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Re:Ask HN: What are the best resources for learning about al... by jackbrian on Tuesday March 14, 2017 @11:18AM (#13868154)
As a CS student, I'd really make sure your stats knowledge is solid. Perhaps take a class that covers stochastic finance (Black-Scholes, etc.) if available.

I learned the hard way that it is quite difficult to break into finance as a non-student, so do everything you can now to land that first gig. Good luck!

Some starting resources:

-Ernie Chan's books and blog (https://epchan.blogspot.com/)

-QuantStart has great starter material and a new book, although I haven't read it (https://www.quantstart.com/)

-"Inside the Black Box" (Narang) I've seen referenced a good bit but felt as though it leaned toward order execution and rather boring

-"Dark Pools" (Scott Patterson) a great story about the rise of algorithmic trading

-"Flash Boys' (Michael Lewis) offers a nice follow up (HFT), but considered a bit sensationalist

EDIT: If you're planning on using Python (a solid bet)...

-Python for Data Analysis (Wes McKinney) - Great, quick book for Pandas by former AQR (and now Two Sigma?) guy.

-Yves Hilpisch books: "Python for Finance" is introductory while "Derivative Analytics in Python" is quite math heavy.

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