Jun

15

 I strongly recommend the book Markets, Games, & Strategic Behavior by Charles A. Holt.

It is an outstanding compendium of real executable games for speculative minds. This book has been structured very well. In the process of playing a lot of games that are worked out in this book (through an associate web based free utility for most of them), one is bound to build and discover many new ones and several great variations.

Kindly do spend your valuable time reading through at least the first few pages and hopefully a game or two, and you will likely be convinced of the utility of this good work.

Perhaps at the upcoming Spec Party some of these could be played. I would imagine with the web based utility all the DNA of the Spec list can participate in them one by one from wherever we all are. It could be a new burst of thought and energy in this learning group with such diverse minds and such diverse games ranging from almost every aspect of the market and including probability matching, lottery choice anomalies, Information Learning and Signalling, Takeover games, Auctions, Statistical Discrimination, Information cascades, Co-ordination, market manipulation, Traveller's Dilemma, Volunteer's Dilemma etc. etc.

I am just 10% in to the book and am craving to have this throughly played between all Spec List colleagues over time across the internet.

Experimental learning, if you might grant a euphimisim, could be a refreshing new thing for us Speclisters.


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2 Comments so far

  1. Pitt Maner on June 16, 2010 4:05 pm

    Dr. Holt’s webpage is here and includes free online software related to the book mentioned:

    http://people.virginia.edu/~cah2k/

  2. douglas roberts dimick on June 20, 2010 8:25 am

    Back to May 2009…

    “What other great books on their fields have carry over value or are beautiful in themselves?”

    Here is an initial draft of a master list of books recommended or cited at daspec since May 2009 – not sure of the reason for stopping here except for falling asleep. Thus, be assured that it is incomplete and flawed with omissions and commissions galore.

    Perhaps there might be a vote to prioritize?

    In that democratic spirit, refreshed from my Tocqueville commentary, an offering of one of his quotes as a thought toward devising a standard for inclusion within this listing: “There is hardly a pioneer’s hut which does not contain a few odd volumes of Shakespeare. I remember reading the feudal drama of Henry V for the first time in a log cabin.”

    Thus, regarding what would be on the shelf of any given so-and-so concerning any given topic…

    Nagi on fencing

    Bacon on speculation

    Wiswell on checkers

    Caples on advertising

    Williams on trading

    Tilden on spin of ball

    The Science of Swimming by James E. Counsilman

    More Money Than God - Hedge Funds and the Making of a New Elite by Sebastian Mallaby

    Trout by Ray Bergman

    Scarne’s New Complete Guide to Gambling

    You Can Negotiate Anything by Herb Cohen

    Louis L’Amour’s Education of a Wandering Man

    Nock, H. L Mencken, and Darwin

    Karate: Technique and Spirit by Tadashi Nakamura

    The Dangerous Book for Boys by Hal Iggulden

    Message to Garcia by Elbert Hubbard

    How to Win Friends and Influence People by Dale Carnegie

    Strategy in Poker, Business & War by John McDonald and Robert Osborn

    The Broker’s Edge; How to sell securities in any market by Steven Drozdeck and Karl Gretz

    Selling The Invisible by Harry Beckwith

    The Baseball Codes by Jason Turbow

    Horse Trading by Ben Greene

    Fortman’s Basic Checkers

    A Season on the Mat: Dan Gable

    Pursuit of Perfection by Nolan Zavora

    Living with Children by G. Patterson

    Parents and Adolescents by G. Patterson

    Conan The Conqueror by R. Howard

    Chess Secrets I Learned from the Masters by Edward Lasker

    John Gardner: The Art of Fiction; Notes on Craft for Young Writers (1983) and

    On Becoming a Novelist (1983)

    The Flavor Bible: The Essential Guide to Culinary Creativity, Based on the Wisdom of America’s Most Imaginative Chefs by Karen Page and Andrew Dornenburg

    Roasting-A Simple Art by Barbara Kafka, Maria Robledo

    Outlaw Cook by John Thorne

    The Way to Cook by Julia Child

    Markets, Games, & Strategic Behavior by Charles A. Holt

    Caught Inside: a Surfer’s year on the California Coast by Daniel Duane

    The Grapes of Wrath by John Steinbeck

    Law of the Jungle by John Otis

    The Intelligence Investor by Benjamin Graman

    Feynman Lectures on the Web, from Bill Egan

    Why The Best-Laid Investment Plans Usually Go Wrong by Harry Browne

    Copies of published newsletter by the late Louis Rukeyser

    Patrick O’ Brian books

    Dean King’s A Sea of Words

    1960s Chicago Federal Reserve Bank booklet entitled Modern Money Mechanics

    Pattern Recognition, 4th ed. by Theodoridis and Koutroumbas

    2nd edition of Hastie et al.’s The Elements of Statistical Learning — free as a pdf

    Bishop’s Pattern Recognition and Machine Learning

    The Works of Guy De Maupassant, 1903 first edition

    A Journey into Rabelais’s France, Nock

    Wald’s book Sequential Analysis

    Oliver Sacks included in his book The Man Who Mistook His Wife for a Hat

    Lorie and Roberts’ book on marketing

    The Mountaineering Handbook by Connally, Craig

    Glacier Travel and Crevasse Rescue

    Oliver Sacks, The Man Who Mistook His Wife for a Hat

    The Road by Cormac McCarthy

    McCarthy’s Blood Meridian, or the Evening Redness in the West, Blood Meridian, or the Evening Redness in the West

    Dante

    Poe

    De Sade

    Melville

    Faulkner

    Flannery O’Connor

    William Styron

    In the heart of the Sea, Nathaniel Philbrick

    Moby Dick, Herman Melville

    The ‘Code’: Ten unwritten baseball rules you might not know By Jason Turbow

    Swindled: The Dark History of Food Fraud, from Poisoned Candy to Counterfeit Coffee by Bee Wilson

    Water for Elephants

    The Lovely Bones

    Old Home Town by Rose Wilder Lane

    Virginia Postrel’s book The Substance of Style

    Galton’s The Art of Travel

    The Story about Ping

    The Upside of Turbulence by Donald Sull

    Books by Ralph Vince

    FEE essay, The House that Uncle Sam Built

    Andrew Odlyzko’s online essay Collective hallucinations and inefficient markets: The British Railway Mania of the 1840s

    Judgment under Uncertainty: Heuristics and Biases, Cambridge

    Kahnemann, Tversky (eds): Choices, Values and Frames, Cambridge- Slovic et al: The Perception of Risk, Earthscan

    Taleb: The Black Swan

    Penguin- Popper: The Logic of Scientific Discovery, Routledge

    Thaler: Advances in Behavioral Finance (Vol II), Princeton Publishing

    Peterson: Inside the Investor’s Brain, Wiley- Forbes: Behavioural Finance

    Gauch: Scientific Method in Practice, Cambridge

    Chamley: Rational Herds: Economic Models of Social Learning, Cambridge

    James Montier, The Little Book of Behavioral Investing– How Not to Be Your Own Worst Enemy

    Dr. Aronson, Evidence-Based Technical Analysis, Wiley, 2006

    Burning Bright, Ron Rash

    Lao-Tzu

    Confucius

    Ayn Rand

    Niederhoffer & Co.

    Ken Smith,

    Aristotle,

    Franklin,

    Jefferson,

    Cowles Comprehensive Encyclopedia

    Morihei Ueshiba, The Art of Peace

    GM Davies is the author of Play 1 e4 e5: A Complete Repertoire for Black, Everyman, 2005

    Mika Waltari’s The Egyptian

    Sir Walter Scott’s Ivanhoe

    The Christmas Lectures

    Analysis of Financial Times Series by Tsay

    Musashi, Book of Five Rings

    Taming the Infinite

    Strogatz has received good reviews for his book The Calculus of Friendship

    Dan Ariely, Predictably Irrational

    Buy*ology, Truth and lies about why we buy, Martin Lindstrom

    Raising Your Child to be a Champion in Athletics, Arts, and Academics by Wayne Bryan and Woody Woodbur

    Philip L. Carret, his 1931 book, The Art of Speculation

    Beyond Candlesticks by Nison

    The Secret History of the Mongol Queens: How the Daughter of Genghis Khan Rescued His Empire

    Statistical Rules of Thumb, by Gerald van Belle

    The Dogs of Capitalism by Mitchell Jone

    The Selfish Gene, Richard Dawkins

    Van Belle - Statistical Rules of Thumb

    Sheshkin - Handbook of Parametric and Nonparametric Statistical Procedures

    Snedecor -Statistical Methods, 8th ed.

    Siegel - Nonparametric Statistics for the Behavioral Sciences, 2nd ed.(1988)

    Conover - Practical Nonparametric Statistics, 3rd ed.

    Martinez - Computational Statistics Handbook with Matlab, 2nd ed.

    Staying Alive in Avalanche Terrain, Bruce Tremper

    The Book of Chuang Tzu

    Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

    This Time is Different - Eight Centuries of Financial Folly, by Reinhart and Rogoff

    Derek Rowntree - ‘Statistics Without Tears’ and ‘The Manager’s Book of Checklists’

    Horse Trading by Ben Green

    The Secrets of Professional Turf Betting by Robert Bacon

    Zen and the Art of Motorcycle Maintenance by Robet Pirsig

    The Rules of Winning Chess by Nigel Davies

    Lobster Chronicles by Linda Greenlaw

    Michael Lewis - Moneyball

    A Terrible Splendor by Marshall Jon Fisher

    Shogun by James Clavell

    The Last Kings of Thule - Jean Malaurie

    Many of Giono’s books

    Many of Pierre Magnan books

    Dava Sobel - Longitude

    Order Out of Chaos by I. Prigogine

    L’imprévu by I. Ekeland (in french only)

    Des rythmes au chaos by P. Bergé, Y. Pomeau, M. Dubois-Gance, 1994

    Deep Simplicity: Bringing Order to Chaos and Complexity by John Gribbin

    The Foundations of Ethology by K. Lorenz

    Studies in Animal and Human Behavior by- K. Lorenz

    The First Three Minutes: A Modern View Of The Origin Of The Universe by Steven Weinberg

    Mononcle d’ Amérique by A. Resnais (in French only)

    The Botany of Desire by Michael Pollan

    A Hole in the Ground with a Liar at the Top: Fraud and Deceit in the Golden Age of American Mining

    The Complete Turtle Trader

    Heyne’s Economic Way of Thinking

    Practical Speculation

    Made to Stick by Chip Heath and Dan Heath

    Modern Principles: Microeconomics by Tyler Cowen and Alex Tabarrok

    Fred Hapgood’s 1993 book Up the Infinite Corridor: MIT and the Technical Imagination

    Getting Real

    Scientific Method in Practice by Hugh G. Gauch

    Psychology of Intelligence Analysis

    The Farming Game by Bryan Jones

    A Treasury of Deception: Liars, Misleaders, Hoodwinkers, and the Extraordinary True Stories of History’s Greatest Hoaxes, Fakes and Frauds by Michael Farquhar

    Stocks for the Long Run by Siegel

    Irrational Exuberance by Shiller

    Beating the Street by Lynch

    Trade Like a Hedge Fund: 20 Successful Uncorrelated Strategies & Techniques to Winning Profits by Altucher

    The Intelligent Investor by Benjamin Graham

    Common Stocks and Uncommon Profits and Other Writings by Fisher

    Futures: Fundamental Analysis by Schwager

    Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications by Murphy

    Contrarian Investment Strategies - The Next Generation, Dreyman

    Trend Following: How Great Traders Make Millions in Up or Down Markets, Covel

    Momentum Stock Selection: Using The Momentum Method For Maximum Profits, Bernstein

    Hostile Territory by Gerald Westerby

    The Gameby Neil Strauss

    Arthur Schopenhauer’s The Art of Controversy; also by a different title: The Art of Being Right

    A Random Walk Down Wall St., Malkiel

    Security Analysis by Dodd

    Atlas Shrugged

    BECOMING WINSTON CHURCHILL: The Untold Story of Young Winston and his American Mentor, by Michael McMenamin, Greenwood Publishers (2007)

    Our Enemy the State

    On Doing the Right Thing

    Memoirs of a Superflous Man [his autobiography and perhaps his best known book]

    Cogitations

    Isaiah’s Job

    The Criminality of the State

    The Jewish Problem in America

    Applied Longitudinal Data Analysis by Judith Singer and John Willett

    NurtureShock — New Thinking About Children, by Po Bronson & Ashley Merryman

    Bruce Bueno de Mesquita’s book Predictioneer’s Game

    The Art of Strategy: A Game Theorist’s Guide to Success in Business and Life by Avinash K. Dixit and Barry J. Nalebuff

    Buffalo for the Broken Heart, by Dan O’Brien, 2001

    Fourteen Methods of Operating in the Stock Market, published in 1918 by The Magazine of Wall Street

    Moneyball, by Michael Lewis

    Microtrends: The Small Forces Behind Tomorrow’s Big Changes, by Mark Penn

    The Heart of the World by Ian Baker

    Eye Movement Desensitization and Reprocessing (EMDR): Basic Principles, Protocols, and Procedures, 2nd Edition, by Francine Shapiro

    A Colossal Failure of Common Sense: The Inside Story of the Collapse of Lehman Brothers, by Larry McDonald and Patrick Robinson

    The Lost City of Z: A Tale of Deadly Obsession in the Amazon, by David Grann

    The Mystery of Numbers by Annemarie Schimmel

    Trend Following: Learn to Make Millions, FT Press, 2009

    The Complete Idiot’s Guide to Global Economics, Alpha, 2008

    The Logic of Life by Tim Harford

    Freakonomics by Leavitt and Dubner

    Discovering Your Inner Economist by Tyler Cowen

    Intelligence and How to Get It by Richard Nisbett

    The Bell Curve by Richard Herrnstein and Charles Murray

    Don’t Tread on Me by H. W. Crocker III

    Military Bookman

    Education of a Speculator

    Optimal Portfolio Modeling, Wiley, 2008

    Play the Catalan, Everyman, 2009

    Day One Trader

    Biological Invasions: Theory and Practice by Shigesada and Lawasaki

    Biological Invasions by Mark Williamson

    The Command of the Ocean by N.A.M. Rodger

    The Best American Essays of the Century edited by Joyce Carol Oates and Robert Atwan

    Intelligence in War by John Keegan

    A Splendid Exchange by William J. Bernstein

    The Villainy of Stock Jobbers Detected (1701) by Daniel Defoe

    Chronicles and Characters of the Stock Exchange (1850) by John Francis

    The Drunkard’s Walk: How Randomness Rules Our Lives by Professor Leonard Mlodinow

    Spent by Geoffrey Mille

    Living at Micro Scale by Reedie David Dusenbery

    Lectures on the Relation between Law and Public Opinion during the 19th Century, A.V. Dicey

    Be the Solution: How Entrepreneurs and Conscious Capitalists Can Solve All the World’s Problems

    Life History Invariants by Eric Charnov

    dr

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