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A friend and I have taken up an interest in quantitative finance, and we're pretty much starting from scratch—neither of us have backgrounds in finance, but rather electrical engineering and pure mathematics.

Currently, when we have a question, e.g. What variations on the Slow Stochastic Oscillator have been explored, and how have their backtesting results compared?, we rely on Google and Google Scholar.

Instead, we'd like to put together a list of sources more targeted toward quantitative finance research, hoping it would help us comb through information more consistently, e.g. effort invested per question, as we'd feel it our duty to check each and every source we've agreed to check, as opposed to subjectively reading 10, 20, or 100 pages of search results depending on level of interest and attention.

I looked around Q.SE and found some repeated references to SSRN (Social Science Research Network), but many more links to papers seem to lead to specific universities and domains.

What are some resources for scholarly research on quantitative finance?

We of course prefer online, searchable resources. We no longer have academic affiliations to grant us access to digital libraries like JSTOR, but we'd consider paying subscription fees if they were worth it.

If there aren't any (or many) centralized resources, then we'd still appreciate hearing from those involved in research: How do you go about conducting your research? Do you have a "go to" list of websites or search terms that you find useful?

Many thanks in advance.

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There are no centralized resource store. This is exactly what this site is for (among others): You have an idea, look for research performed in regards to your idea, and either google or search on sites like this. All research is scattered around the web and either you find it all yourself or you rely on friendly chaps who already dug it up for you. –  Matt Wolf Apr 18 '13 at 7:11
    
@Freddy - Wow, is that really the definitive answer? (I'm not doubting you; I'm just surprised.) In other fields of science and engineering there are usually journals and publication archives that are useful to search. There exists none for quantitative finance? –  Andrew Cheong Apr 18 '13 at 7:27
    
that is MY definitive answer, yes. There are archives as you yourself pointed out, but there are at least a dozen such archives, not a centralized one. –  Matt Wolf Apr 18 '13 at 7:28
    
@Freddy - Oh, what are some such archives? (That have more on quantitative finance, as opposed to a general archive.) Perhaps my wording was off; I'm looking for any number of useful resources, as I currently am not sure where to start. –  Andrew Cheong Apr 18 '13 at 8:44
1  
bookos.org is good –  Jase Apr 19 '13 at 13:37

4 Answers 4

up vote 5 down vote accepted

@quantivity is an aggregator of interesting papers, as is http://www.thewholestreet.com/

Beyond that, I guess you must find the isolated communities of practitioners who can guide you or (or course) just follow up all the references of papers. Wilmott has a pretty solid message board for quant finance, quantopian is trying to build one for algo trading systems.

For the sort of technical analysis you are trying to find, I am not totally certain, but quantopian might be a good start.

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SSRN (Social Science Research Network) hosts a vast amount of papers, and the financial research section has, while not specialized in quant finance, a lot of interesting stuff to offer.

Here's the link: http://papers.ssrn.com/sol3/JELJOUR_Results.cfm?form_name=journalbrowse&journal_id=2060735

The major difference between ArXiv and SSRN is that ArXiv ist - in my experience - mostly known to physicists, while SSRN is well recognized among economists. Accordingly, on SSRN you will also find much non-quantitative research, but I wouldn't consider that a huge problem.

A bit annoying is that some MBA students seem to consider their papers quantitative research and upload it there (misleadingly tagged), and to my knowledge there's no process of quality assurance working, so sometimes you end up with a bunch of crap. Rarely, though.

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ArXiv is the standard resource of preprints in the field of physics. Almost all papers in physics are uploaded here before they are submitted to a journal.

They also have a quantitative finance part:

http://arxiv.org/archive/q-fin

This section is not nearly as active as the physics-part of ArXiv though. Hopefully this will change in the future.

There is also this RSS feed:

http://dailyssrn.com/

Although this is more oriented towards economics.

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My only source is google... The best advice I can give you is to add the search term: "filetype:pdf". You will end up with some papers, quality is not garanteed. Crosscheck the sources and you will find the name of an expert on the topic you are looking for. He/she will probably have a personnal website on his/her university with quality papers or the habits to post on SSRN or others website (Arxiv for exemple).

And of course Q.SE is a very good source.

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