Well, it is a byproduct from our weekly meetings, may be useful for newcomers.
Our selection procedure is academic: 1). recommendation (via PRs/MRs) from our community members, 2). evaluation by core members after survey, 3). discussion and evalutation at our weekly meetings.
Financial Big Data
Giller, Graham L. Adventures in Financial Data Science: The empirical properties of financial data and some other things that interested me. Vol. 1. Giller Investments (New Jersey), LLC, 2020.