Here are some book recommendations that helped me learn mathematics, financial markets and physics.
Mathematics & Theory
“Linear Algebra Done Right” by Sheldon Axler
Transformed how I think about vector spaces and linear transformations. Axler’s approach avoids determinants until late in the book, building intuition first. Crucial for understanding dimensionality reduction in financial data.
“Introduction to Classical Mechanics” by David Morin
This book was suggested by Dr. Zheng, a professor I admired when I took physics at IRSC. This book had very intense and rigorous problems but it really sharpened my problem solving skills and led me to solve any classical mechanics problem that you would encounter in a Newtonian physics course. (Not for intro students)
“The Rust Programming Language” by Klabnik & Nichols
Rust’s ownership model changed how I think about memory safety and concurrent programming. Now my go-to language for high-performance trading infrastructure.
Finance & Markets
“Options, Futures, and Other Derivatives” by John Hull
The standard derivatives textbook, this is the bible of knowing how derivatives work in the markets. This book was recommended by a volatility trader from Twitter formerly known as Flowdamentals.
“Volatility Trading” by Euan Sinclair
This is my first book that I picked up during my first year of learning about option trading. While it serves as an introduction to volatility, I found it confusing and overwhelming at first. I realized that it was too advanced for me to grasp at the beginning. However, as I delved deeper into the subject, I discovered that this book is an absolute treasure trove of knowledge about volatility and its modeling.
Fiction Books
WIP :)
What’s Next
I will later provide more books that I loved reading that are outside of my work, going more into fiction as well. I believe that fiction books can help us learn how to navigate through everyday life from personal life to work better than self-help books.