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:
BAC-Merrill Lynch - Savita Subramanian
Deutsche Bank - Yin Luo*
Credit Suisse - Pankaj Patel
Barclay's - Matthew Rothman
HSBC - Ely Klepfish*
Goldman Sachs - Quantitative Strategies
Neuberger-Berman - Wai Lee
Nomura - Joseph Mezrich
Perhaps there are also more un-conventional sources of quant research besides sell-side wall street:
Hussman Funds - John Hussman*
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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