The Best Quantitative Finance Blogs, Ranked.
Quantitative finance refers to the beautiful intersection between mathematics, programming, and of course, finance. Naturally, the field attracts talented practitioners from all walks of life. However, navigating through the waters to find the best information sources can be tricky, so here, we'll create a ranking of the absolute best sources on the subject.
Our rankings will be determined by a few key metrics:
- Difficulty: How welcoming the content is to newcomers
- Rigor: How sophisticated or unique the content is
- Entertainment: How enjoyable the content is to read/watch
So, without further ado, let's dive right into it!
Ran by HangukQuant, this newsletter is aimed at academic-level research on quantitative finance. If you're fresh out of grad school, or a senior-level quantitative, this publication is perfect for you.
Some recent topics covered include:
- 744 pages; Convex and Quasiconvex Functions; Quantitative and Qualitative Treatments to Capital Markets
- Formulaic Alphas
- Generation of Syntactic Quantitative Signals and Alpha Factories (Spaghetti Method)
This publication is most preferred by academics, especially because it is in the familiar whitepaper format:
This one may already be familiar to you if you're a #fintwit user, but The Quant Stack, ran by Quant Arb, is a publication focused on the crypto side of quantitative finance. If you're passionate about quantitative finance and are interested in its applications in crypto markets, you'll find what you're looking for here.
Some recent topics covered include:
This publication is favored among quantitative crypto enthusiasts because of the no-nonsense style of writing, as well as how it covers the necessary nitty-gritty aspects of quant trading in crypto.
Here's an excerpt:
Last, but not least, is The Quant's Playbook, ran by Quant Galore.
Like its namesake, The Quant's Playbook serves as an essential playbook for all those involved in the quantitative space. The content stretches across quantitative trading and research, machine learning, sports betting, and more.
Some recent topics covered include:
- Pub-stomping Option Markets with ARIMAX [Code Included]
- I Gutted The Entire Sports Betting Algorithm. [Code Included]
- Volatility Trading is Back, Seriously.
This publication is favored among quantitative enthusiasts because of its digestible content, powerful images, and the creativity applied to create brand new, novel ideas.
Here's a quick glance at some recent projects:
Overall, there is no better time for quantitative finance enthusiasts as high-quality content is becoming increasingly more accessible. All publications mentioned in this ranking have their unique selling points, ensuring that no matter where you fall on the quantitative spectrum - there's something for you.
Happy trading! 😄