Below are books and personal recommendations of mine that I think could help you on your journey or as a hobby read. Although a particular book may find itself in multiple sections, I’ve included it in the section I believe represents it best. Please note that articles on arbitrage and other similar strategies & research notes may be found on the blog section of this website. Blog entries with some of my favorite reads in the previous years can also similarly be found on the blog.
All the books mentioned below have been read by me and are a part of my home library. Hence, you might possibly find some famous omissions from this list. If you feel strongly about any specific book, I would love for you to kindly contact me and let me know of the same.
Investment Principles & Foundations
- Security Analysis by Ben Graham
- The Intelligent Investor by Ben Graham
- The Rediscovered Benjamin Graham by Janet Lowe
- The Theory of Investment Value by John Burr
- Value Investing Made Easy by Janet Lowe
- Common Stocks and Uncommon Profits by Philip Fisher
- Investing for Growth by Terry Smith
- Creative Cash Flow Reporting by Charles Mulford
Managing Emotions, Behavioral Finance and Psychology
- Enchiridion by Epictetus
- Meditations by Marcus Aurelius
- The Hour Between Dog and Wolf by John Coates
- Thinking Fast and Slow by Daniel Kahneman
- Noise by Daniel Kahneman
- Thoughts of a Philosophical Fighter Pilot by Admiral Jim Stockdale (Ret.)
- Man’s Search for Meaning by Viktor Frankl
Trading & Market Microstructure
- Algorithmic Trading and DMA by Barry Johnson
- Market Microstructure Theory by Maureen O’Hara
- Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris
- Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading by Joel Hasbrouck
- Market Microstructure in Practice by CA Lehalle & Sophie Larulle
- Trades, Quotes and Prices: Financial Markets Under the Microscope by JP Bouchaud, Julius Bonart, Jonathan Donier & Martin Gould
- The Financial Mathematics of Market Liquidity by Olivier Gueant
- Algorithmic Trading: A Practitioner’s Guide by Jeff M Bacidore
- Market Liquidity: Theory, Evidence, Policy by Thierry Focault, Marco Pagano & Ailsa Roell
- Limit Order Books by Frédéric Abergel
- Trader Construction Kit by Joel Rubano
- Algorithmic Trading Methods by Robert Kissell
Financial Programming & Quantitative Finance
- The Rust Programming Language by Steve Klabnick
- C++ Design Patterns and Derivatives Pricing by Mark Joshi
- Learning Python by Mark Lutz
- Programming Python by Mark Lutz
- Design Patterns by Erich Gamma
- Clean Code: A Handbook of Agile Software by Rob Martin
- C++ for Financial Mathematics by John Armstrong
- Quant Finance in C++ by Eric Schlogl
Convertible Arbitrage & Fixed Income
- Pricing Convertible Bonds by Kevin B. Connolly
- Convertible Securities by John P Calamos
- The Handbook of Fixed Income Securities by Frank Fabozzi
- Global Convertibles Investing by Hart Woodson
- Convertible Arbitrage by Nick Calamos
- Convertible Securities by Tracy Maitland (A general overview of the uses of and techniques of convertible arbitrage)
Volatility Trading, Exotic Options Pricing and Hedging Techniques
- Option Volatility and Pricing by Sheldon Natenberg
- Options as a Strategic Investment by Lawrence McMillan
- Option Trading: Pricing and Volatility Strategies by Euan Sinclair
- Positional Option Trading: An Advanced Guide by Euan Sinclair
- Volatility Trading by Euan Sinclair
Research & Writing Practices
- Follow the Story: How to Write Successful Non-Fiction by James B. Stewart
- A Manual for Writers by Kate Turabian
Risk / Merger Arbitrage & Antitrust Law
- The Art of M&A Structuring by AR Lajoux
- A Pragmatists Guide to Leveraged Finance by Rob Kricheff
- Competition and Antitrust Law by Ariel Ezrachi
- Merger Arbitrage by Thomas Kirchner
- Risk Arbitrage by Keith Moore
- The Art of M&A 3rd Edition by AR Lajuox
- Risk Arbitrage by Wyser-Pratte
- Deals Deals And More Deals by RM Pitaro
- Corporate Financial Distress, Restructuring and Bankruptcy by E Altman & E. Hotchkiss
- The Art of M&A Financing and Refinancing by AR Lajoux
- The Art of Distressed M&A by Nevold & AR Lajoux
- Mergers and Acquisitions in a Nutshell by Dale Oesterle
- Beat The Market by Ed. Thorp
- The Issuer’s Guide to PIPEs by Steven Dresner
- Reverse Mergers by David Feldman
- The Synergy Solution by Mark L Sirower
- Chinese Antitrust Exceptionalism by Angela Zhang
- Merger Arbitrage by Melka and Shabi (EU Focused and commentary based as compared to other similar books)
- Merger Masters: Tales of Arbitrage by Kate Welling & Mario Gabelli
- Merger Mania by Ivan Boesky
Economics, Central Banking / The Fed & Policymaking
- Secrets of the Temple by William Greider
- A History of Interest Rates by Sidney Homer
- The Money Market by Marcia Stigum