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Elements of Information Theory

Thomas M. Cover and Joy A. Thomas

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Mathematics Computing Science information theory

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ytersDec 12, 2018

Elements of Information Theory by Cover and Thomas. Very accessible overview of the field.

Read comment Books from this discussion: Ask HN: Books you read in 2018?

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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Causality

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