Useful Resources
As you explore Julean's reading list, you will discover the titles that have profoundly shaped his career. These insightful reads have influenced his research, expanded his knowledge and ignited a passion for pushing the limits of quantitative finance.
Advances in Financial Machine Learning
Marcos López de Prado
Advanced Portfolio Management
Giuseppe Paleologo
Machine Learning for Asset Managers
Marcos López de Prado
Poor Charlie's Almanack
Charlie Munger
Efficiently Inefficient
Lasse Heje Pedersen
Active Portfolio Management
Richard Grinold | Ronald Kahn
Quantitative Portfolio Management
Michael Isichenko
Machine Learning in Finance
Matthew Dixon | Igor Halperin | Paul Bilokon
Your Complete Guide to Factor Based Investing
Andrew Berkin | Larry Swedroe
Books
Podcasts
Flirting with Models
​This has all around great podcasts on quantitative investing.
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Specific Episodes:
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Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)
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Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7)
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Odd Lots
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They have a good series of podcasts breaking down in laymen's terms modern risk management and multi-strategy hedge funds.
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Specific Episodes:
Resources / PDFs
​​​​Portfolio Risk Attribution - X Sigma Rho
Bloomberg - Jose Menchero
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Gives a good breakdown of some of the math that underpins commercial factor risk models and risk management in general.
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Quant Road Map - ​​​​Ultimate Finance Resource Guide
Stat Art (Anonymous Twitter User)
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Amazing list of resources for quant finance.
Light Reads
​​​​ETFs are eating the bond market
FT Alphaville - Robin Wigglesworth and Will Schmitt
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Good overview of how the bond ETF market works (and ETFs in general), and how it is broadly increasingly liquidity in the bond market.