Quantitative trading involves the use of mathematical calculations, data analysis and number crunching to seek out profitable trading opportunities in the financial markets.
Price, volume, and fundamental data can all be used to formulate quantitative trading strategies depending on what it is you are hoping to achieve. In the rest of this article, I will identify 25 places online, where you might find some profitable quant trading strategies and ideas:
SSRN, the Social Sciences Research Network contains a vast amount of high quality, academic information and there are plenty of interesting journals and papers on there relating to finance and trading.
If you just go to the main site and start searching for keywords such as ‘trading’, ‘stocks’, ‘forex’ etc. you are bound to find some great papers and lots of interesting ideas. It can be a good idea to sort your results so you are looking at the most recent additions as some of the older papers are not so relevant or effective any more.
Quantpedia is called the online encyclopedia of quant trading strategies and this is one of my favourite places to find solid system ideas. There is a great mix of systems on here, some complex and some simple, and over a number of different time frames and markets.
While SSRN contains loads of different research papers on various topics, Quantpedia excels by organising only the best strategies into one place. It breaks down various academic strategy ideas and presents them in an easy to understand format, which is crucial.
I’ve had a lot of success with some of the strategies on there and have been able to transfer some of them to Amibroker to test them out myself. It’s not particularly cheap but well worth the money in my opinion.
Quantocracy is a curated aggregator of quant trading links from around the web and is a great resource to keep an eye on. There are always lots of thought provoking and insightful articles to be found on the site, from simple quant trading ideas to much more complex arguments.
4. Elite Trader
Elite Trader is called the number one social network for traders but it’s essentially a forum containing lots of interesting discussions and trading related threads. There is a fair amount of discussion pertaining to quantitative trading, with sections on automated trading, NinjaTrader, Collective2 etc.
System Trader Success has been going for a good while and contains numerous trading system ideas and strategies from various contributors and trading professionals. The site is always open to new submissions which means there is always new, interesting content coming through from a wide range of sources. The goal of STS is to ‘educate and empower the retail trader with all the knowledge and tools to succeed in the quantitative trading world’.
Quantopian offers a platform that provides users the opportunity to work on live trading algorithms. It brings together the best talents in the world of algorithm and finance and gives them the chance to become quants. The tools offered by Quantopian facilitate the resolution of infrastructure and data quality issues allowing users to concentrate on the development of their investment ideas.
The Trade2Win forum has a large following from UK traders and contains lots of trading discussions across all sorts of areas. If you navigate to the section on trading systems you’ll likely find some interesting threads on quant trading strategies.
Like the Trade2Win Forum, the Aussie Stock Forum also has a section related to trading strategies and systems and there is a lot of useful information on there for Amibroker users as well.
Blue Owl Press is the homepage to all of Dr. Howard Bandy’s books. Dr. Bandy is an experienced Amibroker programmer and has a number of books containing all sorts of trading strategies.
10. Price Action Lab
Price Action Lab is a piece of software for analysing price action built by experienced trader Michael Harris. Harris’ PAL blog is a gold mine for quantitative trading ideas and research and is a must read for anyone who thinks quant trading is easy. As Harris shows time and time again, there is a lot more to quantitative trading than most people realise.
Better System Trader is a relatively new blog that features fortnightly podcast interviews with some of the best system traders in the industry and many of the authors on this page have been featured on the site over the last few months. Founded by Andrew Swanscott, this is a must for anyone interested in quant trading ideas.
Ernie Chan is a well respected quantitative trader and author of a number of best selling quant trading books including ‘Quantitative Trading: How to Build Your Own Algorithmic Trading Business‘.
Ernie has been in the industry since the late 90’s and his blog contains lots of interesting insight into the quantitative trading world.
13. Trading Markets
Trading Markets was founded by Larry Connors (creator of the Connors RSI indicator), Kevin Haggerty and some other trading professionals. The Trading Markets website has a huge amount of content related to stock trading as well as other assets and is always worth trawling through for new trading ideas. The site also contains a number of paid trading systems and useful courses for learning Amibroker.
Cesar Alvarez is a software engineer, quant trader and Amibroker programmer who spent nine years working for Trading Markets and Connors Research (above). His blog is updated regularly with new trading system ideas and research and it’s always worth keeping an eye on.
15. ASX Market Watch
ASX Market Watch is an excellent resource for trading system ideas and Amibroker tutorials run by Dave McLachlan. The site is primarily focussed towards the Australian stock market (ASX) but also contains lots of useful videos and free material.
16. Jonathan Kinlay
Quantitative Research and Trading from Jonathan Kinlay is a great resource for the latest models, theories and investment strategies using quant research and trading. The site contains numerous trading strategies developed from news-based algorithms created by Quantitative Trading at Systematic Strategies, LLC. The investment research of Dr. Kinlay created the volatility arbitrage strategies currently being used by the Caissa Capital hedge fund.
17. Alpha Architect
Alpha Architect aims to empower investors through education. The four core beliefs of Alpha Architect strengthen its mission of reducing the behavioral return gap among investors. It provides a number of strategies on active equity, asset allocation and alternatives. The site is an excellent resource for independent-minded, tax-sensitive, long-term investors who aim to get a good value for their money.
18. Turing Finance
Turing Finance developed from StuartReid.co.za, a personal blog showing the personal ideas of the author on the application of modern computer science on financial markets. Turing Finance focuses on content rather than the author and aims to solicit contributions from researchers sharing the passion of Stuart Reid. It promotes the concept that computer science and machine learning can transform the entire financial market landscape.
19. Dual Momentum
Dual Momentum Investing provides an insight on the momentum investing method utilized by Gary Antonacci. The method aims to increase profit levels while reducing risk. It offers investors a way of attaining long-term returns on their investments while reducing market losses and is based on the 35-years of experience of Gary Antonacci. Dual Momentum aims to utilize significant variations in relative strength and trends in the market.
20. Quants Portal
Quants Portal is an open-source hedge fund project offering quantitative strategies based on momentum investment. With an increasing interest on Quantocracy, the site offers numerous resources discussing momentum investment, back testing and other quantitative finance strategies. The team behind Quants Portal is composed of financial management, investment management and mathematical statistics students researching and reviewing momentum investment methods.
I first heard of Quantifiable Edges from Rob Hanna through a Better System Trader podcast and it’s a great site for quantifiable research and seeing the results of interesting trading ideas. Rob utilizes technical analysis concepts in order to quantify profitable edges in the market. Such trading ideas often incorporate indicators, breadth, volume, sentiment, volatility, seasonality and price action. His work on overnight edges is also very interesting.
KJ Trading Systems offers methods in enhancing trading performance among investors. It offers the techniques used by Kevin Davey in his 25 years of experience in trading. Aside from the free trading articles, KJ Trading Systems also offers numerous videos, free webinars and the futures trading strategy used by Kevin Davey in his own investments.
23. Quant Start
QuantStart is an algorithmic trading resource providing potential investors an excellent way to start a career in quantitative finance and algorithmic trading. It also offers numerous intuitive articles and videos. QuantStart also explains how Python tools can be used in creating profitable trading strategies.
24. The Chartist
The Chartist comes from experienced trader and trend follower Nick Radge who has authored a number of popular books and articles. Nick Radge is based in Australia and is another competent Amibroker programmer. The site offers a number of subscription investment models that allow traders to copy Nick’s trades as well as providing a number of informative articles and videos.
Automated Trading System from Jez Liberty is primarily focused towards the strategy of trend following and the blog contains a number of interesting articles that are useful for any trend following system trader. The site also contains monthly returns from a number of trend following wizards which always makes interesting reading.
So there’s 25 places online to start looking for quantitative trading strategies and ideas. I’m sure I’ve missed a few off the list so please let me know in the comments what your favourites are…
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Thank You For Reading
Joe Marwood is an independent trader and the founder of Decoding Markets. He worked as a professional futures trader and has a passion for investing and building mechanical trading strategies. If you are interested in more quantitative trading strategies, investing ideas and tutorials make sure to check out our program Marwood Research.
This post expresses the opinions of the writer and is for information, entertainment purposes only. Joe Marwood is not a registered financial advisor or certified analyst. The reader agrees to assume all risk resulting from the application of any of the information provided. Past performance is not a reliable indicator of future returns and financial trading is full of risk. Margin trading can lead to losses more than in your account. Mistakes in backtesting and presenting of analysis regularly occur. Please read the Full disclaimer.