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| type | topic | subtopic | title |
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| books | audio-music | FlatpickersGuideToOldTimeMusic | |
| books | audio-music | FundamMusicProc | |
| books | audio-music | MusicForGeeksNerds | |
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| books | big-data | AdvAnalyticsSpark | |
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| books | big-data | HadoopExplained | |
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| books | big-data | HadoopTheDefinitiveGuide | |
| books | big-data | LearningSpark | |
| books | big-data | MahoutInAction | |
| books | big-data | MigratingBigDataAnalsIntoCloud | |
| books | big-data | RealWorldHadoop | |
| books | coding | Cpp | AcceleratedC++ |
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| books | coding | Spark | Spark2xCookbook |
| books | coding | Spark | Spark2xMLcookbook |
| books | data-science | DataDrivenScienceEngg | |
| books | data-science | FourthParadigm | |
| books | data-science | IntroDataScience | |
| books | data-science | SocialMediaMining | |
| books | data-science | TwitterDataAnalytics | |
| books | econometrics | AnalogEstEcon | |
| books | econometrics | ApplEconometricsR | |
| books | econometrics | AppliedEconometricsMATLAB | |
| books | econometrics | BayesianEconometrics | |
| books | econometrics | ContempBayesEconStat | |
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| books | econometrics | Econometrics_Hansen | |
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| books | econometrics | IntroEconometricsStockWatson | |
| books | econometrics | RforBeginnersEconometrics | |
| books | econometrics | StructAnalDiscDataEconometrAppl | |
| books | finance | General | AbnormalReturns_WinningStrategies |
| books | finance | General | AllAboutHighFreqTrading |
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| books | finance | Quant-Applied | AnalysisFinTimeSeries |
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| books | finance | Quant-Applied | Beyond-VaR |
| books | finance | Quant-Applied | CausalRelSPvix |
| books | finance | Quant-Applied | CompleteGuideToOptionsPricingFormulas |
| books | finance | Quant-Applied | CreditRiskModAppl |
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| books | finance | Quant-Applied | FinEcnmtrcsEmpMktMicro |
| books | finance | Quant-Applied | FinModNonGaussDistr |
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| books | finance | Quant-Applied | FiniteDiffMethodsFinEng |
| books | finance | Quant-Applied | FixedIncMktsAndTheirDerivs |
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| books | finance | Quant-Applied | GuideToMktResearch |
| books | finance | Quant-Applied | HMMfinance |
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| books | finance | Quant-Applied | HandbkMonteCarloSim |
| books | finance | Quant-Applied | HandbookOfPortfolioConstruction |
| books | finance | Quant-Applied | HedgeFunds_AnalyticPerspective |
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| books | finance | Quant-Python | LearnAlgoTrading |
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| books | finance | Quant-R | QuantPrimerInvestR |
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| books | finance | Trading | ActivePortfolioManagement |
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| books | machine-learning | ML-Python | PythonDeepLearning |
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| courses | Quant | VolSmile-Derman-Columbia | |
| courses | Stat | NonParamStats | |
| courses | Stat | StatLearnTheory | |
| courses | Stat | StatRethinking | |
| docs | finance | active-vs-passive | Where do Alphas Come From.pdf |
| docs | finance | active-vs-passive | skill-capacity-and-opportunity.pdf |
| docs | finance | asset-pricing | FFToptionPricingIntro.pdf |
| docs | finance | asset-pricing | FFToptionPricingThesis.pdf |
| docs | finance | asset-pricing | FromTreeToGrid.pdf |
| docs | finance | asset-pricing | OptHedgOptTransacCosts.pdf |
| docs | finance | asset-pricing | TraderBehavAssetPriceDynamics.pdf |
| docs | finance | asset-pricing | jump-test-findings.pdf |
| docs | finance | asset-pricing | option-sensitivity-jump-diffusion.pdf |
| docs | finance | asset-pricing | qf-Illusions-dynamic.pdf |
| docs | finance | asset-pricing | volat-jump-detection.pdf |
| docs | finance | corporate-finance | Introduction_to_Structured_Investments.pdf |
| docs | finance | corporate-finance | cash-flow-analysis.pdf |
| docs | finance | cta-commodities | Which Trend Is Your Friend.pdf |
| docs | finance | endowments | endowment-investing-insights.pdf |
| docs | finance | factors-style | DeepFundamFactorModels.pdf |
| docs | finance | factors-style | FactorDecay-GlobalStudy.pdf |
| docs | finance | factors-style | FactorInvest_AssetAlloc.pdf |
| docs | finance | factors-style | FactorInvesting-BLB-views-priors.pdf |
| docs | finance | factors-style | FactorResearch_Research-Compendium-2020x.pdf |
| docs | finance | factors-style | Factor_ETFs |
| docs | finance | factors-style | Factors_first_a_risk-based_approach_to_harnessing_alternative_sources_of_income_whitepaper.pdf |
| docs | finance | factors-style | Foundations-of-Factor-Investing.pdf |
| docs | finance | factors-style | JOIM Investing With Style.pdf |
| docs | finance | factors-style | Keeping up with Styles_Oct 2009.pdf |
| docs | finance | factors-style | MacroFactorInvestingWithStyle.pdf |
| docs | finance | factors-style | NavigatingFactorZoo.pdf |
| docs | finance | factors-style | Practical-Considerations-for-Factor-Based-Asset-Allocation.pdf |
| docs | finance | factors-style | Research-Compendium-2021.pdf |
| docs | finance | factors-style | Risk-Based_and_Factor_Invest.pdf |
| docs | finance | factors-style | StyleRotation.pdf |
| docs | finance | factors-style | The Incredible Shrinking Factor Return Unabridged.pdf |
| docs | finance | factors-style | betting-against-quant.pdf |
| docs | finance | factors-style | factor-invest-asset-alloc.pdf |
| docs | finance | factors-style | factor-investing-Ang-ch14.pdf |
| docs | finance | factors-style | factor-timing-keep-it-simple.pdf |
| docs | finance | factors-style | factorRiskMeasurementFoFEJF2007.pdf |
| docs | finance | factors-style | factorviews-portfolioconstruction.pdf |
| docs | finance | factors-style | forecast-stock-returns-with-large-dim-factor-models.pdf |
| docs | finance | factors-style | fundam-factor-models.pdf |
| docs | finance | factors-style | investing-through-macro-factor-lens.pdf |
| docs | finance | factors-style | smart-beta-efficiency-versus-investability.pdf |
| docs | finance | factors-style | understanding-factor-tilts.pdf |
| docs | finance | fixed-income | factor-based-fixed-income.pdf |
| docs | finance | fundamentals | financ-stmt-analysis.jpg |
| docs | finance | hedge-funds | Amundi-alt-invest-debrief-2012-02-29_1.pdf |
| docs | finance | hedge-funds | Can_One_Hedge_the_Tail_Risk_of_a_Fund_of_Funds_November_2011-93847-1.pdf |
| docs | finance | hedge-funds | Estimating_the_Premium_for_Hedge_Fund_Illiquidity_-_July_2009-67189-1.pdf |
| docs | finance | hedge-funds | ExpPremHFLockups.pdf |
| docs | finance | hedge-funds | Further Evidence of Hedge Fund Return Predicatability.pdf |
| docs | finance | hedge-funds | HedgeFundBenchmarks_RiskApproach.pdf |
| docs | finance | hedge-funds | HowManyFundManagers.pdf |
| docs | finance | hedge-funds | Modeling Illiquidity Premiums for Alternative Investments.pdf |
| docs | finance | hedge-funds | MultiStrategy_FoHF.pdf |
| docs | finance | hedge-funds | PortableAlpha.pdf |
| docs | finance | hedge-funds | Thoughts_on_beta.pdf |
| docs | finance | hedge-funds | Understanding-Hedge-Fund-Performance.pdf |
| docs | finance | hedge-funds | abc-of-hedgefunds.pdf |
| docs | finance | hedge-funds | leverage_hf_and_risk.pdf |
| docs | finance | high-freq | HighFreqR.pdf |
| docs | finance | high-freq | analysis-of-hf-fin-data.pdf |
| docs | finance | high-freq | econometrics-hf-data.pdf |
| docs | finance | high-freq | filtering-ultra-hf-data.pdf |
| docs | finance | high-freq | hf-market-making.pdf |
| docs | finance | high-freq | info-content-hf-data.pdf |
| docs | finance | incomplete-markets | incomplete-markets.pdf |
| docs | finance | incomplete-markets | incomplete-mkts-macro-dynamics.pdf |
| docs | finance | incomplete-markets | pricing-hedging-incomplete-mkts.pdf |
| docs | finance | inflation | Inflation_fighters_real_assets.pdf |
| docs | finance | inflation | Inflationary-Regimes-and-Asset-Class-Performance-FINAL.pdf |
| docs | finance | inflation | NonlinearStochasticModelInflation |
| docs | finance | inflation | PredictInflationWithMktSenti.pdf |
| docs | finance | inflation | StochasticModelInflation |
| docs | finance | inflation | The Great Inflation, Factors, and Stock Returns_FINAL.pdf |
| docs | finance | inflation | growth-inflation-quadrants.jpg |
| docs | finance | inflation | inflation-academic-research.pdf |
| docs | finance | inflation | inflation-global-assets.pdf |
| docs | finance | inflation | inflation-risk-premium.pdf |
| docs | finance | macro | expectedStockReturnsWhenRatesAreLow.pdf |
| docs | finance | macro | return-stacking-strategies-for-overcoming-a-low-return-environment.pdf |
| docs | finance | market-microstructure | MktMicrostrElecTrading-lecture6.pdf |
| docs | finance | market-microstructure | hf-market-microstructure.pdf |
| docs | finance | market-microstructure | marketimpact-informationvalue.pdf |
| docs | finance | math-finance | continuous_time_reviewpaper_jf2000.pdf |
| docs | finance | math-finance | math-finance-ewald.pdf |
| docs | finance | ml-applications | BlackScholes-RL.pdf |
| docs | finance | ml-applications | DEEP REINFORCEMENT LEARNING PORTFOLIO MANAGEMENT RESULTS.pdf |
| docs | finance | ml-applications | MLforTrading |
| docs | finance | ml-applications | MLforecastStockReturns.pdf |
| docs | finance | ml-applications | MLriskModels.pdf |
| docs | finance | ml-applications | StockPickingWithML.pdf |
| docs | finance | ml-applications | TenFinApplML.pdf |
| docs | finance | ml-applications | asset-pricing-ml-global.pdf |
| docs | finance | ml-applications | credit-risk-ml.pdf |
| docs | finance | ml-applications | meta-labeling-framework.pdf |
| docs | finance | ml-applications | modern-RL-finance.pdf |
| docs | finance | ml-applications | reinfo-learning-finance.pdf |
| docs | finance | ml-applications | rflr-artificial-intelligence-in-asset-management.pdf |
| docs | finance | multi-asset | JournalOfPortfoMgmt-MultiAssetStrategies.pdf |
| docs | finance | multi-asset | multi-asset-strategies.pdf |
| docs | finance | options | 20191120-theo-opt-pric.pdf |
| docs | finance | options | FFTPricingDiscussion.pdf |
| docs | finance | options | FFToptionPricingIntro.pdf |
| docs | finance | options | FFToptionPricingThesis.pdf |
| docs | finance | perf-attrib | Distinguishing True Alpha from Beta.pdf |
| docs | finance | perf-attrib | Frongello.pdf |
| docs | finance | perf-attrib | Performance Attribution Measuring Dynamic Allocation Skill.pdf |
| docs | finance | perf-attrib | attribution-linking.pdf |
| docs | finance | perf-attrib | becker-rf-lit-review-2018.pdf |
| docs | finance | perf-attrib | comparing-perf-attrib-linking-methods.pdf |
| docs | finance | perf-attrib | factor-attrib.pdf |
| docs | finance | perf-attrib | ip-multi-period-performance-attribution-ortec-finance_bas-leerink.pdf |
| docs | finance | perf-attrib | multi-period-attribution-refresh-perspective.pdf |
| docs | finance | perf-attrib | pa.pdf |
| docs | finance | perf-attrib | performance_attribution_white_paper.pdf |
| docs | finance | perf-attrib | performance_attribution_white_paper.pdf |
| docs | finance | perf-attrib | return-attribution-cipm.pdf |
| docs | finance | perf-attrib | rflr-performance-attribution.pdf |
| docs | finance | perf-attrib | risk-contrib-from-defined-factors.pdf |
| docs | finance | perf-attrib | risk-contrib-from-generic-factors.pdf |
| docs | finance | perf-eval | Active-Share-Whitepaper_092815.pdf |
| docs | finance | perf-eval | Active_Share_Tracking_Error.pdf |
| docs | finance | perf-eval | IC-FactorModels.pdf |
| docs | finance | perf-eval | IC-perf-measure.pdf |
| docs | finance | perf-eval | Linking-ActiveShare-TrackingError |
| docs | finance | perf-eval | effective-IC-measure-skill.pdf |
| docs | finance | perf-eval | interpreting-active-share.pdf |
| docs | finance | portfolio-construction | Asset Allocation for Muppets with a 401(k) _ 25iq.pdf |
| docs | finance | portfolio-construction | Asset and Risk Management in a Post Crisis Market.pdf |
| docs | finance | portfolio-construction | EnhancedPortfolioOptim.pdf |
| docs | finance | portfolio-construction | HowToCombineBillionAlphas.pdf |
| docs | finance | portfolio-construction | LongAndShortOfRiskParity.pdf |
| docs | finance | portfolio-construction | Minimum-Correlation-Algorithm.pdf |
| docs | finance | portfolio-construction | asset-allocation.pdf |
| docs | finance | portfolio-construction | crisis-proof-portfolios.pdf |
| docs | finance | portfolio-construction | research-concentration-within-sectors-and-its-implications-for-equal-weighting.pdf |
| docs | finance | portfolio-construction | sectorNeutralFactorInvesting.pdf |
| docs | finance | portfolio-construction | the-myth-of-diversification-reconsidered.pdf |
| docs | finance | portfolio-construction | total portfolio management.pdf |
| docs | finance | quantstats-techniques | CapacityAnalysis-FLAM.pdf |
| docs | finance | quantstats-techniques | ChronoReturnPred.pdf |
| docs | finance | quantstats-techniques | FinanceStatsPrinciples.pdf |
| docs | finance | quantstats-techniques | IntroFFTfinance.pdf |
| docs | finance | quantstats-techniques | JPM-Information-Horizon-Portfolio-Turnover-and-Optimal-Alpha-Models.pdf |
| docs | finance | quantstats-techniques | PMR_Quant_eBook.pdf |
| docs | finance | quantstats-techniques | Phynance.pdf |
| docs | finance | quantstats-techniques | PnF_RelativeStrength_BoxSizes.pdf |
| docs | finance | quantstats-techniques | arpm-exercises.pdf |
| docs | finance | quantstats-techniques | crossing-network-liquidity.pdf |
| docs | finance | quantstats-techniques | quant-equity-investing-2018.pdf |
| docs | finance | quantstats-techniques | quant-escaping-trap.pdf |
| docs | finance | quantstats-techniques | radical-complexity-quantfin.pdf |
| docs | finance | quantstats-techniques | vol-matrix-est-hf-data.pdf |
| docs | finance | risk | Risk Management A Review.pdf |
| docs | finance | risk | barra-hfm2-risk-model.pdf |
| docs | finance | risk | finance-replication-crisis.pdf |
| docs | finance | risk | heterotic-risk-models.pdf |
| docs | finance | risk | quantopian_risk_model_whitepaper.pdf |
| docs | finance | risk | research-the-landscape-of-risk.pdf |
| docs | finance | risk | russian-doll-risk-models.pdf |
| docs | finance | sentiment | FactorInvestingWithSentiment-AsiaPacificMarkets.pdf |
| docs | finance | sentiment | FinSentimentEmbedding.pdf |
| docs | finance | sentiment | StockMarketPredictionUsingTwitterSentimentAnalysis.pdf |
| docs | finance | sentiment | StockMktPred-sentimCandleCharts.pdf |
| docs | finance | sentiment | WhenDoesInvestorSentimPredictStockReturns.pdf |
| docs | finance | sentiment | does-sentiment-matter-pricing-stocks.pdf |
| docs | finance | sentiment | music-sentiment-stocks.pdf |
| docs | finance | sentiment | podnos |
| docs | finance | sentiment | podnos-email.pdf |
| docs | finance | sentiment | predictStockRet-newsStories.pdf |
| docs | finance | sentiment | quant-cycle-factors-sentiment.pdf |
| docs | finance | sentiment | sp-global-market-intelligence-sentiment-signal-september-2018.pdf |
| docs | finance | trading | 3 Essential Charting Patterns.pdf |
| docs | finance | trading | Butterfly Trade Swap Pub Ebook.pdf |
| docs | finance | trading | PracticalGuide-QuantPortfolioTrading.pdf |
| docs | finance | trading | QuantBust2020.pdf |
| docs | finance | trading | QuantTradingSystem-ignatovich.pdf |
| docs | finance | trading | quantstrat-intro.pdf |
| docs | interview-prep | Algorithms | |
| docs | interview-prep | Coding | |
| docs | interview-prep | Containers_Docker_Kubernetes | |
| docs | interview-prep | DataScience | |
| docs | interview-prep | FixedIncome | |
| docs | interview-prep | Linux | |
| docs | interview-prep | MachineLearning | |
| docs | interview-prep | Mathematics | |
| docs | interview-prep | Numpy | |
| docs | interview-prep | Options | |
| docs | interview-prep | Pandas | |
| docs | interview-prep | Probability | |
| docs | interview-prep | Python | |
| docs | interview-prep | QuantFinance | |
| docs | interview-prep | Readings | |
| docs | interview-prep | SQL | |
| docs | interview-prep | Statistics | |
| docs | math-stat | Bayesian statistics made simple.pdf | |
| docs | math-stat | Graph Theory and Linear Algebra.pdf | |
| docs | math-stat | How to choose a statistical..pdf | |
| docs | math-stat | IntroductionBootstrap.pdf | |
| docs | math-stat | MeasureTheoryForDummies.pdf | |
| docs | math-stat | StatisticalInference.pdf | |
| docs | math-stat | markovchainCrashIntro.pdf | |
| docs | math-stat | measurement-error | |
| docs | math-stat | multiple-testing | |
| docs | math-stat | robust-regression | |
| docs | math-stat | scan-statistics |