Best Books & Courses for Quants
Preparing for interviews requires the right study materials. Here are the industry-standard texts and courses recommended by current traders.
You don't need a PhD to become a quant, but you do need to master the fundamentals. The books below are considered "standard issue" for interview prep. If you only read one, make it the "Green Book".
1. The "Must Reads" (Interview Prep)
"A Practical Guide to Quantitative Finance Interviews"
by Xinfeng Zhou
Known simply as "The Green Book". This is the bible of quant interviews. It covers probability, calculus, and linear algebra problems that appear verbatim in interviews.
- Level: Intermediate
- Focus: General Math & Brainteasers
"Heard on the Street: Quantitative Questions from Wall Street Job Interviews"
by Timothy Falcon Crack
A massive collection of questions. It's less structured than the Green Book but contains a wider variety of logic puzzles and non-standard questions.
- Level: Beginner to Advanced
- Focus: Logic & Brainteasers
"Fifty Challenging Problems in Probability with Solutions"
by Frederick Mosteller
A classic. If you want to deeply understand probability intuition rather than just formula memorization, this is the book. The "Coupon Collector" and "Gambler's Ruin" explanations are legendary.
- Level: Beginner
- Focus: Pure Probability
2. Technical & Theory Books
The "Bible" of derivatives. Essential if you are interviewing for an Options Desk or a classical specific role. It's dense but comprehensive.
For Quant Devs. READ THIS. Interviews will ask specifically about items from this book (e.g., "Why should you use objects to manage resources?").
3. Interactive Courses
Books are great for theory, but you need to practice under time pressure.
- Zetamac: Free mental math tool. The industry standard for checking if your arithmetic is fast enough.
- Coursera - Financial Engineering Part I & II: A more academic look at the math behind pricing models. Good for resume padding for researchers.
- Cracked (This Platform): We built Cracked because books lack interactivity. We combine the theory of the Green Book with the practice of LeetCode.