Quantitative Portfolio Management

  • Quian, Edward E., Hua, Ronald H. and Sorensen, Eric H. Quantitative Equity Portfolio Management: Modern Techniques and Applications (2007). Amazon
  • Chincarini, Ludwig B. and Kim, D. Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (2006).Amazon
  • Grinold, R. and Kahn, R. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk (1999). Amazon

Algorithmic Trading

  • Bloch, D. A Practical Guide to Quantitative Portfolio Trading (2014). SSRN
  • Davey, K. Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (2014). Amazon
  • Narang, Rishi K. Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading (2013). Amazon
  • Fitschen, K. Building Reliable Trading Systems: Tradable Strategies That Perform As They Backtest and Meet Your Risk-Reward Goals (2013). Amazon
  • Chan, E. Algorithmic Trading: Winning Strategies and Their Rationale (2013). Amazon
  • Kauffman, Perry J. Trading Systems and Methods (2013). Amazon
  • Johnson, B. Algorithmic Trading and DMA: An introduction to direct access trading strategies (2010). Amazon
  • Tomasini, E. Trading Systems: A New Approach to System Development and Portfolio Optimisation (2009). Amazon
  • Chan, E. Quantitative Trading: How to Build Your Own Algorithmic Trading Business (2008). Amazon

Technical analysis

  • Achelis, S. Technical Analysis from A to Z (2013). Amazon
  • Bulkowski, Thomas N. Encyclopedia of Candlestick Charts (2008). Amazon
  • Bulkowski, Thomas N. Encyclopedia of Chart Patterns (2005). Amazon
  • Colby, Robert W. The Encyclopedia Of Technical Market Indicators (2002). Amazon
  • Nison, S. Japanese Candlestick Charting Techniques (2001). Amazon
  • Murphy, John J. Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications (1999). Amazon
  • Schwager, Jack D. Getting Started in Technical Analysis (1999). Amazon
  • Schwager, Jack D. Schwager on Futures: Technical Analysis (1995). Amazon

Quantitative Investing

  • Ang, A. Asset Management: A Systematic Approach to Factor Investing (2014). Amazon
  • Piard, F. The Lazy Fundamental Analyst: Applying Quantitative Techniques to Fundamental Stock Analysis (2014). Amazon
  • Piard, F. Quantitative Investing: Strategies to exploit stock market anomalies for all investors (2014). Amazon
  • Ang, A. Asset Management: A Systematic Approach to Factor Investing (2014). Amazon
  • Greyserman, A. and Kaminski, K. Trend Following with Managed Futures: The Search for Crisis Alpha (2014). Amazon
  • Masonson, L. All About ETF Momentum Strategies (2014). Amazon
  • Antonacci, G. Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk (2014). Amazon
  • Morris, Gregory L. Investing with the Trend: A Rules-based Approach to Money Management (2013). Amazon
  • Patterson, Jackie A. Truth About ETF Rotation: Fund Your Retirement By Investing In Top Exchange Traded Funds in One Hour Per Week (2012). Amazon
  • Faber, Mebane T. and Richardson, Eric W. The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets (2011). Amazon
  • Greenblatt, J. The Little Book That Still Beats the Market (2010). Amazon
  • Greenblatt, J. The Little Book That Beats the Market (2005). Amazon

Other Good Books on Trading and Financial Markets ("popular literature")

  • McLean, B. Shaky Ground: The Strange Saga of the U.S. Mortgage Giants (2015). Amazon
  • Lewis, M. Flash Boys (2014). Amazon
  • Schwager, Jack D. The Little Book of Market Wizards: Lessons from the Greatest Traders (2014). Amazon
  • Patterson, S. Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market (2013). Amazon
  • Schwager, Jack D. Hedge Fund Market Wizards: How Winning Traders Win (2012). Amazon
  • Schwager, Jack D. Market Wizards, Updated: Interviews With Top Traders (2012). Amazon
  • Lewis, M. The Big Short: Inside the Doomsday Machine (2011). Amazon
  • McLean, B. and Nocera, J. All the Devils Are Here: The Hidden History of the Financial Crisis (2011). Amazon
  • Greenblatt, J. You Can Be a Stock Market Genius: Uncover the Secret Hiding Places of Stock Market Profits (2010). Amazon
  • Sorkin, R. Too Big to Fail: The Inside Story of How Wall Street and Washington Fought to Save the Financial System - and Themselves (2010). Amazon
  • Schwager, Jack D. Stock Market Wizards: Interviews with America's Top Stock Traders (2003). Amazon
  • Schwager, Jack D. The New Market Wizards: Conversations with America's Top Traders (1994). Amazon