Quant Blogs

[JacobTyler]

Hey all, I'm trying to set up my reader for some good quant blogs. I've done some Googling and have come up with a few, but I'm curious what everyone else reads. Here are some criteria to consider:

1. Updates regularly (preferably posts 1x per month, minimally 4x per year)
2. Content contains some mixture of math, programming, and markets.
3. Readable, understandable, interesting, and insightful.

These are obviously somewhat arbitrary, but use judgment. Here are a few I've come up with so far. Please feel free to comment on these and/or add your own. Any input appreciated.

• Abnormal Returns
• The Whole Street (aggregator)
• Portfolio Probe
• Timely Portfolio
• Dekalog Blog
• Magic, Maths, and Money
• Au.Tra.Sy
• Reading the Markets
• Quantitative Trading (E.P. Chan)
• QUSMA
• MarketSci
• The R Trader
• Math Trading
• CSSA

 

[Minsu Kang]

Here's one I like
www.quantstart.com

 

[alain]

http://www.thewholestreet.com is a nice aggregator for quant finance blogs/articles.

Check Patrick Burns' blog selection:

http://www.portfolioprobe.com/2013/10/22/quant-finance-blogs/

 

[JacobTyler]

I found a few more as well:

• ETF HQ
• Wilmott
• Quantivity
• Quantopian Blog

And a few potentially helpful forums:

• Nuclear Phynance
• Wealth Labs
• Quantopian Forum

 

[stefan_m]

Other resources I like:
Meb Faber Research
Oxford Capital Strategies

 

[rnavarro]

numericalmethod.com