Quantocracy is one of the leading quant link aggregator sites. I read it daily and I strongly suggest you check it out if you want to stay on top of the news in the quant blogosphere:

Welcome to your FREE Algorithmic Trading resource where you will learn how to develop profitable algorithmic trading strategies and gain a career in quantitative trading.

Latest Articles

Beginner's Guide to Decision Trees for Supervised Machine Learning

In this article we are going to consider a stastical machine learning method known as a Decision Tree. Decision Trees (DTs) are a supervised learning technique that predict values of responses by learning decision rules derived from features. They can be used in both a regression and a classification context. For this reason they are sometimes also referred to as Classification And Regression Trees (CART). Read more...

Should You Build Your Own Backtester?

This post relates to a talk I gave in April at QuantCon 2016 in New York City. QuantCon was hosted by Quantopian and I was invited to talk about some of the topics discussed on QuantStart. I decided to talk about whether it is worth building your own backtesting system. This post goes into more detail about the subject area and should hopefully leave you wanting to dive into building your own system! Read more...

Maximum Likelihood Estimation for Linear Regression

The purpose of this article series is to introduce a very familiar technique, Linear Regression, in a more rigourous mathematical setting under a probabilistic, supervised learning interpretation. This will allow us to understand the probability framework that will subsequently be used for more complex supervised learning models, in a more straightforward setting. Read more...

Mailbag: How Do You Move From Quant Developer To Quant Trader?

I was emailed recently with a career-related question about jumping from one quant role to another. The question posed was "How can I make the jump from being a quant/software developer to a quant trader/researcher in a fund or investment bank?". This is certainly possible and does happen occasionally. However, it will require some extra-curricular work, and some initiative, in order to make it happen. Read more...

Beginner's Guide to Unsupervised Learning

The majority of machine learning posts to date on QuantStart have all been about supervised learning. In this post we are going to take a look at unsupervised learning, which is a far more challenging area of machine learning. Read more...