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I 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

I 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.

smabie 3y ago
Yeah these are classic quant finance papers, but all in all not super helpful for anything except a basic foundation.
deleted 3y ago
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NickC25 3y ago
>Without the above papers you cannot invest while claiming doing anything else than playing at a casino. I don't think that's a fair statement, although I agree with the overall sentiment. Maybe the right term instead of "invest" would be "actively trade". Putting a chunk of change into long-term positions (especially stock) on large profitable companies as well as indexes and dividend-generating equities with a view towards cashing out in 30-40 years (and semi-actively monitoring said portfolio) isn't really the same as playing at a casino. If I'm looking for a 10-30% return in a day or a week, yeah, that's playing at a casino. If I'm looking for 7-10% a year, that's just me protecting my money against inflation.