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It really depends on which angle you're coming from, when you mean "hacker".

Quantitative finance is all math, so in order to really understand it, you need a solid background in probability and statistics. Even the most basic concepts make heavy use of probability, so without strong fundamentals you won't get very far.

There are other concepts, such as risk-free returns, etc that also play a big part in quant finance. A book that I really enjoyed that gave a good background in a lot of these concepts was "Trading Strategies for Capital Markets".

One of the basic concepts of quantitative finance revolves around the Black-Scholes equation, which calculates a price for an option. I would suggest first looking this up as well as how it was derived, to see if you want to pursue this further. If you're having a hard time with this, then quant finance may not be what you're looking for.

A video tutorial website that seems decent for quant finance is Nathan's Lessons:

http://nathanslessons.com/?paged=3

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If what you REALLY mean is you want to program trading algorithms, that's a bit of a different beast. For that you really need to understand how algorithmic trading works, how the market microstructure works, how to place trades, etc. For this there are a bunch of books but the best introductory book is definitely "Trading and Exchanges: Market Microstructure for Practitioners". It's a bit old, but still largely relevant and gives you a lot of the history. I really wish they would update this book, because I would buy it again. Another decent book is "Algorithmic Trading and DMA".



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