Library
A shelf carved into the cavern wall. Pull a book out to read the note.
A short, curated shelf rather than everything I have read. Right now I am reading Designing Data-Intensive Applications.
Quant & finance
Options, Futures, and Other Derivatives
The reference I still open when I need to remember exactly how a convention is defined.
Fooled by Randomness
A good antidote to reading too much into a backtest. Bellwether grades its own signals partly because of this book.
Engineering
Designing Data-Intensive Applications
The book that made me think of a data platform as a set of guarantees rather than a set of jobs.
The Pragmatic Programmer
Read it early, re-read it after a few years of real work. It lands differently the second time.
Designing Machine Learning Systems
The gap between a model in a notebook and a model in production, laid out honestly. Data pipelines, monitoring and feedback loops get the attention they deserve.
AI Engineering
Building on top of foundation models as an engineering discipline: evaluation, retrieval, agents and the cost of getting them wrong.