Does anyone know of any serious trading publications, such as peer review journals? I am particularly interested in those that address quatitive analysis and automation of trading. What do the quants read? Thanks! Norm
Journal of Financial Economics, Journal of Finance, Journal of Computational Finance, Quantitative Finance. Journal of Financial and Quantitative Analysis, Journal of Banking and Finance are lesser in quality. However, none of these journals deal with trading at all. In general, it is fairly impossible to get trading ideas from academic journals. Also, if you publish a little, going to the financial academic conferences is another good place to get general ideas of research directions, but definitely not trading ideas. I am not a pure quant, I am a computational quant, if you will.
Try this link , http://research.stlouisfed.org/wp/ It is heavy research material, but sometimes you find good ideas.
Serious quant reading is Wilmott Magazine. Forums are also a useful source of guidance and occasionally inspiration on many levels - www.wilmott.com There are institutional traders populating the boards as well as the rocket scientists. If you dig deep on the search function you may unearth some content on automation.