I’m republishing here his reading list.

QUOTE

The Big Kahunas of the financial blog world (imo): The Big Picture and the Kirk Report, both of which linked to me a few weeks back. A belated thanks, guys. Both are very popular for many reasons. Ticker Sense is the blog of Lazlo Birinyi’s firm – their graphs are typically worth a thousand words.

Brett Steenbarger’s TraderFeed – Trading psychology guru and lots of market analysis deep into the mechanics of the market. His weblog is chock full of interesting links.

C(omp)++ – Quant oriented computation – need I say more?

CXO Advisory – excellent summaries of applicable financial research. Nearly every article is a must-read, imo.

Midas Oracle – Chris Masse’s blog is a humorously provocative firehose of information on the prediction markets. It’s a community blog where Chris graciously invited me to be a guest author, and I’ve written a post on traders and the prediction markets and moi. Someday in the not too distant future, I hope CASTrader will hook into prediction markets. Until then, I’ll just write about them there from time to time like I know what I’m talking about.

FINTAG – Adventures, commentary and opinions of a UK-based (soon to be ex?) hedge fund manager. All About Alpha is a Canadian who appears to be tapped into the bleeding edge of the hedge fund world.

Ken’s Nonsense – a misleading new blog title, because posts are anything but. By a former math professor turned computer engineer/trader.

Lloyd’s Investment Blog – Low volume, but interesting research.

Michael Covel – Author and trend follower – good links from time to time, plus he interviewed with Lindsay – what more could a blogger aspire to?

MoneyScience – Another relative firehose of information, with plenty of quantitative finance and science mixed in – a must read.

The Quants: QuantInvestor, World Beta and Quantitative Trading. Must reads all.

C++ Trader – a new blog by Mathew Henry who works at a “boutique investment bank” and whose blog title says it all. Mathew, along with Rod at Perfectly Reasonable Deviations (another blog I read religiously and link to often) nominated this blog for the Thinking Blogger Award, for which I am very honored.

The Park Paradigm

Herb Greenberg – There’s $$$ hidden between the lines of some of his posts, as I can certainly attest.

Wall Street and Technology – Always nice to know how the big boys and girls do it.

Yaser Anwar – new to me, but good stuff from a range of perspectives.

Portfolio Analysis. Very new, but looks like it will be a good one based on the articles so far.

plus a couple of quant boards for good measure:

Nuclear Phynance

Elite Trader

END OF QUOTE

Let’s add CASTrader (A quest for 50%-plus returns in the financial markets via Complex Adaptive Systems and Quantitative Finance) in the list.

Long or Short Capital – The authors here provide satirical commentary on current events and ideas occuring in the world of finance and investment banks. Not a single piece is serious, yet you find yourself saying “how true” to a handful of the posts. While I use the site as a source for a good laugh, it does require quite a bit of creativity and thought to produce their material.

Quantitative Trading – This is a site that I came across recently maintained by Dr. Ernest Chan. The site provides useful insight and commentary on many things related to quantitative finance, both in theory and mechanics.

CASTrader – I actually thought this site was discontinued when I first came across it. When you go to the site you’ll notice the drought of posts between November and March. When I first came across it, I went through a handful of the old posts and found quite a bit of value in them. I’m glad to see it is back up and running and am looking forward to reviewing the new material.

TraderFeed – One of my favorite blogs, and is maintained by Dr. Brett Steenbarger. Brett is a psychologist, and many of his posts revolve around the psychology of trading. However, what is great about Brett’s site is that he is not narrow in his approach to trader development. Instead of just posting about psychology, he creates his own indicators, crunches numbers to find short term statistical edges, and a provides a plethora of insights related to actual trading. He updates frequently, often multiple times per day and worth checking regularly.

TA with Tim Knight – Tim is a traditional technical analyst. Over the past year or two he has had quite a fun bearish slant on the market, and his commentary and comprehensive analysis are fun to read through. I have stopped reading comments just becuase the number of them grew to be so large, but there used to practically be verbal fights between market participants on this site. It was good because it brought out multiple viewpoints and because it was fun, but the comments in the end were taking too long to read. Without the comments, though, Tim’s site is still a great place to get a traditional technical view on the market, and he expresses his bearish tone in a fun way.