Image by “lil_foot_” sourced from pixabay

Here’s what I’m currently reading (bear with me, I can be slow). Have a suggestion? Use the comment section below.

Books

The Man Who Solved the Market:

How Jim Simons Launched the Quant Revolution
by Gregory Zuckerman

Click here to link to the book.

Papers

The Allegory of the Hawk and Serpent, by Artemis Capital Management, 2020

Active Fixed Income Illusions, by Jordan Brooks, Tony Gould, and Scott A. Richardson, 2019

A Structured Approach to Strategic Decisions: Reducing errors in judgment requires a disciplined process., by Daniel Kahneman, Dan Lovallo, and, Oliver Sibony, 2012

Estimation of Theory-Implied Correlation Matrices, by Marcos Lopez de Prado, 2019

Common Errors in DCF Models: Do You Use Economically Sound and Transparent Models?, by Michael J. Mauboussin, 2006

The Importance of Expectations, The Question that Bears Repeating: What’s Priced in?, by Michael J. Mauboussin, 2012

Bank Lending ‘Manias’ in Theory and History, by George Selgin, 1992