Recommended Books

Non-Academic

1. Embracing the Wide Sky: A Tour Across the Horizons of the Mind
        by Daniel Tammet
2. Freakonomics
        by Steven D. Levitt and Stephen J. Dubner
3. Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street
        by William Poundstone
4. Beyond the Random Walk
        by V. Singal
5. The Tipping Point: How Little Things Can Make a Big Difference
        by Malcolm Gladwell
6. Sync: How Order Emerges from Chaos in the Universe, Nature, and Daily Life
        by Steven Strogatz
7. The Dance of Molecules: How Nanotechnology is Changing Our Lives
        by Ted Sargent
8. Resilience at Work: How to Succeed No Matter What Life Throws at You
        by Salvatore R. Maddi and Deborah M. Khoshaba
9. The Innovator's Dilemma: The Revolutionary Book that Will Change the Way You Do Business
        by Clayton M. Christensen

Academic

1. Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
        by Joel Hasbrouck
2. Stochastic Calculus Models for Finance: Continuous Time Models
        by Steven E. Shreve
3. Pattern Recognition and Machine Learning
        by Christopher M. Bishop
4. Functional Data Analysis
        by J. Ramsay and B. W. Silverman



Favorite Quotes



Fortune Favors the bold!
-- by Virgil, Roman epic poet (70 BC - 19 BC)

A pessimist sees the difficulty in every opportunity; an optimist sees the opportunity in every diffculty!
origin unknown

“Liquidity is created through a give and take process in which multiple counterparties selectively reveal information in exchange for information ultimately leading to a trade.
ICor Brokerage