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.

• Daily Speculations (by Dr. Victor Niederhoffer et alia): a blog dedicated to value creation and to the application of the scientific method in Finance. Dr. Victor Niederhoffer is definitely one of the greatest thinkers in Finance today, and his blog is full of interesting, meaningful ideas.

• Information Arbitrage (by Roger Ehrenberg): Roger defines it as “a Wall Streeter’s Ride into the Wild, Wild Web”. Interesting, insightful, original, inspiring. I can only think of good words to describe IA. One of my favorite blogs.

• Quantitative Trading (by Dr. Ernest Chan): quantitative investment and trading ideas, research, and analysis, by Dr. Chan, a theoretical physics PhD turned quantitative trader. I especially like his posts on time-series analysis and co-integration. Very interesting, and highly recommended.

• CASTrader (by Alan Jewel): one of the very few blogs in which 100% of posts are super-interesting! From gambling mathematics to information theory, from market philosophy to complex adaptive systems (the “CAS” part of CASTrader). Comprehensive, independent, interesting, highly recommended! Maybe one of the reasons why I like this blog so much is that, in a way, it’s a bit “Santa Fe Institute-like”, if you know what I mean.

• C++ Trader (by Matthew Henry): one of the most recent additions to my list of top favorites. Matt writes about two passions of mine: C++ and trading. The mix works quite well, and it’s well worth the visit.

Alan Jewel (of CASTrader) has just posted two comments on Midas Oracle —one on the Efficient Market Hypothesis and one on David Pennock’s ultra provocative [*] piece (Does wisdom requires markets?).

[*] David Pennock’s blog post was provocative in that… we are all market aficionados, here, at Midas Oracle.

aficionados = corrida fanboys, literally.