- Active Portfolio Management by Grinold & Kahn. Provides solid overview of fundamental quantitative approaches. Good reference for hedge fund managers. Used by Balch in his course. It can be found on GaTech Library as an ebook http://finder.library.gatech.edu/vufind/Record/651256 (click "Internet" area at the bottom of the page) 2010SPR8803.
- Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series) (Hardcover) by Christian L. Dunis (Editor), Jason Laws (Editor), Patrick Naïm (Editor)
Python Tools We Use in the Class
- Video tutorials
- Python Fundamentals Screencast series
- Python tutorial videos from Google
- Khan Academy - Computer Science
- Pycon 2010 : Python 101
- Advanced iteration tutorial from Pycon 2013: Loop Like a Native by Ned Batchelder
- Loop like a native: while, for, iterators, generators
- Wes McKinney Data Wrangling Kung Fu With pandas video from PyDataSV
- Chang She Practical Time Series Modeling and Analysis video presentation from PyDataSV
- Practical Programming: An Introduction to Computer Science Using Python
- Python Programming: An Introduction to Computer Science
- Learning Python by Lutz.
- Learning Python by Lutz & Ascher
- Open book project - Python
- Think Python
- Wes McKinney's book has an appendix with a python overview
- Zed Shaw's "Learn Python the Hard Way"
- Dive into Python
- ipython: IronPython
- Possibly useful Python libraries.
- Financial Blogs/Sites
- Financial Books
- Terms and Definations
Brokers for Paper Trading
- thinkorswim paper money: Go through the registration process up until they ask for a social security number. You can stop at that point because you now have a valid login. You can login to paper money at page which is linked on the main login screen but isn't immediately obvious.
- Virtual Stock Exchange - MarketWatch: Although the interface is not as good as thinkorswim, it is a good alternative.
Private Game for CS 8803 on MarketWatch: ID: GATECH8803 - Name: GATECH CS 8803 - Password: burdell
- CBOE Paper Trading: Decent paper trading account that allows you to trade options as well as basic equities.