Regardless of which industry you are employed in, it’s always a good idea to know the background and history of that industry. The Quants by Scott Patterson is one such book which covers the origins of quantitative trading through the lives of some of most famous quant researchers. The book focuses on the story of Ed Thorp, Ken Griffin, Peter Muller and Jim Simons.
The book begins with an introduction of Ed Thorp, a brilliant mathematician who went from using math to win at blackjack to using complicated formulas and pricing techniques to beating the stock market. He is the author of the famous books, Beat the Dealer and Beat the Market. Most of the quants mentioned in the book have had some sort of connection to Ed Thorp whether it be that they knew him personally or were inspired by his books.