A curated list of papers, books and resources for retail quant investors
- Brinson, G. P., Hood, L. R., & Beebower, G. L. (1986). Determinants of portfolio performance. Financial Analysts Journal, 42(4), 39-44. paper
- Markowitz, H. M. (1968). Portfolio selection. Yale university press. book
- Bogle, J. C. (2017). The little book of common sense investing: the only way to guarantee your fair share of stock market returns. John Wiley & Sons. book
- Dalio, R. (2005). Engineering targeted returns and risks. Alpha Manager. paper, article
- Chaves, D., Hsu, J., Li, F., & Shakernia, O. (2011). Risk parity portfolio vs. other asset allocation heuristic portfolios. The Journal of Investing, 20(1), 108-118. paper
- Faber, M. T. (2007). A quantitative approach to tactical asset allocation. The Journal of Wealth Management, 9(4), 69-79. paper
- Faber, M. (2017). A quantitative approach to tactical asset allocation revisited 10 years later. The Journal of Portfolio Management, 44(2), 156-167. paper
- Antonacci, G. (2017). Risk premia harvesting through dual momentum. Journal of Management & Entrepreneurship, 2(1), 27-55. paper
- Keller, W. J., & Keuning, J. W. (2016). Protective asset allocation (PAA): a simple momentum-based alternative for term deposits. Available at SSRN 2759734. paper
- Keller, W. J., & Keuning, J. W. (2017). Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less. Available at SSRN 3002624. paper
- Keller, W. J., & Keuning, J. W. (2018). Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA). Available at SSRN 3212862. paper
- Keller, W. J. (2019). Growth-Trend Timing and 60-40 Variations: Lethargic Asset Allocation (LAA). Available at SSRN 3498092. paper
- Keller, W. J. (2020). Lazy Momentum with Growth-Trend timing: Resilient Asset Allocation (RAA). Available at SSRN 3752294. paper
- Coqueret, G., & Guida, T. (2020). Machine Learning for Factor Investing: R Version. Chapman and Hall/CRC. book
- Donadio, S., & Ghosh, S. (2019). Learn algorithmic trading: Build and deploy Algorithmic Trading Systems and strategies using Python and Advanced Data Analysis. Packt Publishing Ltd. book
- Quantpedia: The Encyclopedia of Algorithmic and Quantitative Trading Strategies
- Chart School: Become more proficient at technical analysis by learning to recognize different chart patterns and charting techniques through our Chart School.
- Etf.com: Research your ETFs with the most comprehensive ETF screener and database, analysis, and ratings created specifically for ETF investors and advisors.
- Investing.com: Investing.com offers free real time quotes, portfolio, streaming charts, financial news, live stock market data and more.
- Tradingview: We're a supercharged super-charting platform and social network for traders and investors.
- Stockcharts: StockCharts delivers the charts, tools and resources you need to succeed in the markets.
- Portfoliovisualizer: Portfolio Visualizer is an online software platform for portfolio and investment analytics to help you make informed decisions when comparing and analyzing portfolios and investment products.
- Quantconnect: QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.
- Allocate Smartly: Allocate Smartly tracks the industry's best Tactical Asset Allocation strategies, with thorough, up to date backtests.
- Portfolio Charts: Portfolio Charts explores practical worldwide index investing strategies using intuitive charts and real-world examples that look beyond the raw numbers.
- FinanceDataReader: The FinanceDataReader is financial data reader(crawler) for finance.
- pandas-datareader: Up-to-date remote data access for pandas.
- investpy: investpy is a Python package to retrieve data from Investing.com, which provides data retrieval from up to 39952 stocks, 82221 funds, 11403 ETFs, 2029 currency crosses, 7797 indices, 688 bonds, 66 commodities, 250 certificates, and 4697 cryptocurrencies.