Wednesday, February 13, 2019

quant trading strategies - What are the best sources for equity quantitative research?


What are the best sources of quantitative finance research in equities?


I will list a couple and note an asterisk if the research is available by request (i.e. non-clients) or online:




  1. BAC-Merrill Lynch - Savita Subramanian




  2. Deutsche Bank - Yin Luo*





  3. Credit Suisse - Pankaj Patel




  4. Barclay's - Matthew Rothman




  5. HSBC - Ely Klepfish*





  6. Goldman Sachs - Quantitative Strategies




  7. Neuberger-Berman - Wai Lee




  8. Nomura - Joseph Mezrich




Perhaps there are also more un-conventional sources of quant research besides sell-side wall street:





  1. Hussman Funds - John Hussman*




  2. Emanuel Derman's collection of papers





Answer



Sell Side




  • Macquarie Quant - Venkat Eleswarapu

  • Bernstein Research - Vadim Zlotnikov

  • Nomura - Joe Mezrich

  • JPMorgan Investment Strategies series

  • Societe Generale - Alain Bokobza


Independent



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