As co-heads of the data association DSAI (Data Science and AI Association of Australia) we have been doing a number of online talks and have a few coming up on the topic of quantitative finance.
Arturo and I have both worked in the investment banking space and have some experience bulding analytical models to understand the market and we often get asked what sources of information are out there for others who are interested.
The following is an answer to this question with a list of resource (articles, videos, podcast and more) which can help the budding quantitative analyst looking to work in the industry or even just those curious for personal reasons.
Note: We will continue to add to this list over time so check back every now and then or subscribe to OpenInsight to get updates!
Quantopian GitHub Repository - Quantopian was a former quantitative/crowd-sourced hedge fund that shut down last year. Whilst they have shut down and it's no longer possible to use their online Jupyter notebooks to test algorithms, you can access their learning, research and other algorithms in their GitHub. You'll need to connect it to your own data sources but at least it's a great headstart.
yfinance - this library is often seen in financial data modelling blogs as it is a library for pulling in Yahoo Finance data via API. There are a number of articles and posts in places like StackOverflow on how to get certain datasets such as this one on Fundamental Ratios (link) and this one on getting started with algo trading (link).
Dmitri Bianco - often going by the monicker Fancy Quant, Dmitri has a bunch of vidoes on books, interviews, code and more about the quantitative finance career and what you can expect. He's recently (at time of writing) taken a break from YouTube but no doubt you'll get value from his videos
Quantopian - as mnetioned above, whilst the Quantopian app no longer works, they have also kept their videos and lectures up online which are an amazing source of insights for any quantitative analyst, beginner or veteran. Check it out.
Mark Meldrum - Mark has a lot of insights and course run-throughs for those who are looking to complete their CFA. These are often updated so if you're currently taking the CFA or thinking about it - this is an important source of info.
Paul Wilmott on Quantitative Finance - these are read throughs of the quantitative finance book by Paul Wilmott and done by Nathan Whitehead. These videos are from 2011 but suprisingly still quite useful so definitely worth a look especially as this playlist is comprehensive.
Ernest Chan - Machine Learning and Trading Strategies - Ernie appears on a number of Quantopian videos so we don't break those out but this is a more recent one from October last year.
Towards Data Science Medium Blog - not always quant finance focused but often there are are these types of articles there - I gyuess because data science and finance go hand in hand