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Here is a public and free Wes Gray 'Quantitative Momentum' screen I made for microcaps. This one includes slippage. I built it around his ideals and put my own spin on it. A more lengthy write-up on the changes I made can be found on my StinkedIn page as I cannot seem to upload PDFs on... See more

Kurtis The Quant

x.com

Quantitative Trading

Ernest P. Chan • 11 highlights

amazon.com

Feeling super generous so, somewhat reluctantly, here are 5 industry secret holy grail books that have immensely assisted me in my quantitative trading endeavours (as an ex manual HFT mm) that I highly recommend new and experienced traders pick up if they can. No specific order.

ekri x.com

The Quants

Scott Patterson

amazon.com

As many of you may know I publish a PDF every so and so often that is a mix between a massive link dump for learning everything quant and generally a bit of advice and guidance on how to learn it. For pros and beginners alike. https://t.co/J1t2g8bVTK

Stat Arb x.com

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Must Read Finance Books: https://t.co/5JKv08NnTL

ₕₐₘₚₜₒₙ — e/acc

x.com

You asked for it...a dump of my book collection, in rough chronological order (1/2) "Naive Set Theory" - Paul R Halmos "Linear Algebra Done Right Second Edition" - Sheldon Axler "Mixing Secrets for the Small Studio" - Mike Senior "Introduction to Algorithms, Third... See more

Greg Yang x.com

How to Miss by a Mile: An Alternative Look at Uber’s Potential Market Size

bgurley abovethecrowd.com

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I am a big fan of the analyst dispersion anomaly. Depending on how you model dispersion, it can forecast momentum. This is why... According to some research papers, high standard deviation of analyst estimates around the mean translates into a few overly optimistic people who are not properly discounting risk. Stock is... See more

Kurtis The Quant

x.com