HACKER Q&A
📣 scsilver
Resources regarding algorithmic trading and portfolio management
What are some good resources to learn about investment portfolio theory and the algorithms and statistics used to explore this field?
👤 Bostonian
Accepted Answer ✓
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/
.