Most important papers for quantitative traders
1–10 of 65 posts
Re: Most important papers for quantitative traders
#2I cannot open the link
Re: Most important papers for quantitative traders
#3I cannot open the link
No problem here.
Re: Most important papers for quantitative traders
#4The author seems to imply that there's a Nobel Prize in economics. There is no such prize. There's only: Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel
Re: Most important papers for quantitative traders
#5The author seems to imply that there's a Nobel Prize in economics. There is no such prize. There's only: Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel
What you mention is the Nobel Prize in economics, it's the same thing. It wasn't one of the original prizes set out in Nobel's will, but it is awarded by the same institution and follows the same procedure.
Only an absolute pedant who is looking to argue trivialities would bicker over the name of "Nobel Prize in Economics" vs. "Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel".
[1] https://www.nobelprize.org/prizes/lists/all-prizes-in-econom...
Re: Most important papers for quantitative traders
#6The author seems to imply that there's a Nobel Prize in economics. There is no such prize. There's only: Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel
"... it is commonly referred to as the Nobel Prize in Economics." [0]
[0] https://en.wikipedia.org/wiki/Nobel_Memorial_Prize_in_Econom...
Re: Most important papers for quantitative traders
#7Table of contents? Blast from the SEO spam of the past.
Snark aside, very decent bibliography for the intended audience: independent traders who are building automated trading programs for their personal accounts.
Re: Most important papers for quantitative traders
#8I stopped at the table of content but the bibliography covers what any introductory finance 101 course would cover. I interpreted the title as suggesting there was a bit of novelty in there so it's a bit disappointing.
Without the above papers you cannot invest while claiming doing anything else than playing at a casino. But it's clearly not sufficient to design a profitable quantitative strategy in 2023.
Re: Most important papers for quantitative traders
#9Probably better to learn the basics and get a good overview, eg by reading Grinold & Kahn instead:
https://books.google.com/books/about/Active_Portfolio_Manage...
Re: Most important papers for quantitative traders
#10The author seems to imply that there's a Nobel Prize in economics. There is no such prize. There's only: Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel
What you mention is the Nobel Prize in economics, it's the same thing. It wasn't one of the original prizes set out in Nobel's will, but it is awarded by the same institution and follows the same procedure. Only an absolute pedant who is looking to argue trivialities would bicker over the name of "Nobel Prize in Economics" vs. "Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel". [1] https://www.n…
If you would establish a price and someone would pick up your name for another price, would that make you happy?
Alfred Nobel did not establish a price in economics. So IMHO this price should not have his name. Sure, the official name is a bit bulky. We can certainly find something more appropriate.