I just wanted to write a quick note to nod my head towards a great resource that anybody interested in quantitative strategy development should have on their radar.  The site is called The Whole Street and it is an absolutely fantastic aggregator of quantitative oriented blogs.  I highly recommend you check it out if you didn’t know about it already.

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients. Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University. You can connect with Corey on LinkedIn or Twitter.