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Gappy shares Google Drive folder of quantitative finance summaries

@__paleologo3 sources2 min readhigh confidenceoriginal post

3 supported

Gappy shares a Google Drive folder containing 10 quantitative finance summary files spanning topics from abnormal returns to yield.

Giuseppe Paleologo (@__paleologo) posted a Google Drive folder link on Sep 25. The folder, titled 'Summaries', contains 10 files covering quantitative finance topics: abnormalreturns, derivatives, factormodel, marketimpact, momentum, portfolioconstruction, returnproperties, trendfollowing, universalportfolios, and yield. File modification dates range from Sep 27 to Oct 19. The remaining two evidence sources (a ClutchFans forum thread about the world economy and a dairy science cream calculator) are unrelated to the post.

What it asserts

  1. The Google Drive folder contains quantitative finance summary documents
  2. The folder includes 10 distinct topic files
  3. The files cover topics from abnormal returns through yield

Evidence

supported
The Google Drive folder contains quantitative finance summary documents

Source 1 confirms the folder is named 'Summaries' and lists 10 files with quantitative finance topic names.

Summaries - Google Drive
source 1
supported
The folder includes 10 distinct topic files

Source 1 lists exactly 10 files: abnormalreturns, derivatives, factormodel, marketimpact, momentum, portfolioconstruction, returnproperties, trendfollowing, universalportfolios, and yield.

abnormalreturns Oct 18 — Download derivatives Oct 19 — Download factormodel Oct 13
source 1
supported
The files cover topics from abnormal returns through yield

Source 1 confirms the 10 filenames span abnormalreturns, derivatives, factormodel, marketimpact, momentum, portfolioconstruction, returnproperties, trendfollowing, universalportfolios, and yield, with modification dates from Sep 27 to Oct 19.

trendfollowing Oct 4 — Download universalportfolios Oct 11 — Download yield Oct 13
source 1

Why it matters

A single practitioner's curated set of 10 quant-finance summaries could serve as a quick-reference index for someone building or evaluating trading models. Without seeing file contents, it is unclear whether these are original analyses or aggregated textbook notes.

Keep

  • Gappy's Drive folder indexes 10 quant-finance topics with dates from Sep 27 to Oct 19
  • Topics span abnormal returns, derivatives, factor models, market impact, momentum, portfolio construction, return properties, trend following, universal portfolios, and yield
  • Two of three evidence sources (ClutchFans thread, dairy science calculator) are irrelevant to the post
  • File contents and authorship are not visible from the folder listing alone

Next

  • Open the Drive folder and inspect whether the summaries are original work or compiled references
  • Cross-reference the 'universalportfolios' and 'factormodel' files against standard quant texts to gauge depth

Still open

  • Are the 10 files original analyses by Gappy or aggregated summaries from other sources?
  • What format are the files (PDF, spreadsheet, markdown) and what is their approximate length?

Sources

  1. drive.google.comdrive.google.com
  2. clutchfans.netbbs.clutchfans.net
  3. dairyscience.infowww.dairyscience.info
How this was researched
paleologo twitter account
paleologo Google Drive folder 1h1sMB-JkF9CjHbyGsoClY2Y1zbp_sZSY
quantitative-financegoogle-drivefactor-modelsportfolio-constructiongiuseppe-paleologo

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