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SSRN eLibrary of Research Papers
Investment Blogs - Specifically for those who are interested in Buy-Side
Quantocracy: This is an aggregator of quantitative trading links to blog posts and research articles. It covers a broad range of ideas from coding to theory. So not everything will be of interest to everyone. But you can evaluate links quickly, since Quantocracy displays the title and first sentence of each article. Those with any interest in quantitative finance should check out this blog.
Abnormal Returns: This is another aggregator with short content summaries. It is broader in scope than Quantocracy. In fact, about one-quarter of the links have nothing to do with investing. But many are interesting anyway. The blog's daily emails make it easy to find articles of interest.
CXO Advisory: This website is a good way to learn about new investment research posted on the Social Science Research Network (SSRN). If you pay a modest subscription fee, you can read CXO’s analysis of these research papers, which is a big time saver. CXO sometimes does book reviews andr researches other ideas, including momentum.
Quantpedia: Useful for summaries and excerpts of investment research that may not show up on CXO. They use other sources besides SSRN, such as the Cornell University Library.
Alpha Architect: This blog is like an aggregator in that they put out posts almost every day, and many of these cover other people’s research without critical analysis. Other posts contain Alpha’s own research and insights. Wes and his crew try to democratize investing and make academic concepts understandable to the public.
EconomPic Data: This was once one of the most popular finance blogs. It became dormant for a time due to work constraints on its author, Jake. Now it is back stronger than ever. Jake usually has thought provoking things to say, and he does some good research. His site is momentum friendly. Jake is also quite active on Twitter.
A Wealth of Common Sense: The author, Ben Carlson, is a member of the Ritholtz posse that includes The Big Picture and The Reformed Broker. All these are interesting , but Ben’s site is my favorite. It does indeed offer a wealth of common sense.
Sharpe Returns: This is the only blog besides my own that focuses on dual momentum. It’s author, Gogi, comes up with original ideas of his own, such as:
1) performance difference between U.S. and non-U.S. stocks depends on the strength of the U.S. dollar
2) dual momentum can do well even during those decades when stocks are overvalued
3) long term performance can be seriously distorted by short term performance, as in the case of gold.