Here are some Recommended Books by Topic.

Data Science

Ace the Data Science Interview

A long list of questions for preparing for the Data Science Interview with detailed solutions. Great for preparing, not great for learning the material for the first time. You can find me talking about some of the questions on my YouTube Channel.

Pattern Recognition

Well-written book going over many of the fundamental principles in Machine Learning. A bit mathematically heavy.

Elements of Statistical Learning

Can be a good reference for Learning some of the statistical underpinnings of Machine Learning.

Math

Feller’s Probability

A classic text on probability, delving into intuition, formalism, and applications.

Stein and Shakarchi’s Analysis

Phenomenal book on graduate level real analysis. Must read series of 4 books, including Fourier Analysis, Complex Analysis and Functional Analysis. Covers the heat equation, Brownian motion, and the Central Limit Theorem from an analytic perspective.

General

Principles

Ray Dalio discusses some of the principles he believed helped him become successful.

My Life as a Quant

Emanuel Derman juxtaposes his life in academia to that of being a Wall Street Quant.

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