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Professional Automated Trading: Theory and Practice

Eugene A. Durenard · ★★★★☆ · 384 pages · 2013

I read this book to understand how computation functions the the finance world especially as it pertains to HFT. In a lot of ways the book covers the same practices to designing systems that are used to create modern web apps and instead of users you have tick data from that market that you have to make sense of. What the author calls swarms and agents translates to micro services and monitoring in the DevOps world. I may reread to dive deeper into the actual strategies that are used but for the most part his design is spot on. Instead of using the Lisp language that he recommends I would say a language like Go which can call out to APIs for different strategies in other languages gives you the same level of parallelism with some of the added benefit of type safety. I do think lisp is a valid choice but if you are going to do it use something like Clojure. Overall a pretty solid book on building a basic trading engine though building the actual working strategies may be the hard part.

The DevOps Handbook: How to Create World-Class Agility, Reliability, and Security in Technology Organizations

Gene Kim · ★★★★★ · 442 pages · 2015

For running a DevOps company this is the first book on DevOps I've actually read. Overall, if you have seeped into modern DevOps a lot of this stuff won't be new, but I think if you are a company founder or trying to understand DevOps as a culture for business improvement this should be read. A lot of the ideas of DevOps are a mix of Lean Startup, Lean Manufacturing, Agile Programing and Theory of Constraint applied to the deployment of software.

The Seventh Sense: Power, Fortune, and Survival in the Age of Networks

Joshua Cooper Ramo · ★★★★☆ · 352 pages · 2016

Ramo's thesis is that we moving further and further into the realm of networks and our existing systems are not built for the open world for these networks that can be easily exploited. So we are in need of a massive transformation of the world to this new network based world where we move from complete openness to a gatekeeper network mentality both at an individual and societal level.

The Lost World (Jurassic Park, #2)

Michael Crichton · ★★★★★ · 448 pages · 1995

It was a long time ago I read this book and reading it again I realized how much of life Michael Crichton got right along with writing a thrilling book.

The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It

Scott Patterson · ★★★★☆ · 354 pages · 2010

Great overview of the Quants that took over Wall Street. One of the major things I learned is that you can't treat a Complex Adaptive System with the rules of Physics. Physics is in the end simple and has simple rules, but life and economics which are based on life do not follow that model. They are more biological in nature.

The Big Short: Inside the Doomsday Machine

Michael Lewis · ★★★★★ · 287 pages · 2010

This was a really good book explaining all the CDS and CDO and the madness that really put a few iconoclasts against an entire industry. The moral seems to be that most investment banking is against the player and it is really easy for them to shoot themselves in the foot like everyone else.

The Great CEO Within: The Tactical Guide to Company Building

Matt Mochary · ★★★★★ · 246 pages · 2019

Probably the densest and clearest thing I’ve read on all that is required of running a company. Wish I read the google doc. But I really recommend it. Even just refresher on email management was good. I’m hoping to add this to my reread list.

The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution

Gregory Zuckerman · ★★★★☆ · 382 pages · 2019

I never understood how much Berkeley played in the quantitative movement. But it seems that money gained by a bunch of mathematicians figuring out how to get a 50.25 chance in their favor vs against to win the market seems like a lot of wasted energy moving money around instead of actually building things. In a way it is interesting in the sense that markets are unpredictable and it may seem fun to play but to what end.

Drift: The Unmooring of American Military Power

Rachel Maddow · ★★★★☆ · 288 pages · 2012

Let me understand the policy or lack of policy decisions that lead us to the current stage of war in America. How we basically as a society ceded our responsibilities for war to the executive branch who has then ceded to private contractors, etc.

Utopia for Realists: How We Can Build the Ideal World

Rutger Bregman · ★★★★★ · 262 pages · 2014

Great book covering the ideas of universal basic income, shorter work weeks and open borders. As the current pandemic shows we need something like the UBI for people to survive or there will not be an economy so to speak. And maybe it is the crisis that will finally move it to the other side.

Blitzed: Drugs in the Third Reich

Norman Ohler · ★★★★★ · 306 pages · 2015

Never thought a lot of WW2 German efficiency could be attributed to Germans taking a ton of drugs including Hitler. Quite an eye opener and in a way to look at Nazi Germany through the light of Brave New World.

The Infinite Game

Simon Sinek · ★★★★☆ · 272 pages · 2017

I really like Simon Sinek and his last book Leaders Eat Last, I thought was one of the best business books ever explaining why society is as it is. The Infinite Game is more a practical book on how to transform your and your organization’s goals to be infinite minded versus finite minded. Overall a good follow up but it is becoming tired that all business books use the SEALs and FAANG companies for many examples.