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Quant-AI-ML-CS-Readings-Notes

Taking notes on Quant Finance, Machine Learning & Computer Science


1. C++ Design Patterns and Derivatives Pricing

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk, Series Number 2) 2nd Edition, by M. S. Joshi

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2. High-Frequency Finance

An Introduction to High-Frequency Finance, by Ramazan Gençay, et al.

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3. Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition Paperback – by Stefan Jansen 2020

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4. Stochastic Volatility Modeling

Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) 1st Edition, by Lorenzo Bergomi

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5. Quant Job Interview Questions

Quant Job Interview Questions and Answers (Second Edition) – by Mark Joshi 2013

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6. Computer Systems

计算机底层的秘密,陆小风 - 2023,电子工业出版社

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7. System Design Interview

System Design Interview, An Insider's Guide, Second Edition - by Alex Xu 2020, Chinese translation 2023

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8. Big Data and AI in Finance, Econometrics and Statistics Conference

BDAI Conference, 2024 Oct 3-5, UChicago

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Abstract PDF

Agenda PDF

High Level Overview Notes PDF

Conference Review Notes PDF

9. Machine Learning/LLM Interviews Cheatsheet

10.


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Future Readings:

100. Distributed Systems

深入理解分布式系统,唐伟志 - 2022,电子工业出版社

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101. Language Models

预训练语言模型,邵浩 刘一烽 - 2021,电子工业出版社

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102. Designing Machine Learning Systems

Designing Machine Learning Systems: An Iterative Process for Production-Ready Applications - by Chip Huyen

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103. Designing Data-Intensive Applications (DDIA)

Designing Data-Intensive Applications: The Big Ideas Behind Reliable, Scalable, and Maintainable Systems Book - by Martin Kleppmann

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104. Distributed Machine Learning

分布式机器学习,刘铁岩等 - 2018,机械工业出版社

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105. The Elements of Quantitative Investing

The Elements of Quantitative Investing - by Giuseppe Paleologo 2025

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