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  • Market Wizards
    The Earliest book by Jack Schwager in market wizards series: I believe the interviews were done in 1989.
  • Financial Calculus
    The book does not utilize a lot of stochastic calculus but explains things quite deeply. I believe Martin Baxter is still working in Normura on its prop quant system.
  • Pairs Trading
    Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.
  • 每天学点经济学
    Introductory reading for economics.