Library

Books

Here is the list of books I currently either have read, own, or plan on reading, roughly divided into categories:

Crypto and Privacy:

• Crypto by Steven Levy (ISBN 978-0-140-24432-8) — Read
• Five Eyes by Richard Kerbaj (ISBN 978-1-789-46558-7) — Currently reading
• The Cryptopians by Laura Shin (ISBN 978-1-541-76301-2) — Read
• The Machine War by Noah Kumin (ISBN 979-8-218-29364-2) — Read
• The Trial of Julian Assange by Nils Melzer (ISBN 978-1-839-76622-0) — Read

Law and Society:

• A Republic, if you can keep it by Neil Gorsuch (ISBN 978-0-525-57678-5) — Read
• Sapiens by Yuval Noah Harari (ISBN 978-0-099-59008-8) — Read
• Scalia Speaks by Antonin Scalia (ISBN 978-0-525-57332-6) — Read
• The Federalist by Hamilton, Madison, and Jay (ISBN 978-0-521-00121-2) — Own, will read
• The Republic by Plato (ISBN 978-0-140-45511-3) — Read

Trading:

• Alpha Trader by Brent Donnelly (ISBN 978-1-736-73981-5) — Read
• Finding Alphas by Igor Tulchinsky et al. (ISBN 978-1-119-57121-6) — Read
• Liar’s Poker by Michael Lewis (ISBN 978-0-393-33869-0) — Read
• Option Volatility and Pricing by Sheldon Natenberg (ISBN 978-0-071-81877-3) — Read
• Options, Futures and Other Derivatives by John C. Hull (ISBN 978-1-292-41065-4) — Read

Other:

• Fashion, Faith and Fantasy by Roger Penrose (ISBN 978-0-691-17853-0) — Own, will read
• Goedel, Escher, Bach by Douglas R. Hofstadter (ISBN 978-0-465-02656-2) — Read
• How To Change Your Mind by Michael Pollan (ISBN 978-0-141-98513-8) — Read

Whitepapers and Textbooks

Here is the list of whitepapers or textbooks that I have read through and particularly enjoyed:

Mathematics

• Pattern Recognition and Machine Learning (Textbook) by Christopher M. Bishop (ISBN 978-0-387-31073-2)

Trading

• More Than You Ever Wanted To Know About Volatility Swaps by Kresimir Demeterfi et al. (https://emanuelderman.com/wp-content/uploads/1999/02/gs-volatility_swaps.pdf)
• Pricing with a Smile by Bruno Dupire (https://www.risk.net/derivatives/equity-derivatives/1500211/pricing-with-a-smile)
• The Micro-Price: A High Frequency Estimator of Future Prices by Sasha Stoikov (https://dx.doi.org/10.2139/ssrn.2970694)