Quantitative Portfolio Management by Edward Qian, Ronald Hua, Eric Sorensen
Expected Returns by Antti Ilmanen
Quantitative Value by Wesley Gray and Tobias Carlisle
Quantitative Momentum by Wesley Gray and Jack Vogel
Dual Momentum Investing by Gary Antonacci
Little Book that Still Beats the Market by Joel Greenblatt
Complete Guide to Factor Investing by Andrew Berkin and Larry Swedroe
What Works on Wall-Street by James O'Shaughnessy
Active Portfolio Management by Richard Grinold and Ronald Kahn
Asset Management: A Systematic Approach to Factor Investing by Andrew Ang
The Fundamental Index: A Better Way to Invest by Robert D. Arnott, Jason Hsu, John West
Shareholder Yield: A Better Approach to Dividend Investing by Mebane Faber
+ Efficiently Inefficient by Lasse Pedersenz
+ Equity Management: Quantitative Analysis for Stock Selection by Bruce Jacobs and Kenneth Levy.
PS. See a comprehensive 365 quant books list here