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Re:Probability and Markets by Jane Street [pdf] by Err_Eek on Friday June 16, 2023 @10:34AM (#36357185)
Personally -- I couldn't get past the first 2 chapters of the book. The notations it introduces are pretty unfamiliar for a newcomer and it quickly becomes really hard to follow. I genuinely would like to hear from somebody who managed to go through the entire book above, and what their main takeaways were (from the chapters that follow the two introductory ones).

The non-technical introduction chapter is pretty easy to follow, and I would recommend reading it.

Re:Probability and Markets by Jane Street [pdf] by lifeonlars on Friday June 16, 2023 @11:02AM (#36357752)
The rule of thumb with mathematics books is that either you skip the first 2 chapters and read the whole thing, or you only read those 2.
Re:Probability and Markets by Jane Street [pdf] by max_ on Saturday June 17, 2023 @02:40PM (#36373122)
There is a Technical Incerto reading group (this book) that you may find useful.

https://www.techincertoreadingclub.com/