Links on Quantitative Investing

http://www.long-short.ru - Russian chat with interesting links

http://adamhgrimes.com/TAAS - trading course

http://abnormalreturns.com - "Abnormal returns"

http://howtotrade.ru - A.G.'s forum on trading

http://biz.yahoo.com/z/extreme.html - US earning, conf. calls, surprises, splits and IPOs

http://www.nanex.net/NxResearch - Nanex Research

http://www.zerohedge.com

http://seasonalcharts.com - seasonal patterns in different time series

http://www.signalfinancialgroup.com/correlation/CorrelationNG.php - correlations of different markets

http://www.valuestockscreener.com - quantitative investing strategies and screener

http://quantpedia.com - encyclopedia of trading strategies

http://godotfinance.com - funny guys

Sources of ideas

http://quantpedia.com - Quantpedia

http://www.assetmacro.com/investment-strategies - Asset Macro

Online testing platforms / hedge funds

https://www.quantopian.com - Quantopian

https://www.quantconnect.com - QuantConnect

https://quantiacs.com - Quantiacs

https://quantler.com - online backtesting platform

Useful materials

http://www.cftc.gov/MARKETREPORTS/COMMITMENTSOFTRADERS/INDEX.HTM - CFTC Commitment of Traders (COT) Report

https://faculty.fuqua.duke.edu/~dah7/HFData.htm - David A. Hsieh's Hedge Fund Data Library (unfortunately, last update - October, 2012)

Lectures by K. Ilyinsky (in Russian)

1, 2, 3, 4, 5, 6

7, 8 - option trading

9 - Factor models

10 - Long-term asset management

11 - Correlation

12 - Arbitrage

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