The Man Who Solved the Market
Buy (No Affiliate Link) →The biography of Jim Simons and Renaissance Technologies — the most successful quantitative trading firm in history. Zuckerman does an excellent job of making complex quantitative concepts accessible while telling a genuinely fascinating human story. You won't learn Medallion Fund's strategies (they remain secret), but you'll understand the philosophy of finding hidden patterns in noisy data, the importance of hiring exceptional people, and why the marriage of mathematics and markets created something extraordinary. Loses points because it's ultimately a biography rather than an educational text — inspiring but not instructional.
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For another financial markets narrative, see Flash Boys. To actually get started with quantitative approaches, see Algorithmic Trading by Ernest Chan. Browse our Biographies & Memoirs category.