King of Capital

King of Capital (2012)

Non-Fiction

Author(s): David Carey and John Edward Morris

The private equity industry from the eyes of the founder of Blackstone: Steve Schwarzman. The book features the founding of the firm, the partners, the biggest deals and the competition with other companies like KKR and TPG.

Team of Rivals

Team of Rivals (2005)

Non-Fiction

Author(s): Doris Kearns Goodwin

The history of Abraham Lincoln, his cabinet and the american civil war. The book features a lot of details about the personalities of every man that surrounded him, their history and how they took decisions.

The End Of Alchemy

The End Of Alchemy (2016)

Non-Fiction

Author(s): Mervyn King

Great book by the ex-governor of the Bank of England. He talks about the causes of the financial crisis, bank regulation, economic policy, central banking, the european union and the future of banks.

The Master Algorithm

The Master Algorithm (2015)

Non-Fiction

Author(s): Pedro Domingos

The author splits machine learning in 5 different areas and explores their tools, history, and how to combine them to create the master algorithm: Artificial Intelligence.

The Prize

The Prize (1990)

Non-Fiction

Author(s): Daniel Yergin

The oil bible, there is no better description. The book features the whole history of oil and how it affects the world since the 1850's to 1990. Rockefeller, the two world wars, the Opec, the oil embargoes, there is nothing left outside of this gem, a must for anyone willing to work in the energy industry and also understand past middle east conflicts.

Building Machine Learning Systems with Python

Building Machine Learning Systems with Python, 2nd edition (2016)

Academic / Programming

Author(s): Luis Pedro Coelho & Willi Richert

Miscellaneous techniques for machine learning with python including music classification, sentiment analysis, computer vision, etc... 

Superintelligence

Superintelligence: Paths, Dangers, Strategies (2014)

Non-Fiction

Author(s): Nick Bostrom

The book explores the ways to achieve artificial intelligence, how it would affect the human race for good or bad and what should we do about it.

Large Scale Machine Learning with Python

Large Scale Machine Learning with Python (2016)

Academic / Programming

Author(s):  Bastiaan Sjardin & Luca Massaron

Great book about analyzing big databases and machine learning when working on a single not-too-prowerful computer. The book covers the implementation of many online machine learning algorithms like SVM, Random Forests and Neural Networks. It Also features some examples using Hadoop & Spark.

Data and Democracy

Data and Democracy (2016)

Academic / Data Science

Author(s):  Andrew Therriault

Short book about the use of data during elections. The effects of telephone and internet polls, databases, advertising, donations, and many other important factors that can be measured and analyzed using data science.

Final Jeopardy

Final Jeopardy (2011)

Non-Fiction

Author(s): Stephen Baker

The story of how IBM built Watson, the supercomputer capable of playing the famous television game Jeopardy! The book covers a lot of aspects like how Jeopardy! was born, the most famous players, how an IBM team started building the software and the final televised match against the champions.

R in Action

R in Action, Second Edition (2015)

Academic / Programming

Author(s):  Robert Kabacoff

Great book for everyone who wants to wants to learn R and also a lot of data science concepts at the same time. This was my first R book and I can't compare it to others but it is one of the best rated in Amazon and it is pretty well written compared to other programming books I've read. If you want to learn this language I totally recommend it!

Capital in the Twenty-First Century

Capital in the Twenty-First Century (2013)

Non-Fiction

Author(s): Thomas Piketty

One of the bests I've read, originally written in french and translated to english. The main focus is capital productivity and inequality since the 18th century. The book includes a lot of charts and sources with explanations about how and why is capital inequally distributed, how it will envolve and what should we do about it.

Sabr and Sabr Libor Market Models in Practice

Sabr and Sabr Libor Market Models in Practice (2015)

Academic / Finance

Author(s): Peter Larkin, Gérald Wigger & Christian Crispoldi

Advanced book about the implementation of SABR Market Model, LIBOR Market Model and SABR LIBOR Market Model in python. The book focuses mostly in the modeling (complex mathematical framework) with a few python codes at the end of each chapter.

Sons of Wichita

Sons of Wichita (2014)

Non-Fiction

Author(s): Daniel Schulman

The history of the four Koch brothers and Koch Industries. The book starts with the foundation of the company by their father, Fred Koch, and then follows the life of the brothers around the company. 

Data Science for Business

Data Science for Business (2013)

Academic / Data Analysis

Author(s): Foster Provost & Tom Fawcett

The book covers aspects of data science theory in general. Without going deep in mathematical aspects, it explains very well the steps to solve problems using data science with examples and details of every step from data mining, model selection, training and finally understanding the results.

The Second Machine Age

The Second Machine Age (2014)

Non-Fiction

Author(s): Erik Brynjolfsson & Andrew McAfee

Similar to The Rise of The Robots, the book lays down many evidence of the advancements of AI applied to many fields and how it could affect our future in the short term.

Poor Economics

Poor Economics (2011)

Non-Fiction

Author(s): Abhijit Banerjee & Esther Duflo

A well explained recopilation of many academic researches about the poor mostly in Africa and India. The book brings to light many new studies about how and why the poor take some decisions that do not seem rational at first sight.

Options, Futures and other Derivatives

Options, Futures and other Derivatives (1997 1st edition)

Academic / Finance

Author(s): John C. Hull

The bible of derivatives pricing. The book goes through most of the known financial derivatives and how they should be priced step by step. Includes a lot of examples and excercises.

Making It Happen

Making It Happen: Fred Goodwin, RBS and the men who blew up the British economy (2013)

Non-Fiction

Author(s): Iain Martin

The rise and fall of the Royal Bank of Scotland. The book revolves around Fred Goodwin and his rise through the corporate world until he made it to the the top of RBS and how it all went wrong during the financial crisis of 2008.

McMafia

McMafia (2008)

Non-Fiction

Author(s): Misha Glenny

The economics of the globalized crime world. The book covers a lot of underground crime culture (it gets a bit crude sometimes), the numbers behind this activities and how they are everywhere around the world.

Rise of the Robots

Rise of the Robots (2015)

Non-Fiction

Author(s): Martin Ford

How Artificial Intelligence is shaping the labor market and how could it be disruptive in the future. The book features a lot of advancements in AI/Robotics, the jobs they can do right now and the jobs they will be able to do in the future.

Mining the Social Web

Mining the Social Web (2011)

Academic / Programming

Author(s): Matthew A Russell

How to mine data from many well known websites: Twitter, Facebook, Linkedin, Google+ and Github. Most of the recipes are written in python, the reader will find many of them very useful.

Python Machine Learning

Python Machine Learning (2015)

Academic / Programming

Author(s): Sebastian Raschka

Great book about the implementation of many machine learning techniques with python. From the most basic recipes like perceptrons to neural networks, the book explains very well each of the tools used with examples and graphs.

Alexander Hamilton

Alexander Hamilton (2004)

Non-Fiction

Author(s): Ron Chernow

One of the best books I've read. Considering that it starts in 1755 and ends in the beginning of the 1800s, the amount of details are huge. The book does not only cover the life of Hamilton but also all the important historic sucesses around his life like the American Revolutionary War, The Ratification of the Constitution and the birth of the U.S. government as we know it.

Mastering Pandas for Finance

Mastering Pandas for Finance (2015)

Academic / Programming

Author(s): Michael Heydt

The books starts with how to handle data with python and then explorers many financial strategies for investing like using google trends, automated trading, option pricing and portfolio modeling.

The Alchemists

The Alchemists (2013)

Non-Fiction

Author(s): Neil Irwin

This book focuses first in the history of central banking and then in the aftermath of the financial crisis of 2008 and the european crisis with many details about how were the decisions taken and why.

The Myth of the Rational Market

The Myth of the Rational Market (2009)

Non-Fiction

Author(s): Justin Fox

This book covers the rise and fall of the efficient market hypothesis. The story  starts with Irving Fisher and tells the many schools of thought regarding economics during the 20th century.

Practical Methods of Financial Engineering and Risk Management

Practical Methods of Financial Engineering and Risk Management (2014)

Academic / Finance

Author(s): Rupak Chatterjee

Technical book about yield curves, stochastic processes, monte carlo methods, credit derivatives, new financial regulation and power law adjustments.

Mastering Python for Finance

Mastering Python for Finance (2015)

Academic / Programming

Author(s): James Ma Weiming

Similar to Python for Finance with some more mathematical topics. The recipes include option pricing using classic BS and different binomial trees methods, yield curves, volatility indexes, automated trading and big data.

Too Big to Fail

Too Big to Fail (2009)

Non-Fiction

Author(s): Andrew Ross Sorkin

Great book with a lot of details that covers the period since the government exponsored acquisition of Bearn Stearns by JP Morgan until the direct liquidity injections under the Troubled Asset Relief Program (TARP).

Derivatives Analytics with Python

Derivatives Analytics with Python (2015)

Academic / Programming

Author(s): Yves Hilpisch

The next level of Python for finance. Written by the same author, the book deals with more advanced topics like the formal framework for derivatives pricing.

Python for Finance

Python for Finance (2014)

Academic / Programming

Author(s): Yves Hilpisch

The first applied programming book I read (after doing some online courses). The books makes a great introduction of Numpy, Scipy, dataframes, and lays down many good examples of uses of python for finance like Black-Scholes, basic strategies for backtesting, and the creation of financial graphs.

How I Became a Quant

How I Became a Quant (2007)

Non-Fiction

Author(s): Richard R. Lindsey & Barry Schachter

The book tells 24 stories about 25 Quants, how they landed in their jobs and what do they do. Some of them are: Peter Muller, Cliff Asness, David Leinweber and Andrew Weisman.

The House of Morgan

The House of Morgan (1990)

Non-Fiction

Author(s): Ron Chernow

One of my favorites, the book is very rich in details and covers and extensive period of time. The story starts with George Peabody and his joint business with Junius Morgan back in the 1860s and ends a few years after the Guinness Scandal.

Too Good to be True

Too Good to be True (2009)

Non-Fiction

Author(s): Erin Arvedlund

A history of Bernie Madoff, his methods to hide his fraud and the more important providers of funds involved in his scam.

The Intelligent Investor

The Intelligent Investor (1949)

Non-Fiction

Author(s): Benjamin Graham

The bibble of value investing, a must for everyone in finance and one of Warren Buffet's favorite books, he also wrote parte of the preface. The book includes classic P/E valuations, outstanding debt, book value, earnings growth and many more.

The Ascent of Money

The Ascent of Money (2008)

Non-Fiction

Author(s): Niall Ferguson

An adaptation of a television series, the book deals with the history of money as a form of payment. From the ancient Babylonia, going through the Medicis during the Renaissance, the Rothschilds, and modern day financial globalization and bubbles.

Barbarians at the Gate

Barbarians at the Gate (1989)

Non-Fiction

Author(s): Bryan Burrough & John Helyar

Another one of my favorites. The book goes through the history of RJR, Nabisco, their merger and the race to acquire the company by many players including KKR, the original board of the company, and many Wall Street firms.

Against the Gods

Against the Gods (1996)

Non-Fiction

Author(s): Peter L. Bernstein

The history of the understanding of risk across many centuries. From ancient greece to Fibonacci, Pascal and Fermat, the books covers many statistics related subjects like game theory, chaos theory and the stock market.

Lords of Finance

Lords of Finance (2009)

Non-Fiction

Author(s): Liaquat Ahamed

One of my personal favorites, the book covers all the period since the creation of the federal reserve (1913) until the end of the second world war from the eyes of the central bankers of USA, England, France and Germany. 

A Random Walk Down Wall Street

A Random Walk Down Wall Street (1973)

Non-Fiction

Author(s): Burton G. Malkiel

The book revolves around the random walk hypothesis about that stock market. The author examines many investment techniques from technical, to fundamentals and concludes that the average investor can't beat the market.

Reminiscences of a Stock Operator

Reminiscences of a Stock Operator (1923)

Non-Fiction

Author(s): Edwin Lefèvre

A biography of Jesse Lauriston Livermore and one of the oldest books published about the stock market and speculation in the United States. Published in 1923, the book features the adventures of Jesse at the bucket shops, the NYSE and many others.

Dark Pools

Dark Pools (2012)

Non-Fiction

Author(s): Scott Patterson

How the NYSE and Nasdaq slowly transitioned from open outcry to electroning trading and how ultra fast traders, order types and spoofing now rule the markets.

The Misbehavior of Markets

The Misbehavior of Markets (2004)

Non-Fiction

Author(s): Benoit Mandelbrot & Richard L. Hudson

A mathematician draws similitudes between historical financial data and fractals. From Bachelier's Thesis to the use of fat tails and power laws, Mandelbrot lays down a good analysis of the relationships between math and finance.

13 Bankers

13 Bankers (2011)

Non-Fiction

Author(s): Simon Johnson & James Kwak

The rise of central banking and the financial sector in america. The key players in the private and public sectors before and after the 2008 crisis and their power to bend the laws.

Business Adventures

Business Adventures (1969)

Non-Fiction

Author(s): John Brooks

A compilation of many stories: The Edsel, Xerox, the Texas Gulf Sulphur scandal, the crash of 1962, the defense of the british pound and many more.

My Life as a Quant

My Life as a Quant (2008)

Non-Fiction

Author(s): Emanuel Derman

An autobiography of Emanual Derman. The first half of the book is about his studies and his works related to physics, the second half is about his adventures at Goldman Sachs and Salomon Brothers and his research about finance.

The Quants

The Quants (2010)

Non-Fiction

Author(s): Scott Patterson

Similar to More Money Than God, but in this book the hedge fund managers have a more quantitative view, some of them are: Ken Griffin, Ed Thorp, Jim Simons, Cliff Asness and many more.

More Money Than God

More Money Than God (2010)

Non-Fiction

Author(s): Sebastian Mallaby

A recopilation of the history of many hedge fund managers: Soros, Tudor Jones, Meriwether, D. E. Shaw, Paulson and many more.

When Genius Failed

When Genius Failed (2000)

Non-Fiction

Author(s): Roger Lowenstein

How a hedge fund named Long Term Capital Management (LTCM) started by an ex-salomon trader and nobel prize winners returned amazing profits and then blew up after Russia's default in 1998.