Reddit reviews The Complete Guide to Capital Markets for Quantitative Professionals (McGraw-Hill Library of Investment and Finance)

This might be a bit too in-depth, but I learned a lot from this book: The Complete Guide to Capital Markets for Quantitative Professionals.

I'd read this book : Guide to Capital Markets for Quantitative Professionals.

Then you should have a good foundation to start branching out.

For what it's worth I'd argue risk analysis is the best set of skills to pursue as a data scientist. Predicting the market is, for all intents and purposes, impossible. At least so far.

Deep learning is not a panacea either. It's actually fairly brittle : One pixel attack for fooling deep neural networks.

One area I'd suggest looking into first is Forex and Cryptocurrencies. I would not suggest trading them yet yourself but it's a good place to start pulling a ton of data down for analysis. They're also volatile assets and will be challenging to analyze for risk. Stocks, futures, options and whatnot have more barriers to entry for getting the data you need, though some of them would be as challenging as Forex for risk analysis.

In addition it's easier to think about these asset classes and build mental models with a CS/math background. Meaning you use more of what you currently know to understand these asset classes rather than having to learn a bunch of extra new things like how to evaluate option pricing or something.

I still think you're wrong about trickle down economics, but this guy knows nothing about finance. An introductory book on the subject would make them realize why the financial industry is important.

I like Kuznetsov's book : http://www.amazon.com/Complete-Quantitative-Professionals-McGraw-Hill-Investment/dp/0071468293/ref=sr_1_1?ie=UTF8&qid=1346469132&sr=8-1&keywords=complete+guide+to+capital+markets

"Capital Markets for Quantitative Professionals"

https://www.amazon.com/Complete-Quantitative-Professionals-McGraw-Hill-Investment/dp/0071468293

That's good to know. I think I saw it listed as one of the textbooks accompanying an algorithmic trading course. I imagine the front matter should still give a nice summary, but when I looked at the actual substance of the book it did turn me off of my plan to read it for "fun".

Edit: That book doesn't seem to touch on actual algorithmic trading strategies, which I guess there are few books on it because it's all proprietary. Your listed book seems like a simplified version of http://www.amazon.com/Complete-Quantitative-Professionals-McGraw-Hill-Investment/dp/0071468293, which I've read and learned a lot from.