Recent content by French trader

If you use R you can have a look at http://quantstrattrader.wordpress.com The blogger backtests quantitative strategies from different sources in R (code published) and gives great analysis of the results backed by statistical metrics.

One of the best book I have ever read on quantitative trading is Inside the Black Box by Rishi Narang. It doesn't give secret recipes to win money on the markets but it goes really deep inside the components of quantitatives strategies (alpha model, risk model, transaction cost model...