Saturday, September 26, 2015

Resources for finding scholarly research on topics in quantitative finance?


A friend and I are starting from scratch—neither of us have backgrounds in finance.


Currently when we have a question, e.g. What variations on the Slow Stochastic Oscillator have been explored, and how have their backtesting results compared?, we rely on Google and Google Scholar.


But we want to put together a list of sources more targeted toward quantitative finance research so we feel more consistent about the information we comb through. Not just arbitrarily reading 10, 20, or 100 pages of search results depending on our level of interest and attention that day.


I looked around Q.SE and found some repeated references to SSRN (Social Science Research Network), but many more links to papers seem to lead to specific universities and domains. We no longer have academic affiliations to grant us access to digital libraries like JSTOR, but we'd consider paying subscription fees if worth it.


If there aren't any centralized resources, we'd still appreciate hearing from those involved in research: How do you go about conducting your research then? Do you have a "go to" list of websites or search terms that you find useful?



Answer



@quantivity is an aggregator of interesting papers, as is http://www.thewholestreet.com/


Beyond that, I guess you must find the isolated communities of practitioners who can guide you or (or course) just follow up all the references of papers. Wilmott has a pretty solid message board for quant finance, quantopian is trying to build one for algo trading systems.



For the sort of technical analysis you are trying to find, I am not totally certain, but quantopian might be a good start.


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