awesome-programming-resources
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My curated collection of great sources of information for programming
awesome-programming-resources
My curated collection of great sources of information for programming
The code inside substack was moved to AssemblyTales
Hardware
Landmark 2007 paper from Ulrich Drepper What Every Programmer Should Know About Memory
System V Application Binary Interface System V Application Binary Interface
Workload Tuning Guide for AMD EPYC 7002 Series Processor Based Servers
AMD64 Architecture Programmer's Manual - Application Programming May 2013
Intel Architecture Instruction Set Extensions and Future Reference - 2021
Intel 64 and IA32 Optimization Reference Manual - May 2020
Intel® 64 and IA-32 Architectures - Software Developer’s Manual - December 2022
Instruction Latencies and Throughput for Intel and AMD Processors - Agner 2019
Intel Instruction Set Reference (online)
RISC-V Instruction Set Manual 2019
AMD Software development manuals
FPGA
Unix
The GNU C Library Reference Manual [PDF]](https://www.gnu.org/software/libc/manual/pdf/libc.pdf) HTML
C++
C++ Standards Drafts on Github - sources only - needs to be compiled/generated
Latest C++ Standard - generated from above
Certification Process for Safety-Critical and Mission-Critical Aerospace Software - NASA Ames
Hashed and Hierarchical Timed Wheels
Scheduler Problem
Fast Efficient Fixed Size Memory Pools
Compilers
LLVM Tutor - A collection of out-of-tree LLVM passes for teaching and learning
CLANG Tutor - A collection of out-of-tree Clang plugins for teaching and learning
Assembly
Books
Finance
Risk & asset allocation:
Active Portfolio Management (Grinold & Kahn)
Quantitative Equity Portfolio Management
Quantitative Portfolio Management
"Equity Portfolio Management" (Fabozzi) https://www.amazon.com/Equity-Portfolio-Management-Frank-Fabozzi/dp/1883249406
"Advanced Portfolio Management" https://www.amazon.com/Advanced-Portfolio-Management-Fundamental-Investors
"Modern Invesment Management" (Litterman/GSAM) https://www.amazon.com/Modern-Investment-Management-Equilibrium-Approach/dp/0471124109#customerReviews
Analysis of financial time series:
"Anaysis of Financial Time Series" (Tsay) https://www.amazon.com/Analysis-Financial-Time-Ruey-Tsay/dp/0470414359
"Applied Econometric Time Series" https://www.amazon.com/Applied-Econometric-Wiley-Probability-Statistics
"Econometrics: A Modern Approach" https://www.amazon.com/Introductory-Econometrics-Modern-Approach-MindTap-dp-1337558869/dp/1337558869/
"Statistics & Data Analysis for Financial Engineering" https://www.amazon.com/dp/1461427495
Financial ML/Stats:
"The Elements of Statistical Learning" https://www.amazon.com/Elements-Statistical-Learning-Prediction-Statistics/dp/0387848576
"All of Statistics" https://www.amazon.com/All-Statistics-Statistical-Inference-Springer/dp/1441923225
"Advances in Financial ML" (Lopez de Prado) https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp/1119482089
"Linear Algebra Done Right" https://www.amazon.com/dp/0387982582
"Deep Reinforcement Learning" (Yuxi Li) https://arxiv.org/pdf/1810.06339
Options, derivatives, credit, FX, & commodities:
"Options, Futures, and Other Derivatives" (Hull) https://www.amazon.com/Options-Futures-Other-Derivatives-Global-dp-1292410655
"Stochastic Volatility Modeling" https://www.amazon.com/Stochastic-Volatility-Modeling-Financial-Mathematics/dp/1482244063
"Value at Risk" https://www.amazon.com/gp/product/0071464956
"Mathematical Methods for FX" https://www.amazon.com/gp/product/9810248237
"FX Options & Structued Products" https://www.amazon.com/Options-Structured-Products-Wiley-Finance/dp/1118471067
"Commodities & Commodity Derivatives" https://www.amazon.com/Commodities-Commodity-Derivatives-Modelling-Agriculturals/dp/0470012188
"Managing Credit Risk" (Altman) https://www.amazon.com/Managing-Credit-Risk-Challenge-Financial/dp/0470118725
"Credit Risk Modeling" https://www.amazon.com/gp/product/1584889926
"Bond Markets, Analysis, & Strategies" (Fabozzi) https://www.amazon.com/Bond-Markets-Analysis-Strategies-tenth-dp-026204627X/dp/026204627X/
"Valuation" (Damodoran - makes both lists) https://www.amazon.com/Investment-Valuation-Techniques-Determining-University/dp/1118130731