Everytime I turn around, I find new and interesting financial/quant blogs, like over the past few days when I caught up on the backlog of 5000 or so posts jammed up in my RSS reader. It's good to see what others are up to, and there continues to be a relative explosion of activity of people sharing information. In no particular order:
Enhyper - "Financial Engineering, High Performance Computing and Data Visualisation." Posts include: A Design Pattern Template for High Performance Messaging, Elements of High Performance Computing, A Lesson in Simplification: Heuristic methods, Genetic Algos and NP Complete Problems, News Analysis for Program Trading, Grid Computing Slowly Falls from Grace.
One Unified - This is a multipurpose site by Ray Burkholder with a blog that includes some posts on programming-, quant- and trading-related stuff. Posts include: Opportunities for High Frequency Traders, Trading Sites of the Day -- ETFs, Day Trading, Short Time Periods, and Futures Trading.
Minds and Markets - Khurram Naik is a researcher at Northwestern University and former futures broker. Posts include: The ontological role of derivatives, What are the futures markets for? and Behavioral Economics: A Primer.
Nerds on Wall Street - A hopefully not dead blog by "Longtime financial markets AI geek" David J. Leinweber. Posts include: Stupid Data Miner Tricks, Algo vs. Algo, and Information Driven Price Moves: A Case Study.
The Aleph Blog - by David J. Merkel, a commentator at RealMoney.com and senior investment analyst at Hovde Capital. Posts include: For Wonks Only: The Math of Volatility-Mean Reversion, and More Slick VIX Tricks.
The Financial Whiz - "Investment Strategies using Options, Currencies, and ETFs" by Brian Moore, a senior Finance Major at the Indiana University of Pennsylvania (yes there is such a place). Posts include the Chinese Yuan Carry Trade Basket, Investment Strategies Carnivals, and How to Create Synthetic FOREX Currency Trading Pairs.
Neural Market Trends - "Using Neural Nets and AI to model trends in the markets." by Thomas Ott. Posts include: When Traders Blow Up, Understanding Fuzzy Trend following in EXCEL, and Backtesting the S&P500 Volatility Timing Model.
Hi, Thanks for the mention! Good list, I'll have to dig through it myself!
Posted by: Tom the Burninator | August 05, 2007 at 06:34 AM