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Curated Research Feed

July 28, 2011

Multiple active projects are heating up nicely, motivating Quantivity to invest more time in several fields of the quant literature. Primary topics bookend the spectrum: asset allocation and computationally-intensive intraday, including crash modeling across all frequencies. Focus includes both published literature, along with real-time preprints from arXiv, SSRN, and numerous Fed. Given volume of articles, effective organization and search have evolved to become a bit burdensome.

Natural inclination is to solve this problem via the feed paradigm: stream of curated literature links, each with short descriptive blurb. Of particular relevance are support for time ordering and search. The former is useful for accentuating episodic memory, as time and context matter when recollecting and synthesizing. The latter is useful for cross-sectional analysis, pulling together specific themes.

Although this feed is put together purely for individual use (write what you wish existed, as the old saying goes), perhaps some readers may find small modicum of benefit. For those readers, feel free to follow @Quantivity. Topics of particular interest will continue to warrant dedicated posts here. Finally, note citations neither imply endorsement nor should be interpreted as “hints” on alpha; part of the joy of research is diversity.

4 Comments leave one →
  1. August 7, 2011 11:53 am

    Was gonna say – you need like a hackernews or reddit for quant research papers.

    • quantivity permalink*
      August 7, 2011 12:25 pm

      @Rich: several sites of that genre exist (e.g. from blogroll), but unfortunately no meaningful conversations build around them (presumably out of the mistaken belief that real alpha exists in the papers, without substantive adaptation and interpretation—which is not my experience). Also, none support curation with personal filters, which makes them not terribly useful for me (as I read all the articles I tweet).


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