Sources for Equity Quantitative Research

Summary

The document compiles places to find quantitative research on equities, including sell-side bank research teams and investment strategy publications. It also points to independent research providers, academic or practitioner paper collections, research blogs, and directories covering quantitative finance more broadly. Some entries are marked as available online or by request to non-clients.

The material is a discovery list rather than an evaluation of research quality, methodology, or investment usefulness. It names researchers and organizations but gives no examples of their findings and no criteria for comparing their work. Availability and personnel can change, and several sources are presented as suggestions from answers to a community question. Readers should treat the list as a starting point for locating research, then assess each source's methods, data, and relevance independently.

Key ideas

• The list includes sell-side teams and bank publications that cover equity quantitative research.
• Independent research providers, blogs, and research paper collections offer additional sources.
• Some cited material may be available online or by request to non-clients.
• The document does not assess the quality or performance of the listed research.
• Research availability and named personnel may change over time.

Tags

# What are the best sources for equity quantitative research?


# What are the best sources for equity quantitative research?












What are the best sources of quantitative finance research in equities?

I will list a couple and note an asterisk if the research is available by request (i.e. non-clients) or online:

- BAC-Merrill Lynch - Savita Subramanian

- Deutsche Bank - Yin Luo*

- Credit Suisse - Pankaj Patel

- Barclay's - Matthew Rothman

- HSBC - Ely Klepfish*

- Goldman Sachs - Quantitative Strategies

- Neuberger-Berman - Wai Lee

- Nomura - Joseph Mezrich

Perhaps there are also more un-conventional sources of quant research besides sell-side wall street:

- Hussman Funds - John Hussman*

- Emanuel Derman's collection of papers

## Answer by Tal Fishman (score 12, accepted)

https://quant.stackexchange.com/a/1629

Sell Side

- Macquarie Quant - Venkat Eleswarapu

- Bernstein Research - Vadim Zlotnikov

- Nomura - Joe Mezrich

- JPMorgan Investment Strategies series

- Societe Generale - Alain Bokobza

Independent

- CXO Advisory

- Empirical Finance Blog



- MSCI Research Papers

- Axioma Research Papers

## Answer by I-CJW (score 11)

https://quant.stackexchange.com/a/1644

Quantivity's "People of Quant Research"(mirror) has quite an exhaustive list (albeit not exclusively equity-orientated).

## Answer by vonjd (score 7)

https://quant.stackexchange.com/a/1646

definitely add:

- http://www.moneyscience.com/pg/linklibrary/financial-research

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.