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    Sources of Trading Ideas

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    Jason Cheng
    Academic sources like business school websites and journals are good places to find quantitative trading ideas. Financial websites, blogs, forums, and newspapers/magazines also regularly discuss and analyze trading strategies. However, strategies posted publicly often do not perform as well in reality as their backtests suggest due to factors like illiquidity. While some valuable strategies can be found with persistence, simpler strategies discussed on forums may be just as profitable overall.

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    Sources of Trading Ideas

    Uploaded by

    Jason Cheng
    38 views1 page
    Academic sources like business school websites and journals are good places to find quantitative trading ideas. Financial websites, blogs, forums, and newspapers/magazines also regularly discuss and analyze trading strategies. However, strategies posted publicly often do not perform as well in reality as their backtests suggest due to factors like illiquidity. While some valuable strategies can be found with persistence, simpler strategies discussed on forums may be just as profitable overall.

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    Sources of Trading Ideas

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    Academic sources like business school websites and journals are good places to find quantitative trading ideas. Financial websites, blogs, forums, and newspapers/magazines also regularly discuss and analyze trading strategies. However, strategies posted publicly often do not perform as well in reality as their backtests suggest due to factors like illiquidity. While some valuable strategies can be found with persistence, simpler strategies discussed on forums may be just as profitable overall.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    38 views1 page

    Sources of Trading Ideas

    Uploaded by

    Jason Cheng
    Academic sources like business school websites and journals are good places to find quantitative trading ideas. Financial websites, blogs, forums, and newspapers/magazines also regularly discuss and analyze trading strategies. However, strategies posted publicly often do not perform as well in reality as their backtests suggest due to factors like illiquidity. While some valuable strategies can be found with persistence, simpler strategies discussed on forums may be just as profitable overall.

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    of 1

    10

    QUANTITATIVE TRADING

    TABLE 2.1 Sources of Trading Ideas


    Type

    URL

    Academic
    Business schools' finance professors' web

    www.hbs.edu/research/research

    sites
    Social Science Research Network
    National Bureau of Economic Research
    Business schools' quantitative finance
    seminars
    Mark Hulbert's column in the New York
    Times' Sunday business section
    Buttonwood column in the Economist
    magazine's finance section

    Financial web sites and blogs


    Yahoo! Finance
    TradingMarkets
    Seeking Alpha
    TheStreet.com
    The Kirk Report
    Alea Blog
    Abnormal Returns

    .html
    www.ssrn.com
    www.nber.org

    www.ieor.columbia.edu/seminars/
    financialengineering
    www.nytimes.com

    www.economist.com

    finance.yahoo.com
    www.T radingMarkets.com
    www.SeekingAlpha.com

    Brett Steenbarger Trading Psychology


    My own!

    www.TheStreet.com
    www.TheKirkReport.com
    www.aleablog.com
    www.AbnormalReturns.com
    www.brettsteenbarger.com
    epchan.blogspot.com

    Trader forums
    Elite Trader
    Wealth-Lab

    www.Elitetrader.com
    www.wealth-lab.com

    Newspaper and magazines


    Stocks, Futures and Options magazine

    www.sfomag.com

    strategies work only on small-cap stocks, whose illiquidity may ren


    der actual trading profits far less impressive than their backtests
    would suggest.
    This is not to say that you will not find some gems if you are
    persistent enough, but Ihave found that many traders' forums or
    blogs may suggest simpler strategies that are equally profitable. You
    might be skeptical that people would actually post truly profitable
    strategies in the public space for all to see. After all, doesn't this
    disclosure increase the competition and decrease the profitability
    of the strategy? And you would be right: Most ready-made strategies
    that you may find in these places actually do not withstand careful

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