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Causality

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Mathematics Science causal inference

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THE WORD OF MOUTH

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Original Hacker News comments, in the readers’ own words.

eykanalOct 31, 2011

I own and have read Pearl's book "Causality", and it does not relate to finance at all. It's a good book otherwise, though.

Read comment Books from this discussion: Good books for hackers interested in quant finance?

zetaOct 31, 2011

Causality by Judea Pearl, Probability by Jaynes & Elements of Information Theory by Cover. The above will help you design trading strategies. For modelling derivatives and such, you'll have to check out books on stochastic calculus (not my thing, so can't help there).

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Elements of Information Theory

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