Shoshin

Market Microstructure

  • Maureen O'Hara - Market Microstructure Theory

  • Albert Kyle (1985) - Continuous Auctions and Insider Trading

  • Robert Almgren & Neil Chriss (2000) - Optimal Execution of Portfolio Transactions

  • Larry Harris - Trading and Exchanges

  • Olivier Gueant - The Financial Mathematics of Market Liquidity

  • Alvaro Cartea, Sebastian Jaimungal, Jose Penalva - Algorithmic and High-Frequency Trading

  • Thierry Foucault, Marco Pagano, Ailsa Roell - Market Liquidity: Theory, Evidence, and Policy

  • Michael Gould et al. (2013) - Limit Order Books

Philosophy and Zen

  • Shunryu Suzuki - Zen Mind, Beginner's Mind

  • Laozi - Tao Te Ching

  • Kakuzo Okakura - The Book of Tea

  • Marcus Aurelius - Meditations

  • Robert Pirsig - Zen and the Art of Motorcycle Maintenance

  • Rainer Maria Rilke - Letters to a Young Poet

Fiction and Literature

  • Kazuo Ishiguro - The Remains of the Day

  • Richard Powers - The Overstory

  • Italo Calvino - If on a winter's night a traveler

  • Hermann Hesse - Siddhartha

  • Mikhail Bulgakov - The Master and Margarita

  • Amitav Ghosh - The Glass Palace

  • Italo Calvino - Invisible Cities

Mathematics

  • David Williams - Probability with Martingales

  • Steven Shreve - Stochastic Calculus for Finance II

  • Terence Tao - Analysis I & II

  • Gregory Lawler - Introduction to Stochastic Processes

  • Fleming & Soner - Controlled Markov Processes and Viscosity Solutions

Sanskrit and Classical Texts

  • Vyasa - Bhagavad Gita

  • Kautilya - Arthashastra

  • Patanjali - Yoga Sutras

  • Kalidasa - Shakuntala