Most of the way through The Quants and it is delicious reading. While a lot is review for someone who is well versed in quant history, there are some interesting tidbits. Like how the quant grandfather Thorp (also known as probably #2 top performing HF of all time next to Rentec’s Simons) reviewed Madoff’s performance and trades way back in 1991 and decided they were impossible.
I got a few books ordered before my self imposed book buying ban, and two landed today.
How Markets Fail: The Logic of Economic Calamities – by Cassidy