Sublime
An inspiration engine for ideas
Damodaran on Valuation: Security Analysis for Investment and Corporate Finance (Wiley Finance)
amazon.com
More Than You Ever Wanted To Know About Volatility Swaps
Explores volatility and variance swaps, their properties, uses for trading and hedging volatility exposure, and methods for replication and valuation using options, while addressing practical challenges and implications of volatility skews.
emanuelderman.com
One of my favorite Quant Trading Lectures on Tail Risk Hedging against Black-Swan Events/ Extreme-Volatility, produced by two phenomenal prev-Exotic Derivatives traders & Market Making professionals, Kris Sidial, Ryan Darnell, hosted by prev-Bloomberg/MenthorQ CEO Fabio Ruggeri: https://t.co/BuRE3ZR3N6
This series is hands down the best introduction to Quant Finance I’ve seen.
From the fundamentals of derivatives, to a large collection of incredible case studies-
This is where I believe you can develop a great understanding of the field. https://t.co/ridf2cPHB3
Advanced Futures Trading Strategies: 30 fully tested strategies for multiple trading styles and time frames
amazon.com
Value at risk models from MIT (yes, *that* MIT).
Grab the 115 slide PDF here: https://t.co/oHyu2QHU0D
