Favorite fixed income papers/books?
I'm a trader at a bulge bracket bank. After more than a decade on the market-making side of things, I'm about to switch towards the buy side, joining one of the larger pod shops as a PM.
While I'm not a quant, my background is in applied math, and I've benefitted from being somewhat"quantier" than the average sell-side trader, especially for my space.
I feel like I really need to up my game now that I'm moving to the buy side. Need to switch my way of thinking from optimizing hedging strategies into optimizing trade ideas/understanding and building signals.
I'm enjoying gappy's book on portfolio management. I wonder if there's some similar books/papers for fixed income that the community could recommend?
Also, this is simultaneously the scariest and most exciting career change I've ever been confronted with. I'm quite happy and relatively successful at my current job in the sell side, but I feel like this is a unique opportunity in terms of the challenge and potential monetary reward. Any advice/feedback from anyone who has been through a similar career progression would be greatly appreciated.