New Quant-Oriented Blogs in 2009
In case you missed them, some great new quant-oriented blogs launched in ’09 that I’m following. I expect to see big things from all of these folks in the near year.
I’d like to think our series on the DV(2) indicator played a small part in kicking Varadi in the pants to get the idea-sparking CSS Analytics started. Jez Liberty takes an analytical approach to trend-following (somebody’s got to do it). Quantivity is smarter than me (and probably you too). Sentiment’s Edge has a knack for fishing out chart porn from market data. And Trading the Odds is all about “situational analysis” (a’la Quantifiable Edges).
A few newcomers that are either very new or might have stopped posting: Catallactic Analysis, Caveman Forecaster, Mind Money Markets, and Small Fish Big Odds. Who am I missing? I’m always looking for fresh meat for my daily readings.
Happy Trading,
ms
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Filed under: Random Stuff | 10 Comments
Thanks for the mention and kind complement, Michael. MarketSci is absolutely one of the best quant blogs, especially given your YK(2) is still beating my best daily indicators. :)
Thanks very much for the “endorsement” Mike!
Just took a break from it all over the last few weeks and I am just starting to get back into it.. Great kick to get out of a small “motivation slump” ;-)
And thanks for your writing on this blog too. I really enjoy reading it! You provide some great inspiration (I am still planning to come up with a type of “state of Trend Following market” report in this coming year…)
Happy 2010 to you, mate!
Thanks for the mention Michael, glad to see you back to more frequent posting! And as always, thank you for sharing your work and ideas. Catallactic is in a bit of a lull, but I hope to be back to posting in the next month or two.
@Jez: Looking forward to the “state of the Trend Following market”!
I am sure it is a personal oddity, but I am really discouraged about most of the quant sites that emerged during the last couple of years ( the survivors, I mean).
The trajectory seems to be almost invariably to publish a few interesting articles. Then, again almost invariably, the offers of proprietary indicators and systems start.
A cynical might suspect that the initial interesting articles were little more than teasers.
In my darkest moments I force myself to accept that nobody offers anything of value free of charge, certainly not in the stock market. Then it is clear that my lamentations are unrealistic.
And yet . . . sites like yours seem to navigate against this trend. Yes, you offer investment services. But at the same time you generously share an incredible amount of interesting and valuable research.
So, maybe there is hope.
Thanks for your site. It is always my first click in the day.
eb
many thanks michael—i suppose i learned from the best–and no doubt you were the inspiration for this generation of traders and bloggers. with regards to your comment–most certainly you were the influece that kicked me into action when you covered the DV2 indicator for the first time! look forward to a year of more vertical integration and building upon some of the key topics we are all looking at.
I agree, quantivity is smarter than me too–fortunately he leaves us wikpedia and other links so i can understand him! (:o) ), and also i plan to add Jez to the blogroll for his recent good work
best
david (CSS Analytics)
I want to ditto DV’s first sentence.
Hi Michael,
Once again, thanks for your good work and your willingness to share it.
I’m about to start teaching a course that will explore quantitative approaches to trading. I’ve begin a wiki page on which I’ve gathered some information. This is necessarily sketchy and preliminary. I expect it will expand as the course progresses. In addition, perhaps the students will come up with something interesting.
Since it’s a wiki the page is open for anyone to contribute. I’d be happy to have additions or corrections.
The course page is: http://cs.calstatela.edu/wiki/index.php/Courses/CS_461/Winter_2010.
The page with the current information summary is: http://cs.calstatela.edu/wiki/index.php/User:Russ_Abbott/Project_ideas/Stock_market_speculation_software#Basic_information.
Thanks again.
RE to Blue: now THIS is the kind of stuff I wish they would have taught when I went to Uni. Very practical…very hands on…LOVE IT.
To all current Uni students slogging through EMH, efficient frontiers, blah, blah, blah (like most of us did) be jealous…be very jealous. michael
With all the great writers being mentioned I’d be remiss in not passing on word of the NAAIM Award for Advances in Active Investment Management. Since NAAIM stands for the National Association on Acive Investment Managers the search for papers focuses on just about any aspect of active investing and is open to submissions from anyone.
Here’s the link for the call for papers:
http://www.naaim.org/files/NAAIMCallforPapers2010.pdf
And here’s a link to some of 2009′s best submissions:
http://www.naaim.org/aaimaward.php
There are $14,000 in cash prizes ($10,000 to the best paper) plus an expenses paid trip to the the NAAIM annual conference: “NAAIM Uncommon Knowledge 2010″, May 3-5, 2010 at the Hilton Bonnet Creek Resort in Orlando, FL..
It is a blind judging and all of the judges are active investment managers. Papers are due March 15, 2010.
I’d appreciate it if the blog writers would post this information on their sites as the resulting papers will be shared with all and can help us advance the cause of active money management. Thanks. Jerry
There is a good list here:
http://talll.com/#/?cat=11