Resources for finding scholarly research on topics in quantitative finance?

Question

A friend and I are starting from scratch—neither of us have backgrounds in finance.

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.

But we want to put together a list of sources more targeted toward quantitative finance research so we feel more consistent about the information we comb through. Not just arbitrarily reading 10, 20, or 100 pages of search results depending on our level of interest and attention that day.

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. We no longer have academic affiliations to grant us access to digital libraries like JSTOR, but we'd consider paying subscription fees if worth it.

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

Answer 1

@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.

Answer 2

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.

Answer 3

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.

Answer 4

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.

Answer 5

Try looking at https://quantpedia.com/, which some time ago I was given limited free access to in return for writing a review. On their main website there is free access to some strategies and links to various papers on which the strategies are based along with related papers.