Quant Trading Strategies - 2018

investing

#1

Papers for ideas for quantitative finance strategies:

Efficient Market Hypothesis

http://www.cs.ucl.ac.uk/fileadmin/UCL-CS/images/Research_Student_Information/RN_11_04.pdf

http://www.fooledbyrandomness.com/FatTails.html

http://www.tandfonline.com/doi/abs/10.1080/713665539

https://hal.archives-ouvertes.fr/hal-01618347/document

https://obliviousinvestor.com/testing-emh-the-joint-hypothesis-problem/

Alternative Investments
http://www.edge-fund.com/AmMV02.pdf

http://www.edge-fund.com/AmGi03.pdf
Alternative Investments from A to Z

http://www.edge-fund.com/Burn02.pdf

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=378140

http://www.edge-fund.com/Lamm99.pdf

http://www.edge-fund.com/ScKG02.pdf

Hedge Fund Funds Of Funds
http://ir.lib.sfu.ca/retrieve/227/etd0455.pdf

http://www.edge-fund.com/AlDi04.pdf

http://www.edhec-risk.com/edhec_publications/RISKReview1095869686221792239/attachments/Taking%20a%20Close%20Look%20at%20the%20European%20FoHF%20Industry.pdf

http://www.edge-fund.com/AMMV04.pdf

http://finance.math.biu.ac.il/readings/rsk_mang/rm/1%20fund%20of%20hedge%20funds.pdf

http://www.blumontcapital.com/downloads/articles/wp_fof_industry_0102.pdf

http://www.iperform.com/downloads/articles/wp_fof_alpha_0202.pdf

http://www.euromoneyplc.com/images/covers/Funds%20of%20Hedge%20Funds/contents.FOF.1.pdf

http://www.isma.reading.ac.uk/pdf/discussion/DP2002-24.pdf

http://www.isma.reading.ac.uk/pdf/discussion/DP2002-24.pdf

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID776064_code492694.pdf%3Fabstractid%3D776064%26mirid%3D3

http://www.hec.unil.ch/cms_mbf/master_thesis/0403.pdf

http://www.ssga.com/library/resh/Hedge_Fund_of_Fund_AA_Convergent_4.30.04CCRI1089396575.pdf

http://www.hec.unil.ch/cms_mbf/master_thesis/0403.pdf

http://www.zhwin.ch/departement-w/ibf/workingpapers/WorkingPaper1.pdf

http://www.london.edu/assets/documents/PDF/2.3.4.2.5_Slater.pdf

Long Term Capital Management
http://dx.doi.org/10.1080/13563460120060580

http://www.edge-fund.com/Edwa99.pdf

http://qed.econ.queensu.ca/pub/students/caldwelg/mta/e4981w03/toobigtofailltcmandmoralsuasionbis.pdf

http://www.blackwell-synergy.com/links/doi/10.1111/1468-036X.00125/abs/

http://bear.cba.ufl.edu/karceski/FIN7447/ch%20papers/ltcm.pdf

http://www.mpls.frb.org/pubs/region/00-12/review.cfm%3Fjs%3D0

http://dx.doi.org/10.1080/03085140303130

http://www.ed.ac.uk/sociol/Research/Staff/LSEMack.pdf

http://finance.math.biu.ac.il/readings/rsk_mang/reading%20var/1%20var%20insur.pdf

http://www.edge-fund.com/Shir.pdf

http://hum.sagepub.com/cgi/content/abstract/56/5/523

http://www.edge-fund.com/hedgfund99.pdf

Options Pricing
http://www.finance.martinsewell.com/option-pricing/Amil.pdf

http://www.finance.martinsewell.com/option-pricing/BlackScholes1973.pdf

http://www.finance.martinsewell.com/option-pricing/CaSS98.pdf

http://www.finance.martinsewell.com/option-pricing/CaSS98.pdf

http://www.finance.martinsewell.com/option-pricing/ChLT98.pdf

http://www.finance.martinsewell.com/option-pricing/Duan.pdf

http://www.finance.martinsewell.com/option-pricing/GaGe98.pdf

http://www.finance.martinsewell.com/option-pricing/HamidHabib2005.pdf

http://www.wu-wien.ac.at/inst/or/hanke/abstrjcif97.html

http://www.wu-wien.ac.at/inst/or/hanke/abstrjcif97.html

http://www.finance.martinsewell.com/option-pricing/HuLP94.ps

http://financemaster.bwl.univie.c.at/forschg/1998/optpric.html

http://www.finance.martinsewell.com/option-pricing/Merton1973.pdf

http://www.finance.martinsewell.com/option-pricing/Kell94.pdf

http://economics.sbs.ohio-state.edu/grad/disserta/mqi.html

http://www.finance.martinsewell.com/option-pricing/Radz.pdf
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Here is also some stuff on portfolio performance management as well.](http://www.performance-measurement.org/)