Books

Well, Books and Resources Actually…

“If you think education is expensive, try ignorance” - Unknown

I read, build things, and take online courses. A lot.

So much so, that people will often come to me asking for the best technical resources I’m aware of in different areas. To me, the benefit of possibly gaining just one small insight from a book is easily worth the price. Below are some of the resources I recommend (with comments). This is a work in progress - I add things when I remember to, but you can consider it largely incomplete for now.

System Design

• Designing Data-Intensive Applications is of the best technical books I’ve ever read.
• Web Scalability for Startup Engineers
• Grokking the System Design Interview the online coursed (paid)
• A Cloud Guru online course (paid) for AWS solutions architect certifications
• System Design Primer mostly for the links at the bottom

Actually building systems is easily the most helpful thing to learning system design.

Bayesian Stats / Modelling

• Statistical Rethinking the book and the course
  Version 2 of the book is coming out sometime in 2020, which looks even better than the original based on some drafts I’ve seen from Richard McElreath’s website.
• Probability Theory: The Science of Logic
• Bayesian Data Analysis and Gelmans Blog

Finance

The field of finance is quite large. These are some of the less technical books that I’ve enjoyed.

• Expected Returns
• Advances in Financial Machine Learning
• Financial Time Series
• The Complete Guide to Capital Markets for Quantitative Professionals is good for anyone new to finance and looking to get an overview

Some of the “classics”

• Read classic finance papers (I’ll elaborate when I get time)
• Extraordinary Popular Delusions and The Madness of Crowds
• Common Stocks and Uncommon Profits and Other Writings
• One Up On Wall Street
• Margin of Saftey by Seth Klarman (out of print)
• You Can Be A Stock Market Genius + other books by Joel Greenblatt
• The Intelligent Investor

Math (Linear Algebra Mostly)

• Linear Algebra and its Applications
• Challenging Mathematical Problems With Elementary Solutions, Vol. 1 Interesting math problems/puzzles
• Fifty Challenging Problems in Probability with Solutions

Machine Learning

• Elements of Statistical Learning 2 (aka ESL2) Well known for a reason and offered for free online. Also see An Introduction to Statistical Learning (aka ISL) for a more introductory text
• Pattern Recognition and Machine Learning
• Machine Learning: A Probabilistic Perspective
• Information Theory, Inference and Learning Algorithms
• Data Analysis Using Regression and Multilevel/Hierarchical Models The best book on regressions that I’ve found. And check out Gelman’s wonderful blog as well.

Deep Learning

I’ve skimmed a few deep learning books and nothing has caught my eye - the field is just moving too fast right now and the understanding of how even the basics work is changing.

• Fast.ai
• Twitter
• Read papers

Stats/Probability

• All of Statistics
• Think Stats

Python

• High Performance Python I haven’t looked at too many Python books in the past few years, but this one has stuck out as a good one. The second edition is also being released sometime in 2020.

Big Data

• High Performance Spark A little outdated, but good for the basics.

CS + Other Software

• Operating Systems: 3 Easy Pieces
• Site Reliability Engineering

Databases

• Cassandra and Dynamo white papers
• CMU Database videos

Algos and Data Structures

• Leetcode or HackerRank for algo practice