Quantitative and Systematic Investing
Rules, data and code in place of discretion; from Thorp's card counting to modern machine learning.
14 books · 12 people behind it
Start here
- A Man for All MarketsEdward O. Thorp, 2017
- The QuantsScott Patterson, 2010
- The Man Who Solved the MarketGregory Zuckerman, 2019
- Inside the Black BoxRishi K. Narang, 2009
The people behind it 12
Each person holds a book in this entry or names it in their own tags.
Investors 8
EO
Edward O. Thorp2 books hereJG
Joel Greenblatt1 book hereTE
Tobias E. Carlisle1 book here
Clifford Asnessnamed in their tagsAI
Antti Ilmanennamed in their tagsJP
James P. O'Shaughnessynamed in their tagsMF
Meb Fabernamed in their tagsWR
Wesley R. Graynamed in their tagsAcademics 1
Journalists 3
Books 14
Edward O. Thorp · 2017 · Thorp's memoir; the origin of quantitative money management.
Athanasios Papoulis, S. Unnikrishna Pillai · 1965 · The standard engineering text on probability and stochastic processes
Edward O. Thorp, Sheen T. Kassouf · 1967 · The first published systematic arbitrage strategy.
Joel Greenblatt · 2010 · Greenblatt on the magic formula: cheap plus high return on capital.
T2 The Quants
Scott Patterson · 2010 · How the quantitative funds were built and what broke in August 2007.
Pedro Domingos · 2015 · The five tribes of machine learning explained for non-specialists
Gregory Zuckerman · 2019 · Renaissance Technologies, as close as an outsider has got.
Peter Kennedy · 1998 · The plain-language companion to econometric method and its pitfalls
Rishi K. Narang · 2009 · A plain-English anatomy of a systematic trading firm.
Wesley Gray, Tobias Carlisle · 2012 · Gray and Carlisle test value screens with quantitative evidence.
T3 Deep Value
Tobias E. Carlisle · 2014 · Carlisle on the acquirer multiple and mechanical deep-value buying.
Marcos López de Prado · 2018 · The standard warning about backtest overfitting, with the methods to avoid it.
Tweedy, Browne Company LLC · Tweedy Browne survey of empirical studies supporting value factors.
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