Ask HN: Resources regarding algorithmic trading and portfolio management 1 points by scsilver 5y ago ↗ HN What are some good resources to learn about investment portfolio theory and the algorithms and statistics used to explore this field?
[–] Bostonian 5y ago ↗ Wikipedia has an article on "modern portfolio theory", and there are textbooks. Portfolio Visualizer 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 . You can peruse the Chartered Financial Analyst curriculum: https://www.cfainstitute.org/en/programs/cfa/curriculum . Wilmott is a site for derivatives quants: https://wilmott.com/ . There is an algo trading sub-reddit: https://www.reddit.com/r/algotrading/ . [–] scsilver 5y ago ↗ Thanks for the links!
2 comments
[ 4.2 ms ] story [ 13.5 ms ] thread