I am busy working on a getting started guide for advanced quantitative finance (for alpha design) and have been searching for the seminal books/literature for the field.

So far I have the following list but I feel as if I must be missing a few texts:

* [Active Portfolio Management](https://www.amazon.co.uk/Active-Portfolio-Management-quantative-producing/dp/0070248826/ref=sr_1_12?keywords=portfolio+management&qid=1561568578&s=gateway&sr=8-12)
* [Quantitative Equity Portfolio Management](https://www.amazon.co.uk/Quantitative-Equity-Portfolio-Management-Construction-ebook/dp/B000N2HBYI/ref=dp_kinw_strp_1)
* [Expected Returns by Antti Ilmanen](https://www.amazon.co.uk/Expected-Returns-Investors-Harvesting-Rewards/dp/1119990726)
* [Advances in Financial Machine Learning](https://www.amazon.co.uk/Advances-Financial-Machine-Learning-Marcos-ebook/dp/B079KLDW21/ref=dp_kinw_strp_1)
* [Options, Futures, and Other Derivatives](https://www.amazon.co.uk/Options-Futures-Other-Derivatives-Global/dp/1292212896/ref=pd_sim_14_15?_encoding=UTF8&pd_rd_i=1292212896&pd_rd_r=4f7241eb-9834-11e9-9b6b-671de1e84b51&pd_rd_w=f3kd7&pd_rd_wg=eLHMO&pf_rd_p=1b8636ae-4f21-4403-a813-e8849dd46de4&pf_rd_r=EGBRV1P34NV3E3XX8BHY&psc=1&refRID=EGBRV1P34NV3E3XX8BHY)
* [Online Portfolio Selection](https://www.amazon.co.uk/Online-Portfolio-Selection-Principles-Algorithms-ebook/dp/B07KTDVNC6/ref=sr_1_1?keywords=online+portfolio+selection&qid=1561569326&s=gateway&sr=8-1)
* [AQR's 20 for Twenty](https://www.aqr.com/Insights/Research/Book/20-for-Twenty)

Are there any other great texts that we should add? I am open to the idea of academic papers as well.

2 Examples of knock out good papers (imo) are:

1. [Empirical Asset Pricing via Machine Learning](http://dachxiu.chicagobooth.edu/download/ML.pdf)
2. [Building Diversified Portfolios that Outperform Out of Sample](https://jpm.iijournals.com/content/42/4/59)