Nicolas Voisin Quantitative Developer

Compendium

Books

General

Functional Programming

  • Get Programming with F# by Isaac Abraham.
    Great introduction to F# and functional programming in general.

  • Domain Modeling Made Functional by Scott Wlaschin.
    Still working my way through the book, but a very interesting read/dive into Domain Driven Design with functional programming.

Python - Programming

  • Python Cookbook by David Beazley and Brian K. Jones
    A great recipe book when you need a solution for a specific problem in mind. Definitely not a bedside table book.

  • Effective Python by Brett Slatkin
    Likewise, with an emphasis on coding practices and standards. Great read.

  • Automate the boring Stuff with Python by Al Sweigart
    A great book to recommend to friends and family (or colleagues) who are new to programming and want to start somewhere.

Python - Finance

  • Mastering Pandas for Finance by Michael Heydt
    One of the first books I picked up after Automate the boring Stuff. Not everything is up to date but it’s nonetheless a good introduction.

  • Python for Finance Cookbook by Eryk Lewinson
    The author goes over a wide range of topics, so pick and choose. Discovered great libraries like seaborn and statsmodels.

Python - Data Science

  • Think Stats by Allen Downey
    A lovely book that goes over basic statistics, linear regression and statistical inference.

  • Think Bayes by Allen B. Downey
    A great book on Bayesian statistics and most importantly on Bayesian thinking. Not yet finished, to be continued..

Articles

Libraries

Software