
10
Okey,thanks for the comments. Even for the sell side part, I either do not
think only reading books is enough.Otherwise, all people can make money from
reading books. In fact, in my opinion, for all these kinds of applied
science (maybe it should not be called as "science"), the experience is much
more important than reading books. But as a newbie, we have to start from
reading books and papers and replicate the results in books and papers, don'
t we?

more important than book list. That is all I can say.

【在 l****o 的大作中提到】
: Buy side is very different than sell side. Hands on experience is much more important than book list. That is all I can say.
:
: lots
: me,

l*******3
发帖数: 186
11
Hamilton's time series book is my favorite. But for a beginner, try
Ruey Tsay 's book is easier with more intuition. For financial econometrics, Jeffrey Russell has more related
research than Ruey Tsay in Chicago booth. Lz can check out his website. Also i agree to read working papers
if Lz already know the basics. Books are too old.

.
time series books I recommend above. I am not sure why do you still need
more books rather than papers if you are really familiar with those two
books.

【在 l****o 的大作中提到】
: If you are already working in this area, why not just read papers directly.
: For time series, hamilton's book is written in a theoretically elegant way.
: Otherwise, try the book written by tsay@chicago.
: To be honest, the two books you mentioned are much deeper than the two time series books I recommend above. I am not sure why do you still need more books rather than papers if you are really familiar with those two books.
:
: books for practioners and researchers to recommend? e.g. books in time
: series application in finance, etc. Thanks.

l*******3
发帖数: 186
12
I really think economics and finance are also science. They are serious science. Hehe
Btw, i never worked and i interviewed with both buy and sell side firms, i don't see much difference in terms
of what technical questions they ask. So i guess grasping necessary knowledge is the key for either side.

from
much
don'

【在 r**a 的大作中提到】
: Okey,thanks for the comments. Even for the sell side part, I either do not
: think only reading books is enough.Otherwise, all people can make money from
: reading books. In fact, in my opinion, for all these kinds of applied
: science (maybe it should not be called as "science"), the experience is much
: more important than reading books. But as a newbie, we have to start from
: reading books and papers and replicate the results in books and papers, don'
: t we?
:
: more important than book list. That is all I can say.

1 (共1页)
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话题: books话题: side话题: buy话题: book话题: quants