(Part 2) Best products from r/quant

We found 13 comments on r/quant discussing the most recommended products. We ran sentiment analysis on each of these comments to determine how redditors feel about different products. We found 32 products and ranked them based on the amount of positive reactions they received. Here are the products ranked 21-40. You can also go back to the previous section.

Top comments mentioning products on r/quant:

u/a_bourne · 2 pointsr/quant

I haven't read this, but it may be of interest to you.

u/BirthDeath · 2 pointsr/quant

I'm assuming that the classics are O'Hara's market microstructure theory and Hasbrouck's Empirical Market Microstructure.

You could take a look at High-frequency Trading
, a compilation of relatively recent papers (chapters are available online somewhere, don't pay for it). I thought that the chapter by Michael Kearns and Yuriy Nevmyvaka "Machine Learning for Market Microstructure
and High Frequency Trading" was interesting, though not very useful from a practical perspective.

I also found this book to be interesting: https://www.amazon.com/Financial-Markets-Trading-Introduction-Microstructure/dp/0470924128.

Otherwise, I would just pay attention to recent papers posted to SSRN and Arxiv

u/[deleted] · 1 pointr/quant

Wow I totally thought this subreddit was dead, glad to see another soul. Shreve's texts are kind of the de facto standard, aside from that it really depends on what specific areas you're looking for. I personally liked this one as a primer for time series. Have you read Basic Black Scholes by Timothy Falcon-Crack? It's perhaps not as formal as other academic works but I found it to be quite insightful.

u/dopplerdog · 3 pointsr/quant

I kinda liked Joshi's book, "The Concepts and Practice of Mathematical Finance" link

u/nothereforthisnow · 2 pointsr/quant

Well, here are links:

​

https://www.khanacademy.org/math/multivariable-calculus

https://ocw.mit.edu/courses/mathematics/18-02sc-multivariable-calculus-fall-2010/

https://www.amazon.com/Multivariable-Calculus-James-Stewart/dp/1305266641/ref=sr_1_7?keywords=stewart+calculus&qid=1556212324&s=gateway&sr=8-7

If you stopped with calc I, you may not have really finished single variable. You should be able to find the single variable resources by poking around at the same three sites.


(Also, look for an older, cheaper edition of Stewart)

u/Sampf · 1 pointr/quant

More of a intro to the math/finance used in an MFE course, but this is a great book. http://www.amazon.com/Mathematics-Financial-Engineering-Advanced-Background/dp/0979757622