By |Published On: September 26th, 2014|Categories: Uncategorized|

Mike has a cool concept going over at TheWholeStreet.com.


I usually read this alongside AbnormalReturns.com  and then spend 1-2hrs a day reading various academic research websites, perusing for gold nuggets.

The website has a great list of awesome blogs, many of which I have never heard of until Mike’s site. The full list is below:
Adaptive Trader
Algo Engineer
Algorithm Zoo
Alpha Architect
Alpha Hive
Alpha Interface
Alphaism
Alvarez Quant Trading
Asxiq
Au.Tra.Sy
Augmented Trader
Bloodhound Exchange
Blue Owl Press
Butler’s Math
Calculating Investor
CSS Analytics
CXO Advisory
Dekalog Blog
Don’t Fear the Bear
DTR Trading
Dynamic Hedge
ENNlightenment
EP Chan
Equametrics
Eran Raviv
ETF HQ
Evolution Trading
Exegetic Analytics
Falkenblog
Flirting with Models
Following the Trend
Foss Trading
Gambulator
Gekko Quant
GestaltU
Godel’s Market
Greenbackd
Hyperq
iMarketSignals
Inovance
Intelligent Trading Tech
Jay on the Markets
Jonathan Kinlay
Kyle Balkissoon
Leinenbock
Macroption
maQuant
Market Compass
Market Fade
MarketSci
Math Trading
Mathematical Investor
MathFinance.cn
Meb Faber
Mechanical Forex
Millennial Invest
NAS Trading
Nautilus Research
Only VIX
Optimal Momentum
Overnight Edges
Oxford Capital
Paststat
Portfolio Heuristics
Portfolio Probe
Quandl
Quant at Risk
Quant Connect
Quant Start
Quantifiable Edges
Quantified Strategies
Quantistician
Quantivity
Quantopian
Quantpedia
QuantStrat TradeR
Quintuitive
Qusma
R Trader
RB Research
RRSP Strategy
Sanz Prophet
Scarce Capital
Scott’s Investments
Six Figure Investing
Statistical Trader
Stock Trader’s Almanac
Stockdotnu
Stuart Reid
System Trader Success
Systematic Edge
Systematic Investor
Systematic Relative Strength
Systematic Trader
Theta Trend
Timely Portfolio
Tom Starke
Trader Edge
Trading the Odds
Trading Volatility
Trading with Python
Troy Shu
UK Stock Market Almanac
Volatility Fighter
Volatility Made Simple
Wisdom Trading
Woodshedder

About the Author: Wesley Gray, PhD

Wesley Gray, PhD
After serving as a Captain in the United States Marine Corps, Dr. Gray earned an MBA and a PhD in finance from the University of Chicago where he studied under Nobel Prize Winner Eugene Fama. Next, Wes took an academic job in his wife’s hometown of Philadelphia and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm dedicated to an impact mission of empowering investors through education. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country. Wes has published multiple academic papers and four books, including Embedded (Naval Institute Press, 2009), Quantitative Value (Wiley, 2012), DIY Financial Advisor (Wiley, 2015), and Quantitative Momentum (Wiley, 2016). Dr. Gray currently resides in Palmas Del Mar Puerto Rico with his wife and three children. He recently finished the Leadville 100 ultramarathon race and promises to make better life decisions in the future.

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For informational and educational purposes only and should not be construed as specific investment, accounting, legal, or tax advice. Certain information is deemed to be reliable, but its accuracy and completeness cannot be guaranteed. Third party information may become outdated or otherwise superseded without notice.  Neither the Securities and Exchange Commission (SEC) nor any other federal or state agency has approved, determined the accuracy, or confirmed the adequacy of this article.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).

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