As with many people these days, most of my investment information comes from the internet. It has taken me years to compile a group of research-oriented blogs and websites that I have found most useful. Here is my annotated list:
Quantocracy: This is an aggregator of quantitative trading links to blog posts and research articles. It covers a broad range of ideas from coding to finance theory. This is the single best source for quantitative content.
Abnormal Returns: A daily feast of interesting links both in and out of finance.
Alpha Architect: Lots of posts on a variety of quantitative finance topics.
CXO Advisory: This website is a good way to learn about new investment research posted on the Social Science Research Network (SSRN).
Farnam Street: A variety of interesting topics by Shane Parrish.
EconomPic Data: Jake usually has thought-provoking things to say, and he does some good research. His site is momentum-friendly. Jake is also quite active on Twitter.
Twitter is also a good source of investment information. Not only do those followed on Twitter offer their own insights, but they retweet and comment on worthwhile information from others. Here are the Twitter handles of the above bloggers plus my own:
Abnormal Returns @abnormalreturns
CXO Advisory @CXOAdvisory
Shane Parrish @farnamstreet
Wes Gray @alphaarchitect.com
Gary Antonacci @Gary Antonacci
Here are others I like who have many followers:
Meb Faber @MebFaber
Vanguard Advisors @Vanguard_FA
These have fewer followers but deserve more:
Samuel Lee @etfsamlee
The Leuthold Group @LeutholdGroup
Ned Davis Research @NDR_Research
There are other excellent investment bloggers and Twitter peeps. I follow around 90. Any more and I would not have time to read them all. As with other things in life, you need to find the right balance.