quant tools

Everything you need to know to start to leverage the quant approach

CULTURE The bizarre quant culture and mindset The culture for quant success.

PATTERN The horse, the astronaut, and the princess The most successful quant pattern: focused on engineering, science and imagination.

BENEFITS The face and the back Find new alpha OR develop tools that free up and enhance a team.

ALPHA Models and strategies Doing quant alpha research.

START Easing into quant investing Practically any investor can hop onto the quant bandwagon.

ENGINEERING Some bizarre quant engineering The engineering is weird for a quant firm.

DETAILS Beyond the core pattern More detail beyond to the core pattern: data quality, the quant team, theory of the quant pattern, and an idiosyncratic quant definition.

BEYOND Quant in business How to leverage quant beyond trading and investment.

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Videos

AI, Data, Quant - [YouTube playlist] Thoughts on AI and quant, with notes on entrepreneurs, quant culture, alpha research, data quality, and data pipelines.

Quant 6 - “Playing around” and alpha research A short video on alpha research and quant.

Recommended Books

Approachable books

Automate This: How Algorithms Took Over Our Markets, Our Jobs, and the World by SteinerEntertaining look at how a tiny group of talented maniacs automated the giant world of trading and brokerage.

The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution by ZuckermanCrazy that an extremely important mathematician also launched a hedge fund that is extremely successful. Popular intro to the power of quant thinking.

Slightly more technical books

Econometric Analysis by Greene — Fantastic quant basics. Combination of practical advice on doing good science, data, and domain context. Also some online notes.

Causal Inference: The Mixtape by Scott Cunningham — Topic is so important if you want to create a quant model that actually generates PnL. Included because this topic is super tricky for many beginners.

Movies

Moneyball — How quant gave the Oakland A’s a huge advantage.

Margin Call — Based on the 2008 financial crisis. Notable for a realistic and well-written junior quant character. A movie essentially about flaws in a real-world quant model.

Featured Videos

Focusing on outcomes

Data pipelines