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conformist | 1 month ago

As a practitioner in this area, I’d say some of the authors here stand out as extremely influential to this day.

Clearly these include:

Cliff Asness (AQR is huge, lots of publications)

Ronald Kahn (early pioneer, standard book, successful ex. BGI people everywhere)

Neill Chriss (Almgren-Chriss)

Pete Muller (famous stat arb pioneer, PDT still going strong)

Not sure who I’ve overlooked.

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