26
$\begingroup$

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

$\endgroup$
6
  • 1
    $\begingroup$ Should we make this a community wiki? $\endgroup$ Aug 9 '11 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 '11 at 4:55
  • $\begingroup$ I've converted to community wiki. $\endgroup$ Aug 9 '11 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 '12 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 '12 at 15:42
12
$\begingroup$

Sell Side

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

Independent

$\endgroup$
11
$\begingroup$

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

$\endgroup$
4
  • 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 '11 at 16:35
  • $\begingroup$ You should add quantivity's twitter feed. I check it every day. $\endgroup$
    – John
    Jun 16 '12 at 23:49
  • $\begingroup$ @John Looks like twitter.com/quantivity?lang=en isn't active anymore $\endgroup$ May 28 '17 at 21:53
  • $\begingroup$ @FranckDernoncourt Sad. It was a good resource. $\endgroup$
    – John
    May 30 '17 at 0:11
7
$\begingroup$

definitely add:

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.