Recommended quant papers
Quant traders use mathematical models to develop strategies for trading the markets. Backtesting is an integral part of the process along with statistical analysis in an effort to determine the significance of the developed strategies. More information can be found in the book,”Fooled By Technical Analysis“.
- THE DEFLATED SHARPE RATIO
- Testing strategies based on multiple signals
- THE PROBABILITY OF BACKTEST OVERFITTING
- Pseudo-Mathematics and Financial Charlatanism
- Revisiting the Profitability of Market Timing with Moving Averages
- Tail Risk Constraints and Maximum Entropy
- Financial Time Series and Their Characteristics (h/t Dr. W. J. Keller)
- Evaluating Trading Strategies
- Limitations of Quantitative Claims About Trading Strategy Evaluation
A large database of academic research about trading strategies is available at QUANTPEDIA for free and premium access.
None of the information contained in the above articles or resources constitutes a recommendation that any particular security, portfolio of securities, transaction, or investment strategy is suitable for any specific person. Disclaimer.