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Programming

Low-level / HPC

Low-level HPC

No Sane Compiler Would Optimize Atomics

memory-barriers.txt

What every programmer should know about...

MESI protocol

Network performance

The Tower of Weakenings: Memory Models For Everyone

ML

Reinforcement Learning

A visual introduction to Gaussian Belief Propagation

Convolutional GP

Algorithms for Decision Making

Functional

First steps with Category Theory and OCaml

Lawvere Theories

Coeffects

Proper, first-order and higher-kinded types

OCaml ppx

Structural Editor for OCaml

The Little Typer

Other

Kalman filter

Locality-sensitive hashing (blogpost)

Linux from scratch

Exploring Async Basics with Rust

Auctions and bidding: A guide for computer scientists (1hr video)

Auction Theory

Data Visualisation in R

Finance

Numerical Methods for Engineers

Forecasting: Principles and Practise

Basic Econometics Gujarati Porter

Computational Methods in Pricing and Model Calibration

Low Latency Interest Rate Markets - Theory, Pricing and Practice

Applied Quantitative Methods for Trading and Investment

Easier papers

Statarb

[Statistical Arbitrage in the U.S. Equities Market]

[Quantitative Portfolio Management]

[Algorithmic Trading and Quantitative Strategies]

Momentum

[Deep learning price momentum in US equities]

[Why is there no momentum in the Taiwan stock market?]

[Enhancing Time-Series Momentum Strategies Using Deep Neural Networks]

Math

Textbooks / courses

Vector Calculus, Linear Algebra, and Differential Forms:A Unified Approach

Multivariable Calculus with Applications

50 Challenging Problems in Probability

Nonlinear Dynamic and Chaos

Statistic 110: Probability (Harvard)

Matrix Methods in Data Analysis, Signal Processing, and Machine Learning

Linear Algebra: Theory, Intuition, Code

Analysis, Measure and Probability: a visual intro

A Primer For The Mathematics Of Financial Engineering, Second Edition

C++ for Financial Mathematics

Misc

The Kelly criterion: How to size bets?

A new coefficient of correlation

Self-study

Book list

Another book list & guide

Guide to learning stochastic analysis

Misc

Open Decision-Making

Jak człowiek staje się mordercą?

The Tibetan Book of the Dead

Why Nuclear War Probabilities are Useless

The Manager's Handbook

Persuasion and the Prestige Paradox

Find Your Ultimate Daily Routine

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