8/18/2019 Sources of Trading Ideas

1/1

10

QUANTITATIVE

TRADING

Sources of

Trading

Ideas

Academic

Business

schools

finance

professors

web

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

Brett

Steenbarger Trading Psychology

My own

Trader

forums

Elite Trader

Wealth-Lab

Newspaper

and

magazines

Stocks,

Futures and

Options

magazine

URL

www.hbs.edu/research/research

.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

www.TheStreet.com

www.TheKirkReport.com

www.aleablog.com

www.AbnormalReturns.com

www.brettsteenbarger.com

epchan.blogspot.com

www.Elitetrader.com

www.wealth-lab.com

www.sfomag.com

TABLE

2.1

Type

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

  you

are

persistent

enough,

but

 

have 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

 n

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

 n

these

places

actually

do not

withstand

careful