Finance Book List
A list of finance-related books I have read/plan to read, collected over the years.
- Burton G. Malkiel
General Introduction
A basic primer into investing strategies, the investible universe, how much and where to invest. Both books below provide a broad overview of the history of markets and strategies in general. Choose one.
- The Bogleheads' Guide to Investing by Taylor Larimore, Mel Lindauer, Michael LeBoeuf
- A Random Walk Down Wall Street by Burton G. Malkiel
Asset Allocation
A more mathematically inclined view on how asset allocation affects portfolio return and risk.
- Private Wealth Management by G. Victor Hallmann and Jerry S. Rosenbloom
- Asset Allocation by Roger Gibson
- The Four Pillars of Investing by William J. Bernstein
- The Intelligent Asset Allocator by William J. Bernstein
- Quantitative Equity Portfolio Management by Ludwig B Chincarini, Daehwan Kim
- Portfolio Selection by Harry Markowitz (Paper)
- Asset Rotation by Matthew P. Erickson
Technical Analysis
Learn how to read charts for support and resistance, momentum, identify reversals and more. Classically a controversial field, but one that the successful trader should have in their arsenal.
- The Art and Science of Technical Analysis: Market Structure, Price Action, and Trading Strategies by Adam H. Grimes
- Trading Price Action Trends: Technical Analysis of Price Charts Bar by Bar for the Serious Trader by Al Brooks
- Evidence-Based Technical Analysis by David Aronson
The following are each regarded as the bibles of technical analysis:
- Technical Analysis Explained, Fifth Edition by Martin J. Pring
- Technical Analysis of the Financial Markets by John J. Murphy
- Technical Analysis of Stock Trends by Robert D. Edwards, John Magee
- Encyclopedia of Chart Patterns by Thomas N. Bulkowski
Derivatives
Futures, Options and Swaps
- The Investor's Guidebook to Derivatives by Stuart R. Veale
Options
A product with unlimited gain and limited loss? Options have been used widely in the equity and futures markets since their introduction, both for speculation and hedging purposes.
Introductory Texts
- Options As a Strategic Investment by Lawrence G. McMillan
- Option Volatility & Pricing by Sheldon Natenberg
Advanced Texts
- Trading Options Greeks by Dan Passarelli
- The Option Trader's Hedge Fund by Dennis A. Chen and Mark Sebastian
- Option Gamma Trading by Simon Gleadall
- Options Volatility Trading: Strategies for Profiting from Market Swings by Adam Warner
- Options, Futures, and Other Derivatives by John C. Hull
Specialty Texts
- Volatility Trading by Euan Sinclair
- Options Trading: The Hidden Reality by Charles M. Cottle
- Day Trading Options: Profiting from Price Distortions in Very Brief Time Frames by Jeff Augen
- Trading Options at Expiration by Jeff Augen
- Dynamic Hedging by Nassim Nicholas Taleb
Futures
Index futures, commodities and more.
- A Complete Guide to the Futures Market by Jack D. Schwager
Miscellaneous
- Flash Boys by Michael Lewis
- Reminiscences of a Stock Operator by Edwin Lefèvre
- Irrational Exuberance by Robert J. Shiller