Quant finance blogs

What I’ve learned from updating the blogroll.

New entries

The easy option is to go to The Whole Street which aggregates lots of quant finance blogs.

Somehow Bookstaber missed out being on the blogroll before — definitely an oversight.

Timely Portfolio was another that I was surprised wasn’t already there.

The R Trader talks about R in finance.

Math Trading seems to be pretty much like what you would expect from the title.

CSS Analytics: new concepts in quantitative research.

rbresearch: Quantitative research, trading strategy ideas, and backtesting for the FX and equity markets.

Gekko Quant is about: Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options.

Dekalog Blog talks about statistics for developing a trading strategy.

Keplerian Finance is by a quant finance practitioner turned academic.

Butler’s Math: Applying mathematics to everyday life.

The Calculating Investor is for “those who want to do the math”.

Nerd’s Eye View is not all that nerdy as far as I can tell; it focusses on financial planning.

Eran Raviv talks about statistics, R, finance and so on.

The jury is out

Portfolio Heuristics is quite new but shows promise.

Adaptive Trader looks like it could be interesting.  However, there hasn’t been a new post since May and it was quite regular up until then.

Beyond the Blue Event Horizon is on hiatus but may be of interest.

Quantitative Research and Trading is another blog that has fallen silent.

Phorgy Phynance may or may not resume posting, and may or may not be of interest to you.

Alphaism has been inactive for about a year.


MoneyScience aggregates blogs in a complementary way to The Whole Street.  Between the two of them you can be very well informed.

If you are keen, then you can search the blogrolls of blogroll members.

It was about 3 years ago when I last seriously surveyed the quant finance blogosphere.  I find it remarkable how much more R is dealt with now relative to then.

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7 Responses to Quant finance blogs

  1. Leo Tzang says:

    Is systematic investor in your list? not seeing there!

  2. Pat says:

    Late breaking addition: GestaltU.

  3. Mobutu says:

    Sadly, Eric is no longer posting at Falkenblog.

    • Pat says:

      Absolutely correct. However, Falkenblog is still there because there are lots of useful posts there. And maybe it will rise from the grave at some point.

  4. Joe says:

    I want to suggest another website which aggregates hourly lots of quant blogs:


  5. Greg Harris says:

    I know this list is old…
    But take a look at Quant News.

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