Thank you so much for your continuous work! You mentioned you would look through new papers everyday and select the top ones. Would you mind sharing which journal or blog or platform you look for papers? Also is there any criteria you’d recommend in selecting good papers in your opinion? Thank you very much!
Thanks, Sultan! I usually look at Arxiv and SSRN. There are a few Substacks worth checking, one of the key names is @QuantSeeker. I’m only interested in papers that attempt to uncover alpha, i.e., excess return. That’s my primary filter. I look for a clear economic rationale, a compelling explanation of why the inefficiency exists and persists, and strong statistical validation. I skim 5-10 papers daily and save 1-2 into my research library. From that pool, I usually read 1-2 papers per week more deeply, and occasionally move forward to implementation testing if it passes my filters.
Thank you so much for the reply! Could I also stress again how much your work is being appreciated! I’ve been reading every single article and trying to implement everything from scratch, I’m a data engineer but doing quantitative backtesting has been a first for me, and I couldn’t be luckier to come across your post. Again thank you so much! I really look forward to more and more amazing projects like those in the past.
If you enjoy implementing trading ideas with customizable python code - or are willing to learn that - the course is really worth taking. I anticipate that the community Carlos mentions will be even far more valuable as it will hopefully help to turn the initial learnings into continuous development.
When are you holding the Zoom calls and do you record them?
Hi Chris! First session will probably happen on June 11th, 11 am ET, and yes, it will be recorded. The vote is still open; people are choosing
can one still join the current cohort?
just sent you an email! cheers!
Thank you so much for your continuous work! You mentioned you would look through new papers everyday and select the top ones. Would you mind sharing which journal or blog or platform you look for papers? Also is there any criteria you’d recommend in selecting good papers in your opinion? Thank you very much!
Thanks, Sultan! I usually look at Arxiv and SSRN. There are a few Substacks worth checking, one of the key names is @QuantSeeker. I’m only interested in papers that attempt to uncover alpha, i.e., excess return. That’s my primary filter. I look for a clear economic rationale, a compelling explanation of why the inefficiency exists and persists, and strong statistical validation. I skim 5-10 papers daily and save 1-2 into my research library. From that pool, I usually read 1-2 papers per week more deeply, and occasionally move forward to implementation testing if it passes my filters.
Cheers!
Thank you so much for the reply! Could I also stress again how much your work is being appreciated! I’ve been reading every single article and trying to implement everything from scratch, I’m a data engineer but doing quantitative backtesting has been a first for me, and I couldn’t be luckier to come across your post. Again thank you so much! I really look forward to more and more amazing projects like those in the past.
If you enjoy implementing trading ideas with customizable python code - or are willing to learn that - the course is really worth taking. I anticipate that the community Carlos mentions will be even far more valuable as it will hopefully help to turn the initial learnings into continuous development.
Thank you so much for your feedback, @Timo! :)
Interested in joining tomorrow, could you send the join up info/link?