My Life as a Quant: Reflections on Physics and Finance
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading (Wiley Finance)
When Genius Failed: The Rise and Fall of Long-Term Capital Management
Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market