What are the best sources of quantitative finance research in equities?

I will list a couple and note an asterisk if the research is available by request (i.e. non-clients) or online:

  1. BAC-Merrill Lynch - Savita Subramanian

  2. Deutsche Bank - Yin Luo*

  3. Credit Suisse - Pankaj Patel

  4. Barclay's - Matthew Rothman

  5. HSBC - Ely Klepfish*

  6. Goldman Sachs - Quantitative Strategies

  7. Neuberger-Berman - Wai Lee

  8. Nomura - Joseph Mezrich

Perhaps there are also more un-conventional sources of quant research besides sell-side wall street:

  1. Hussman Funds - John Hussman*

  2. Emanuel Derman's collection of papers

  • 1
    $\begingroup$ Should we make this a community wiki? $\endgroup$ Aug 9, 2011 at 4:51
  • $\begingroup$ Good idea, although I'm not sure how to do do that. Feel free to edit if n'ecy. $\endgroup$ Aug 9, 2011 at 4:55
  • $\begingroup$ I've converted to community wiki. $\endgroup$ Aug 9, 2011 at 8:46
  • $\begingroup$ Shouldn't we modify the question so that is doesn't specify the Equity asset class but Quant Finance in general? Or should I create another question? $\endgroup$
    – SRKX
    Apr 21, 2012 at 20:33
  • $\begingroup$ @SRXX - The research sources vary by asset class. Only 2 of the folks on the list above cover derivatives for example. $\endgroup$ Apr 22, 2012 at 15:42

3 Answers 3


Sell Side

  • Macquarie Quant - Venkat Eleswarapu
  • Bernstein Research - Vadim Zlotnikov
  • Nomura - Joe Mezrich
  • JPMorgan Investment Strategies series
  • Societe Generale - Alain Bokobza



Quantivity's "People of Quant Research"(mirror) has quite an exhaustive list (albeit not exclusively equity-orientated).

  • 1
    $\begingroup$ Not a bad list overall, but it seems kind of random and idiosyncratic. Even though my PhD advisor is on the list, I think there are a number of people there that are not necessarily at the top in terms of practical quant, and also a great many practical quant guys missing. No offense to quantivity (I enjoy the blog), but the list seems overly driven by whatever has happened to capture quantivity's interest over the years. $\endgroup$ Aug 10, 2011 at 16:35
  • $\begingroup$ You should add quantivity's twitter feed. I check it every day. $\endgroup$
    – John
    Jun 16, 2012 at 23:49
  • $\begingroup$ @John Looks like twitter.com/quantivity?lang=en isn't active anymore $\endgroup$ May 28, 2017 at 21:53
  • $\begingroup$ @FranckDernoncourt Sad. It was a good resource. $\endgroup$
    – John
    May 30, 2017 at 0:11

definitely add:


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