I think there is room for more curation on the academinc/professional research space in investments. A few sites have been working on it to various degrees, and my current favorites are CXO and Empirical Research (now Turnkey Analyst). Some of the other linkfest/aggregation sites like Advisor Perspectives and Abnormal Returns are good too, but I’m talking about a more in depth “deep dive” into the papers and approaches. I think there is a lot of room for translating much of this research into practical advice and trading strategies.
A big hedge fund just started with a beta site: Whitebox Selected Research. Redleaf’s writings are wonderful reads (as is his book), and it looks like the site, while just getting underway, may archive the Whitebox letters. Here is a recent one from August 15, 2011: “Bullish on America”.
PS What happened to AlphaLetters, defunct?