Nerds on Wall Street: Math, Machines and Wired Markets
David J. Leinweber
I got this book at a finance conference yesterday and read it all the way on the plane home. Bear in mind I almost always sleep on the plane from lift off to touchdown, but I couldn't put this one down.
The history sections are simply superb and the well-chosen pictures tell excellent stories. And it is representative of the book in that it gives perspective.
In short, that's what this book offers: a step-back overview of technological progress on Wall Street. The specific chapters also do a great job reviewing particularly important recent and not-so-recent innovations, from textual analysis to genetic algorithms.
And of course, it is quite fun to read.
