Recommended reading
15-05-2024
Python
- https://www.amazon.co.uk/Effective-Python-Specific-Software-Development/dp/0134853989
- https://www.amazon.co.uk/Python-Tricks-Buffet-Awesome-Features/dp/1775093301
- https://www.amazon.com/Architecture-Patterns-Python-Domain-Driven-Microservices/dp/1492052205
- https://www.amazon.co.uk/Python-Testing-pytest-Brian-Okken/dp/1680502409
- https://www.amazon.com/Designing-Data-Intensive-Applications-Reliable-Maintainable/dp/B08VL1BLHB/
Quant / ML
- Machine Learning for Asset Managers (Elements in Quantitative Finance), Marcos Lopez de Prado
- Advances in Financial Machine Learning, Marcos Lopez de Prado
- Quantitative Equity Portfolio Management, Eric Sorenson
- The Hundred-Page Machine Learning Book, Andriy Burkov
- Deep Learning with Python, Francois Chollet
- Hands-On Machine Learning with Scikit-Learn and TensorFlow, Aurélien Géron
- Machine Learning for Algorithmic Trading, Stefan Jansen
- Modern Time Series Forecasting with Python, Manu Joseph
- Quantitative Finance with Python, Chris Kelliher
Project management / reflections
- https://blog.jnbrymn.com/2023/05/20/primary-objective-of-software-design.html
- https://www.paulgraham.com/makersschedule.html
- https://blog.crisp.se/2016/01/25/henrikkniberg/making-sense-of-mvp
- https://theengineeringmanager.substack.com/p/removing-uncertainty-the-tip-of-the
- https://mitchellh.com/writing/building-large-technical-projects
- https://www.artima.com/articles/the-simplest-thing-that-could-possibly-work
- https://webrauser.com/2022/08/16/how-do-small-teams-have-a-big-impact-in-large-companies/
- https://danluu.com/culture/
- https://medium.com/@daniel.heller/ten-principles-for-growth-69015e08c35b
- https://seattledataguy.substack.com/p/navigating-the-pitfalls-of-data-projects
- https://norvig.com/21-days.html
- https://www.hillelwayne.com/post/software-friction/
- https://cacm.acm.org/research/10-things-software-developers-should-learn-about-learning/
- https://blog.samaltman.com/what-i-wish-someone-had-told-me
Design patterns
- https://refactoring.guru/design-patterns/python - design patterns (creational, structural, behavioral)
- https://python-patterns.guide/ - implementation in python
- https://effectivepython.com/ - highly recommend, writing pythonic code
- https://benhoyt.com/writings/python-api-design/ - writing pythonic code
Software engineering
- https://abseil.io/resources/swe-book/html/toc.html - highly recommend, great overview of software engineering
- https://www.oreilly.com/library/view/97-things-every/9780596809515/
- https://www.amazon.com/Philosophy-Software-Design-2nd-ebook/dp/B09B8LFKQL
- https://pragprog.com/titles/tpp20/the-pragmatic-programmer-20th-anniversary-edition/
Systems design
- https://github.com/ByteByteGoHq/system-design-101 - highly recommend, thinking about systems at scale
- https://www.amazon.com/Designing-Data-Intensive-Applications-Reliable-Maintainable/dp/B08VL1BLHB/