A-TIER skill
5 starter quant research papers — Value/Momentum, order book, RL
100k ft — What is this?
5 starter quant research papers — Value/Momentum, order book, RL
50k ft — Why care?
@heidioftheeast: 5 papers to start with — 'Value and Momentum Everywhere', cross-validated covariance estimation, deep-learning sizing on Eurodollar futures, 'The Price Impact of Order Book Events', AI-driven OTC liquidity provision. Concrete reading list.
10k ft — Key takeaways
(no takeaways yet)
5k ft — Tools & techniques
(no tools tagged)
algorithmic trading
1k ft — Deep-dive / try it
Most quant candidates read textbooks. The job requires you to read research papers. Here are five to start with
1. Value and Momentum Everywhere
2. Estimation of large financial covariances: a cross-validation approach
3. Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar Futures Trading
4. The Price Impact of Order Book Events
5. AI-driven liquidity provision in OTC financial markets
Comment “PAPERS” below, I’ll send you the link 🔗
heidioftheeast
16w
Comment “PAPERS” below, I’ll send you the link 🔗
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