Programmer at a Financial Startup

Question

Hi, I was recently hired at a new Financial startup as a C++ & Java dev. What should I read to get myself familiar with market trading and general Finance theory ? I'm especially interested in programming for finance and market trading.

Grustaf · Accepted Answer

If you need to understand derivatives then start with Hull: Options, Futures and Other Derivatives. Then read Bj&ouml;rk: Arbitrage Theory in Continuous Time. Both excellent books in their own ways.But it depends completely on what kind of finance you&rsquo;ll be doing!

giantg2 · Answer

CFA Foundations can give you a wide basic understanding. Then you can get more in-depth with some of the books mentioned above/below.

akg_67 · Answer

You might want to pick books from this Reddit thread relevant to your work and interest.https://www.reddit.com/r/algotrading/comments/jye0bj/literat...

stevekemp · Answer

Perhaps you should ask your new colleagues if there are any books they'd recommend?

shaolinspirit · Answer

Do not store money in doubles and buy some bitcoin

Programmer at a Financial Startup

Hi, I was recently hired at a new Financial startup as a C++ & Java dev. What should I read to get myself familiar with market trading and general Finance theory ? I'm especially interested in programming for finance and market trading.

If you need to understand derivatives then start with Hull: Options, Futures and Other Derivatives. Then read Björk: Arbitrage Theory in Continuous Time. Both excellent books in their own ways.
But it depends completely on what kind of finance you’ll be doing!

CFA Foundations can give you a wide basic understanding. Then you can get more in-depth with some of the books mentioned above/below.

You might want to pick books from this Reddit thread relevant to your work and interest.
https://www.reddit.com/r/algotrading/comments/jye0bj/literat...

Perhaps you should ask your new colleagues if there are any books they'd recommend?

Do not store money in doubles and buy some bitcoin