MATHEMATICS PRIMER Primer for Quantitative analysis Calculus Schum series by Frank Ayres and Elliot Mendelson Linera

Algebra Schum series by Lipschtuz and Lipson

Probability ( scum series by Hwei Hsu ) Ronald Meester as reference Differential Equations ( Schum series by Bronsan R)

TRADING STRATEGIES DEVELOPMENT 1 2 3 4

Van Tharp Robert pardo Tushar Chande Trading systems by Urban jaekle & Emilio Tomasini

5 6 7 8 9

Encylopedia of trading of trading strategies George W taylor Linda Rashke Day Trading by Toby Crabel Volatility Edge in Options Trading by Jeff Augen
OPTIONS

1 Willmott (2 books) 2 John C Hull 3 Neftici STATISTICAL BASED STARTEGY 1 Time series anlaysis ( Brockwell & Davis) 2 Monte Carlo Simulation ( Glasserman & Peter Jackel) 5 BEHAVIOURAL ANALYSIS Elliotwave Gann Fibonnaci Price patterns

MONEY MANAGEMENT TECHNIQUES

1 Nauzer balsara SOFTWARE 1 C++ and R

4 months

Whole book. Whole book. Chapters 1-8 from the book Hwei Hsu. To understand the Chapters 1-9

These deals with the theoritical aspect of trading strategies development 2 month Practical examples of trading strategies which we can modify according to ur needs and goals

1 month

These four books teaches the same subject. We can decide which chapters to read from which book. The books teaches pricing, volatility estimates of derivatives

7 months

Forecasting, modelling and deriving statistical based trading strategy) Simulation and pricing of derivatives

7 months

7 months

This tool is to be included in the trading strategy development process

1 month

Statitical based strategy, prcing

Chapters

Part I and Part V of Quantitative finance by paul Willmott. Chapter 1-9 on Paul Willmott Introduces Quantitative finance To be decided Chapter I-V

To be decided

Financial Applications

Advanced studies 1 Stochastic calculus in Finance I, Shreve 2 Stochastic calculus in Finance II, Shreve 3 Volatility Surface, Jim gatheral

4 David Ruppert 5 Optimisation techniques 6 7 8 9 10 finite difference equations statistical and machine learning Dynamic Hedging Stochastic modelling Advanced econometrics

Chapter I-V

Statistical based trading strategy development grinold Kahn Daniel Duffy university of washighton Nasim taleb from the MSE _ IGNOU course from the MSE _ IGNOU course

5 months