More big changes

2026-06-04 21:22:50 -07:00
parent d59927bbcb
commit 2004dab515
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@@ -8,6 +8,41 @@ Current Goal: **Learn Quantitative Foundations**

 Current reading [Introduction to Probability, Statistics, and Random Processes - Hossein Pishro-Nik](./textbooks/000_Introduction%20to%20Probability,%20Statistics,%20and%20Random%20Processes/Introduction%20to%20Probability,%20Statistics,%20and%20Random%20Processes%20-%20Hossein%20Pishro-Nik.pdf)

+## Phases
+
+### Phase 1 — Math Foundation (you're here)
+
+1. Pishro-Nik ← in progress, finish this
+2. Elementary Stochastic Calculus
+3. A guide to Brownian motion
+
+### Phase 2 — Get Practical Early (don't wait on this)
+
+1. Algorithmic Trading — Chan ← read this soon; short, orients everything else
+2. Analysis of Financial Time Series — Tsay ← essential for price/return modeling
+
+### Phase 3 — Core Quant ML
+
+1. Data-Driven Science and Engineering — Brunton & Kutz
+2. Advances in Financial Machine Learning — Lopez de Prado ← most important book in your backlog
+3. Stochastic Calculus: An Introduction with Applications ← now the theory lands better
+4. Detecting Regime Change in Computational Finance
+
+### Phase 4 — Portfolio, Risk & Systems
+
+1. Active Portfolio Management — Grinold & Kahn
+2. Trading Systems and Methods — Kaufman (use as reference)
+3. The Mathematics of Money Management — Vince
+4. The Leverage Space Trading Model — Vince
+5. Testing and Tuning Market Trading Systems
+
+### Phase 5 — Specialized / Optional
+
+1. Assessing and Improving Prediction and Classification (C++ heavy, niche)
+2. Trading on Sentiment (alt data / NLP, very specialized)
+3. Numerical Recipes (reference only, don't read cover to cover)
+4. Measure Theory (only if you want pure math depth — lowest ROI for bots)
+
 ### Missing textbooks

 - Systematic Trading: A unique new method for designing trading and investing systems
@@ -0,0 +1,7 @@
+# Algorithmic Trading - Winning Strategies and their rationale
+
+[pdf](./Algorithmic%20Trading%20Winning%20Strategies%20and%20their%20rationale.pdf)
+
+total pages=225
+
+**Currently reading:** chapter 1, page 1