A lot of people have asked how they can learn more about data science and quant, so I thought I'd put together some resouces.
Statistics & ML:
- Wooldridge - Introductory Econometrics
- Hastie - Elements of Statistical Learning
- Shumway - Time Series Analysis and Its Applications
- Peter - Mathematics for Machine Learning
- Yamane - Courses
- Lambert - A graduate course in econometrics
- Russell - Artificial Intelligence: A Modern Approach
- Silver - DeepMind x UCL | Introduction to Reinforcement Learning
- Cunningham - Causal Inference: The Mixtape
- AWS - MLU-Explain
- Taboga - Statlect
- Petersen - Matrix Cookbook
Quant:
- Bali - Empirical Asset Pricing
- Dama - On Automated Trading
- Mudders are invited to join Harvey Mudd Data Science
Brainteaser Collections:
- Zhou - A Practical Guide To Quantitative Finance Interviews
- Crack- Heard on The Street
- Mosteller - Fifty Challenging Problems in Probability
- Winkler - Mathematical Puzzles
- Mathai - An Introduction to Geometrical Probability
- Lehoczky - The Art of Problem Solving
Competitive Programming
- Laaksonen - Competitive Programmer’s Handbook
- Qi - USACO Guide
- Kogler - Algorithms for Competitive Programming
- Problem Banks: CodeForces, AtCoder, Project Euler, Kattis, CodinGame
Fun Reads:
- Hofstadter - Gödel, Escher, Bach
- Demaine - Every Author as First Author
- AoPS - Broken Stick variations
- ACH - SIGBOVIK
- Wildenhain - Microsoft Word is Turing Complete
- Murphy - GradIEEEnt Half Decent
- Kranakis - The Urinal Problem
- Marx - Calculus