Books
If I could use only 4 books to teach someone about investing, it would be these 4.
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
by Nassim Taleb
The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin and Reward
by Benoit Mandelbrot
The Great Depression: A Diary
Diary of Lawyer Daniel B. Roth
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It
by Scott Patterson
Web Tools
I've spent/wasted many hours on the web looking for good research and simple tools that can save me time. These are the sites I use on a regular basis.
CXO Advisory
cxoadvisory.com
ETF Replay
ETFreplay.com
VIX and More
vixandmore.blogspot.com
Six Figure Investing
sixfigureinvesting.com
Index Universe
indexuniverse.com
Stock Charts
stockcharts.com
Yahoo! Finance
finance.yahoo.com
Google Finance
google.ca/finance
Khan Academy
khanacademy.org
Investopedia
investopedia.com
Mint
mint.com
Research Docs
Ultimate Publicly Available Research Docs
(The FAJ article is restricted to their members)
Convergent and Divergent Strategies
Altegris July 2012
The Allocator
HSBC June 2011
Untangling Skill and Luck
M. Mauboussin Legg Mason July 2010
I Want to Break Free
James Montier GMO May 2010
Risk of Loss: Should investors shift from bonds because of the prospect of rising interest rates?
Vanguard July 2010
The Austrians and the Swan
Universa Working White Paper May 2010
The Illusion of Thin Tails Under Aggregation
Nassim Taleb January 2012
Beat the Market: A Scientific Stock Market System
Edward Thorp 1967
Volatility of an Impossible Object: Risk, Fear and Safety in Games of Perception
Artemis September 2012
Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?
CFA October 2012
available to CFA subscribers