Wyandanch Library
Open Source Finance Education
> From Menger to machine learning._
A free, structured curriculum for learning investing and quantitative finance from first principles. 25 readings across 8 progressive levels.
>Choose Your Track_Four paths through the curriculum
>Browse by Topic_Explore by subject area
The Canon
Essential texts every investor should read
> Principles of Economics> The Theory of Price> A Business History of Finance> Berkshire Hathaway Shareholder Letters> Common Stocks and Uncommon Profits> Oaktree Capital Memos> Reminiscences of a Stock Operator> The General Theory of Employment, Interest, and Money> Prices and Production> The Little Book of Valuation
10 texts
Quantitative Methods
Econometrics, statistics, and computational techniques
> Quantitative Foundations> Econometrics & FX> GARCH 101> Model Implementation> Stochastic Volatility Models> Differential Machine Learning> Quasi-Random Number Generation
7 texts
Factor Models & Portfolio Construction
Alpha research, factor evaluation, and systematic strategies
> From Theory to Application> Systematic Indices> Gappy Lecture 1: Alpha Research> Gappy Lecture 2: Factor Models> Gappy Lecture 3: Factor Evaluation
5 texts
Markets & Execution
Microstructure, trading, derivatives, and commodities
> Reminiscences of a Stock Operator> Physical & Financial Commodities> Model Implementation> Derivative Portfolio Management> Market Microstructure & Trading
5 texts
Economics & Macro
Economic theory, monetary policy, and business cycles
> Principles of Economics> The Theory of Price> The General Theory of Employment, Interest, and Money> Prices and Production> Econometrics & FX
5 texts