I selected the top 10 books which explain the philosophy and practice behind the quantitative approach to investing. The list does not cover essential books on value investing in general (you can find good lists here, here and here). If you wish to deeply understand why Quant Investing is an excellent way to beat the market, and if you wish to understand the many facets of Quant Investing, take your time and start reading…one book at a time.
Have you ever read an academic paper on investing? Although the task may sound daunting and dull, you may find that it is not necessarily so. While all papers follow a well-defined form, the best investing researchers write wit-fully, with a touch of humor and even sarcasm. Scientific accuracy is not compromised, resulting in a worthwhile endeavor.
In Alphabetical order.