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Ask HN: Resources regarding algorithmic trading and portfolio management
What are some good resources to learn about investment portfolio theory and the algorithms and statistics used to explore this field?
- Bostonian 6y agoWikipedia has an article on "modern portfolio theory", and there are textbooks. Portfolio Visualizer https://www.portfoliovisualizer.com/ https://www.portfoliovisualizer.com/ has tools to find historically optimal porfolios. R has many packages for empirical finance: https://cran.rproject.org/web/views/Finance.html https://cran.rproject.org/web/views/Finance.html . You can peruse the Chartered Financial Analyst curriculum: https://www.cfainstitute.org/en/programs/cfa/curriculum https://www.cfainstitute.org/en/programs/cfa/curriculum . Wilmott is a site for derivatives quants: https://wilmott.com/ https://wilmott.com/ . There is an algo trading sub-reddit: https://www.reddit.com/r/algotrading/ https://www.reddit.com/r/algotrading/ .
- scsilver 6y agoThanks for the links!