Tuesday, April 17, 2012

Quantitative Investment Analysis - Web Resources and Pages

 
The future for quantitative investment products, Arnott, 1988
http://www.iijournals.com/doi/abs/10.3905/jpm.1988.409141

Quantitative and computations innovations in Investment management,Leinweber and Arnott, 1995
http://www.iijournals.com/doi/abs/10.3905/jpm.1995.409509 

Liquidity as an investment style, Zhivu Chen and Roger Ibbotson, 2008
http://www.zebracapm.com/files/Chen_Ibbotson_Liquidity_paper.pdf

Introduction to computerized investing
http://nerdsonwallstreet.com/introduction-to-computerized-investing-and-quantitative-investments-290/
Site of Dr. Leinweber

http://quantinvestment.blogspot.com/

Contents of the book - Financial Modeling of the Equity Market - CAPM to Cointegration
http://www.cims.nyu.edu/~kolm/images/stories/books/financial_modeling_of_the_equity_market_-_frontmatter.pdf
 
 
 
 
Dynamic apprach for quant investing, 2011
 
 
Quantitative Investment Strategies - Note of Goldman Sachs, March 2010
http://www2.goldmansachs.com/gsam/docs/inst/overview/product_profile/sp_quantitative_investment_strategies.pdf
 
Quantitative investing
 
 
Quantitative analysis for forex trade
Original Knol - http://knol.google.com/k/narayana-rao/quantitative-investment-analysis-web/2utb2lsm2k7a/ 4017

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