Quant Blogs Check Out List
Last week, we shared bunch lists of Quant Blogs from TheWholeStreet.com (Click here).
The full list contains over 100 blogs, which can boggle the mind. Some of these blogs are no longer active. Thus, we refined the list and labeled them into different categories:
Quantitative Research:
- CXO Advisory — Numerous articles; updated frequently; fundamental valuation, momentum, strategies allocations;
- CSS Analytics — Most posts are about momentum strategies;
- Following the trend — Technical analysis with vivid graphs and charts;
- Greenbackd — Active value investment strategies
- iMarketsignals — Design mathematical algorithms for financial models, to select stock/ETF;
- Math Finance — Research reviews and insights from Biao Guo.
- Inovance — Power of technology, data, tools, and analysis methods that turn ideas into profitable trading rules;
- Mathematical Investor — Incorporate news, events into market performances;
- Meb Faber — General market commentary;
- Mechanical Forex — Trading in the FX market using mechanical trading strategies;
- Millennial Invest — Updated frequently; momentum and value investing, long-term investing;
- Scott’s Investments — Active and productive blog with some weekly recommendation readings;
- Six Figure Investing — Recent researches on VIX and Volatility investing;
- Systematic Relative Strength — Nice website with rich contents;
- Trading Volatility — Researches on VIX and Volatility investing;
- Volatility Made Simple — Researches on VIX and Volatility investing;
- Optimal Momentum –Gary Antonacci’s masterful momentum discussions
- Gestaltu.com –Outstanding asset allocation research and insights
- ThinkNewFound — quantitative research on a variety of things.
Systematic trading strategies with Coding, Modeling, and Automatic Trading:
- Alpha Hive — Application of R to topics in Finance & Economics; experiments, asset Pricing, data Mining, foreign exchange and event study;
- DTR Trading — A blog about building an automated options trading system, built around my options back testing engine (using Java, Spring, MySQL, JMS, …)
- Eran Raviv — R coding, Applied statistics and econometrics;
- Exegetic Analytics — Data analysis, visualization, modeling, prediction and simulation;
- Quant Start — Very systematic educational materials about quantitative investing;
- QuantStrat TraderR — Very active blog about R coding and trading;
- Qusma — Another coding guru writing posts about Matlab, R, C++ and so on, with fabulous graphs;
- R Trader — Discuss the use of R in the context of systematic investment strategies;
- Timely Portfolio — R coding in trading;
- Tom Starke — Algorithmic trading;
- GekkoQuant — R-based quant blogger;
Day-to-day financial data and statistics:
- Nautilus Research — Daily updated charts and graphs;
- Overnight Edges — Frequently updated overnight overviews;
- Portfolio Probe — Weekly US market portrait;
- Quantifiable Edges — Market trend analysis;
- UK Stock Market Almanac — UK stock market.
Misc Research and Ideas:
- Don’t fear the bear — Mike is a young professional investing/trading and outdoors;
- Dynamic Hedge — DynamicHedge is an equities, futures and derivatives trader who focused on arbitrage strategies;
- Jay on the Markets — The home of “Kaeppel’s Corner”;
- Jonathan Kinlay — Dr Jonathan Kinlay is the Head of Quantitative Trading at Systematic Strategies, LLC;
- Macroption — Petr Houstecky consider himself more of an analyst than a trader;
- NAS Trading — A normal guy whose career has been spent trading his own account, but shares good opinions;
- Quant at Risk — Pawel Lachowicz, PhD is a financial risk analyst, traveler, writer, photographer, and a motivational speaker;
- RRSP Strategy — A Canadian investor who studies taxable accounts;
- Stuart Reid — A young professional who is a quant at KPMG, his posts have nice charts and graphs;
- Volatility Fighter — Alexander Kurguzkin is a stock market trader;
Want to submit other great blogs to add to our list? Enter in the form below:
About the Author: 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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Important Disclosures
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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