1. "Advances in Financial Machine Learning" (López de Prado) — ML for trading
2. "Machine Learning for Factor Investing" (Cederburg) — Factor models
3. "The Intelligent Investor" (Graham) — Value investing foundation
4. "A Man for All Markets" (Thorp) — Legendary quant memoir
5. "Market Microstructure in Practice" (Laruelle) — HFT focus
• Fama-French 5-factor model papers
• "A High-Frequency Algorithmic Trading Strategy" (Aldridge)
• Deep RL for trading papers (2019-2023)
• All papers available on arXiv and SSRN free
• Coursera: Financial Engineering (Columbia)
• MIT OpenCourseWare: Sloan Finance courses
• YouTube: QuantInsti lectures
• Interactive Brokers: Free webinars on quant