Most Popular Books from the Bloggers at Quantocracy

Below is a list of all of the books written by all of the folks on our quantitative trading blogroll, sorted by Amazon sales rank from most to least popular. I did the legwork for a new page I’m putting together for the site (similar to what we used to have at The Whole Street), and thought it worth sharing.

Biggest non-surprise? Faber is killing it. Biggest surprise? Howard Bandy is killing it almost equally hard. Good stuff gentlemen. Click on the book title to read more at Amazon.

Author	Book Title	Rank
Meb Faber	Global Asset Allocation: A Survey of the World’s Top Asset Allocation Strategies	12586
Statistical Ideas	Statistics Topics	19540
Alpha Architect	DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth	27849
Howard Bandy	Mean Reversion Trading Systems	33223
Dual Momentum	Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk	39889
Howard Bandy	Quantitative Technical Analysis: An Integrated Approach to Trading System Development and Trading Management	51147
Meb Faber	Global Value: How to Spot Bubbles, Avoid Market Crashes, and Earn Big Returns in the Stock Market	51706
Meb Faber	Shareholder Yield: A Better Approach to Dividend Investing	54386
Howard Bandy	Quantitative Trading Systems	56233
Investment Idiocy	Systematic Trading: A Unique New Method for Designing Trading and Investing Systems	65183
Meb Faber	The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets	78333
Following the Trend	Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies	86615
Following the Trend	Following the Trend: Diversified Managed Futures Trading	101297
Howard Bandy	Modeling Trading System Performance	111440
Larry Connors & Cesar Alvarez	Short Term Trading Strategies That Work	131942
R for Traders	Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective	184732
Alpha Architect	Quantitative Value: A Practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors	186673
Factor Wave	Volatility Trading	210912
EP Chan	Algorithmic Trading: Winning Strategies and Their Rationale	245332
EP Chan	Quantitative Trading: How to Build Your Own Algorithmic Trading Business	267062
Trader Edge	Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing, Adjusting, and Trading Any Option Income Strategy	298531
Larry Connors & Cesar Alvarez	High Probability ETF Trading: 7 Professional Strategies to Improve Your ETF Trading	328808
Greenbackd	Deep Value: Why Activist Investors and Other Contrarians Battle for Control of Losing Corporations	354828
Larry Connors & Cesar Alvarez	How Markets Really Work: Quantitative Guide to Stock Market Behavior	377306
Falkenblog	The Missing Risk Premium: Why Low Volatility Investing Works	492650
Trader Edge	Exploiting Earnings Volatility: A New Approach to Evaluating, Optimizing, and Trading Option Strategies to Profit from Earnings Announcements	528542
Factor Wave	Option Trading: Pricing and Volatility Strategies and Techniques	777402
Jay on the Markets	Seasonal Stock Market Trends: The Definitive Guide to Calendar-Based Stock Market Trading	1227918
Falkenblog	Finding Alpha: The Search for Alpha When Risk and Return Break Down	1243587