---
title: Quant Letter No. 5: June 2023, Week 4
url: https://www.ml-quant.com/issues/2023-06-28/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2023-06-28
---


# Quant Letter No. 5: June 2023, Week 4

Sent 2023-06-28. 103 items.

## arXiv

### Finance

- __[LMF Model: Heterogeneity and ACF Analysis](https://arxiv.org/abs/2306.13378)__: Heterogeneity and ACF Analysis: A new model proposed for analyzing institutional investors' order-splitting behavior in financial markets. (2023-06-23, shares: 7) · https://www.ml-quant.com/papers/arxiv/2306.13378/
- __[Graph Attention Network for Stock Selection](https://arxiv.org/abs/2306.15526)__: A higher-order graph attention network is proposed for stock prediction, incorporating fundamental and technical analysis to capture complex structures and improve profitability. (2023-06-27, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.15526/
- __[Optimal Investment with Stochastic Interest Rates](https://arxiv.org/abs/2306.13343)__: Study finds investors hedge risk but not ambiguity in dynamic asset allocation. (2023-06-23, shares: 5) · https://www.ml-quant.com/papers/arxiv/2306.13343/
- __[Generators for Order Book Simulation](https://arxiv.org/abs/2306.12806)__: Conditional generative models used for order book simulation, enhanced with adversarial attacks. (2023-06-22, shares: 5) · https://www.ml-quant.com/papers/arxiv/2306.12806/
- __[Credit Limit Adjustments with Reinforcement Learning](https://arxiv.org/abs/2306.15585)__: Reinforcement learning techniques automate optimal credit card limit adjustments, outperforming other strategies. (2023-06-27, shares: 4) · https://www.ml-quant.com/papers/arxiv/2306.15585/
- __[Forward Curve Dynamics for Commodity Derivatives](https://arxiv.org/abs/2306.12921)__: A framework is presented for modeling forward curves in commodity markets, showing that multiple components drive commodity prices and the model accurately captures price and volatility dynamics. (2023-06-22, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.12921/

### Economics

- __[Latent Factor Analysis in Panels](https://arxiv.org/abs/2306.14004)__: New tools for analyzing stock returns in short panels are developed. (2023-06-24, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.14004/
- __[GitHub Copilot's Impact on Software Development](https://arxiv.org/abs/2306.15033)__: GitHub Copilot boosts developer productivity and generative AI tools could boost global GDP by $1.5 trillion by 2030. (2023-06-26, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.15033/

### Miscellaneous

- __[Financial Sentiment Analysis Tuning](https://arxiv.org/abs/2306.12659)__: A new approach improves financial sentiment analysis by addressing limitations of language models. (2023-06-22, shares: 10) · https://www.ml-quant.com/papers/arxiv/2306.12659/
- __[Fractal Properties and Market Efficiency: Entropy and Hurst Exponent Link](https://arxiv.org/abs/2306.13371)__: Entropy and Hurst Exponent Link: This article discusses how entropy-based market information and the Hurst exponent can be used to measure the efficiency of an asset. It provides theoretical formulas and shows how this method can be applied to different financial data sets. (2023-06-23, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.13371/
- __[Language Models for Sentiment Extraction in Chinese Financial Texts](https://arxiv.org/abs/2306.14222)__: A framework assesses large language models for sentiment factor extraction in stock trading strategies. (2023-06-25, shares: 4) · https://www.ml-quant.com/papers/arxiv/2306.14222/
- __[Structural Electricity Price Forecasting Approach](https://arxiv.org/abs/2306.14186)__: Encoding domain knowledge improves electricity price forecasting accuracy. (2023-06-25, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.14186/

### Historical Trending

- __[EmTract: Emotion Extraction from Financial Social Media](https://arxiv.org/abs/2112.03868)__: Emotion Extraction from Financial Social Media: EmTract is a tool that extracts emotions from financial social media, accurately predicting price movements. (2021-12-07, shares: 95) · https://www.ml-quant.com/papers/arxiv/2112.03868/
- __[Enhanced Bunching Identification Strategy](https://arxiv.org/abs/2101.01170)__: New estimators overcome sensitivity issues in bunching identification, allowing researchers to study how bunching elasticities vary with different assumptions. (2021-01-04, shares: 54) · https://www.ml-quant.com/papers/arxiv/2101.01170/
- __[Practical Application of HJM Framework in Energy Markets](https://arxiv.org/abs/2305.01485)__: The Heath-Jarrow-Morton framework is used in energy markets, offering a practical guide for practitioners in European power and gas markets. (2023-05-02, shares: 53) · https://www.ml-quant.com/papers/arxiv/2305.01485/
- __[Online RL for Energy Market Optimization](https://arxiv.org/abs/2303.16266)__: An automated trading strategy using reinforcement learning algorithms is designed to optimize renewable energy market balancing. (2023-03-28, shares: 36) · https://www.ml-quant.com/papers/arxiv/2303.16266/
- __[Authoritarianism's Impact on Indian Democracy](https://arxiv.org/abs/2202.03682)__: The authoritarian rule in India during the 1970s resulted in reduced power for the dominant political party and decreased trust in politicians. (2022-02-08, shares: 34) · https://www.ml-quant.com/papers/arxiv/2202.03682/
- __[Dynamic Risk Measurement with EVT and Stochastic Volatility](https://arxiv.org/abs/2201.09434)__: A new financial risk measurement model that considers fat-tailed distribution and leverage effect performs better than other models in capturing financial return characteristics. (2022-01-24, shares: 33) · https://www.ml-quant.com/papers/arxiv/2201.09434/
- __[Closed-Loop Nash Competition for Liquidity Trading](https://arxiv.org/abs/2112.02961)__: In a multi-player stochastic differential game, excessive trading can be reduced through coordination and the existence of a closed-loop Nash equilibrium, especially when the price impact parameter is small. (2021-12-06, shares: 28) · https://www.ml-quant.com/papers/arxiv/2112.02961/

## SSRN

### Financial

- __[AI and PE Fund Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4490991)__: Private equity fund performance is not influenced by quantitative information, but machine learning can predict future performance using qualitative information. (2023-06-26, shares: 452) · https://www.ml-quant.com/papers/ssrn/4490991/
- __[Dynamic Margining for L/S Equity Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4486606)__: A quantitative model calculates dynamic margin for long/short portfolios, considering factors like stock beta and hedge funds' ratings. (2023-06-24, shares: 18) · https://www.ml-quant.com/papers/ssrn/4486606/
- __[Predicting Corporate Bond Illiquidity with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4489504)__: Machine learning techniques are better than traditional methods at predicting the illiquidity of U.S. corporate bonds. (2023-06-26, shares: 12) · https://www.ml-quant.com/papers/ssrn/4489504/
- __[Offshore Bonds and Maturity Diversification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4486422)__: Offshore bonds can diversify the maturity structure of domestic bonds, but only within specific maturity ranges. (2023-06-24, shares: 4) · https://www.ml-quant.com/papers/ssrn/4486422/
- __[Leverage's Impact on Trading Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4489876)__: Implied leverage hurts trading performance due to higher costs and forced liquidations. (2021-05-28, shares: 1606) · https://www.ml-quant.com/papers/ssrn/4489876/
- __[VIX and SPX Futures: Lead-Lag Relationship](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4488912)__: Lead-Lag Relationship: VIX futures lead SPX futures in high volatility, but trading strategies are unprofitable due to transaction costs. (2022-03-16, shares: 1211) · https://www.ml-quant.com/papers/ssrn/4488912/
- __[Reversal Patterns in Asset Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4486790)__: Pricing errors in asset pricing models show a predictable reversal pattern, indicating the need for new models. (2018-03-22, shares: 1422) · https://www.ml-quant.com/papers/ssrn/4486790/
- __[Analyzing Systemic Risk with Volatility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4488478)__: IVRVSRI measures the impact of market turmoil and varies across regions. (2023-03-14, shares: 432) · https://www.ml-quant.com/papers/ssrn/4488478/

## RePEc

### Quantitative

- __[Quantitative Finance Research: A Bibliometric Analysis](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fredfame.com%2Fjournal%2Findex.php%2Faef%2Farticle%2Fdownload%2F5949%2F6194%3Bh%3Drepec%3Arfa%3Aaefjnl%3Av%3A10%3Ay%3A2023%3Ai%3A2%3Ap%3A117)__: A Bibliometric Analysis: This article provides a brief analysis of the current state of quantitative finance research. It highlights important areas, authors, institutions, and emerging topics, offering a comprehensive overview of the field. (2023-06-28, shares: 25) · https://www.ml-quant.com/papers/repec/rfa-aefjnl-v-10-y-2023-i-2-p-117/
- __[Intraday crypto algorithmic trading strategies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-023-01139-2%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A61%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s11156-023-01139-2)__: Machine learning algorithms are used to trade cryptocurrencies intraday, with the RSI system proving to be the most effective. (2023-06-28, shares: 26) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01139-2/
- __[Volatility index futures hedging: a cointegration approach](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-023-01153-4%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A61%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s11156-023-01153-4)__: A cointegration approach: The paper explores the relationship between stock index futures and VIX futures prices and suggests a hedging strategy based on this. (2023-06-28, shares: 38) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01153-4/
- __[Stochastic volatility in limit order book trading strategies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-022-10272-4%3Bh%3Drepec%3Akap%3Acompec%3Av%3A62%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s10614-022-10272-4)__: Optimal trading strategies are examined using price impact models and stochastic volatility frameworks, considering different utility functions and risk metrics. (2023-06-28, shares: 21) · https://www.ml-quant.com/papers/repec/kap-compec-v-62-y-2023-i-1-d-10-1007-s10614-022-10272-4/
- __[Technical Analysis for Metal Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.wne.uw.edu.pl%2Fdownload_file%2F2837%2F0%3Bh%3Drepec%3Awar%3Awpaper%3A2023-13)__: Study predicts price movements of gold, silver, and platinum using technical analysis indicators. (2023-06-28, shares: 21) · https://www.ml-quant.com/papers/repec/war-wpaper-2023-13/

### Finance

- __[Carry trade and equity market returns in BRICS countries](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fmpra.ub.uni-muenchen.de%2F117461%2F1%2FDraft_15402%2520final-pdf.pdf%3Bh%3Drepec%3Apra%3Amprapa%3A117461)__: The correlation between the US-dollar carry trade and equity markets in BRICS countries is stronger during global crises. (2023-06-28, shares: 22) · https://www.ml-quant.com/papers/repec/pra-mprapa-117461/
- __[Volatility spillovers among BRICS stock markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F09726527231154100%3Bh%3Drepec%3Asae%3Aemffin%3Av%3A22%3Ay%3A2023%3Ai%3A2%3Ap%3A164-188)__: Volatility spillovers among BRICS countries' stock markets have changed over time, with Brazil being the highest net volatility transmitter. (2023-06-28, shares: 22) · https://www.ml-quant.com/papers/repec/sae-emffin-v-22-y-2023-i-2-p-164-188/
- __[Volatility and Trend Profits in Stocks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F00036846.2022.2118222%3Bh%3Drepec%3Ataf%3Aapplec%3Av%3A55%3Ay%3A2023%3Ai%3A32%3Ap%3A3788-3805)__: Stock volatility impacts trend-following profits, investors can use signal volatility estimates for trading rules. (2023-06-28, shares: 18) · https://www.ml-quant.com/papers/repec/taf-applec-v-55-y-2023-i-32-p-3788-3805/
- __[ASEAN-5 Initiatives and Market Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23311975.2023.2167292%3Bh%3Drepec%3Ataf%3Aoabmxx%3Av%3A10%3Ay%3A2023%3Ai%3A1%3Ap%3A2167292)__: ASEAN-5 equity markets still not fully integrated, volatility spillover has declined. (2023-06-28, shares: 18) · https://www.ml-quant.com/papers/repec/taf-oabmxx-v-10-y-2023-i-1-p-2167292/
- __[Discretionary Decisions in Solvency II Capital](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F272276%2F1%2F1848791984.pdf%3Bh%3Drepec%3Azbw%3Aicirwp%3A5023)__: Insurers optimize solvency by reducing capital requirements for material risk drivers. (2023-06-28, shares: 18) · https://www.ml-quant.com/papers/repec/zbw-icirwp-5023/

### Statistical

- __[Bitcoin Forecasting with ML Techniques](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.2922%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A42%3Ay%3A2023%3Ai%3A4%3Ap%3A852-871)__: Machine learning algorithms predict and trade Bitcoin, with gradient boosting performing the best. (2023-06-28, shares: 31) · https://www.ml-quant.com/papers/repec/wly-jforec-v-42-y-2023-i-4-p-852-871/
- __[Bank Insolvency Risk Projection with ML and Sentiment Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1090944323000224%3Bh%3Drepec%3Aeee%3Areecon%3Av%3A77%3Ay%3A2023%3Ai%3A2%3Ap%3A226-238)__: Machine learning creates a new insolvency risk rating for banks, using k-means algorithm to classify high-risk banks. (2023-06-28, shares: 27) · https://www.ml-quant.com/papers/repec/eee-reecon-v-77-y-2023-i-2-p-226-238/
- __[ML Approach for Employment Status in Italy](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs40300-023-00242-7%3Bh%3Drepec%3Aspr%3Ametron%3Av%3A81%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s40300-023-00242-7)__: Machine learning predicts employment status in Italy, using decision tree and random forest techniques to maximize information from multiple data sources. (2023-06-28, shares: 23) · https://www.ml-quant.com/papers/repec/spr-metron-v-81-y-2023-i-1-d-10-1007-s40300-023-00242-7/
- __[Quantum Continual Learning: Backward Transfer of Quantum Data Knowledge](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378437123003345%3Bh%3Drepec%3Aeee%3Aphsmap%3Av%3A620%3Ay%3A2023%3Ai%3Ac%3As0378437123003345)__: Backward Transfer of Quantum Data Knowledge: Quantum continual learning addresses catastrophic forgetting in machine learning models, using quantum models and the gradient episodic memory method to transfer knowledge. (2023-06-28, shares: 20) · https://www.ml-quant.com/papers/repec/eee-phsmap-v-620-y-2023-i-c-s0378437123003345/

### Machine Learning

- __[Large Datasets and Price Prediction for Commodity and Forex Rates](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F16%2F6%2F298%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A16%3Ay%3A2023%3Ai%3A6%3Ap%3A298-%3Ad%3A1167483)__: Study tests sentiment analysis and machine learning to predict forex rates and commodity prices. (2023-06-28, shares: 31) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-16-y-2023-i-6-p-298-d-1167483/
- __[Machine Learning for European Stock Return Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs43546-023-00487-4%3Bh%3Drepec%3Aspr%3Asnbeco%3Av%3A3%3Ay%3A2023%3Ai%3A7%3Ad%3A10.1007_s43546-023-00487-4)__: Paper concludes linear methods outperform non-linear ones in predicting European stock market returns, questioning reliability of machine learning for this prediction. (2023-06-28, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snbeco-v-3-y-2023-i-7-d-10-1007-s43546-023-00487-4/
- __[Risk Assessment in Post-Pandemic Household Cryptocurrency Investments](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41260-022-00302-z%3Bh%3Drepec%3Apal%3Aassmgt%3Av%3A24%3Ay%3A2023%3Ai%3A4%3Ad%3A10.1057_s41260-022-00302-z)__: Study finds top machine learning algorithm for assessing risk in post-pandemic crypto investments. (2023-06-28, shares: 27) · https://www.ml-quant.com/papers/repec/pal-assmgt-v-24-y-2023-i-4-d-10-1057-s41260-022-00302-z/

### Historical Trending

- __[Earnings Volatility and Stock Price Delay](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fsaeb.feaa.uaic.ro%2Findex.php%2Fsaeb%2Farticle%2Fview%2F1173%3Bh%3Drepec%3Aaic%3Asaebjn%3Av%3A69%3Ay%3A2022%3Ai%3A1%3Ap%3A99-110%3An%3A2)__: Earnings volatility affects stock price response negatively. (2022-10-22, shares: 19) · https://www.ml-quant.com/papers/repec/aic-saebjn-v-69-y-2022-i-1-p-99-110-n-2/
- __[Global Liquidity and Housing Prices](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJHMA-11-2021-0130%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijhmap%3Aijhma-11-2021-0130)__: Global liquidity affects housing prices more in developing economies than advanced ones. (2022-06-04, shares: 17) · https://www.ml-quant.com/papers/repec/eme-ijhmap-ijhma-11-2021-0130/
- __[Sentiment and Volatility in Shanghai A-shares Market](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FCFRI-01-2021-0007%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Acfripp%3Acfri-01-2021-0007)__: Investor sentiment in China's stock market impacts stock volatility. (2021-12-02, shares: 22) · https://www.ml-quant.com/papers/repec/eme-cfripp-cfri-01-2021-0007/
- __[Unveiling Credit Risk Models](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.bde.es%2Ff%2Fwebbde%2FGAP%2FSecciones%2FPublicaciones%2FInformesBoletinesRevistas%2FRevistaEstabilidadFinanciera%2F22%2F4_REF43_Black.pdf%3Bh%3Drepec%3Abde%3Arevist%3Ay%3A2022%3Ai%3A11%3An%3A4)__: Explainable AI helps understand credit risk in machine learning. (2022-07-25, shares: 2) · https://www.ml-quant.com/papers/repec/bde-revist-y-2022-i-11-n-4/

## Papers with code

### Trending

- __[Optimalscale LMFlow: Large Model Toolkit](https://github.com/optimalscale/lmflow)__: Large Model Toolkit: General finetuning is harder with more models and tasks. (2023-06-25, shares: 6333)
- __[Hazyresearch FlashAttention: Fast Attention](https://github.com/hazyresearch/flash-attention)__: Fast Attention: FlashAttention speeds up approximate attention. (2023-06-28, shares: 3891)
- __[H2OAI LIMA: Less Is More Alignment](https://github.com/h2oai/h2o-llmstudio)__: Less Is More Alignment: Language models trained in two stages for better performance. (2023-06-27, shares: 1917)
- __[Bradyfu Survey: Multimodal Language Models](https://github.com/bradyfu/awesome-multimodal-large-language-models)__: Multimodal Language Models: MLLM uses powerful LLMs for multimodal tasks, a new research focus. (2023-06-27, shares: 1744)

### Rising

- __[Fast Segmentation](https://github.com/casia-iva-lab/fastsam)__: A new method is suggested to speed up a task without sacrificing performance. (2023-06-23, shares: 468)
- __[CrossLingual SRL](https://github.com/scofield7419/XSRL-ACL)__: Study concentrates on understanding natural language through semantic role labeling. (2023-06-22, shares: 170)
- __[WizMap: ML Embeddings Visualization](https://github.com/poloclub/wizmap)__: ML Embeddings Visualization: Machine learning models acquire representations that capture the meaning of a specific domain. (2023-06-24, shares: 119)
- __[Direct Preference Optimization](https://github.com/eric-mitchell/direct-preference-optimization)__: RLHF is a complicated and sometimes unstable process that involves reward modeling and reinforcement learning to optimize estimated rewards while staying close to the original model. (2023-06-25, shares: 112)

## GitHub

### Finance

- __[Stock Prediction: LSTM vs GAN with NLP](https://github.com/hungchun-lin/Stock-price-prediction-using-GAN)__: LSTM vs GAN with NLP: Comparing two algorithms for predicting stock prices, using news analysis. (2020-09-20, shares: 154)
- __[embedchain: LLM Bots for Any Dataset](https://github.com/embedchain/embedchain)__: LLM Bots for Any Dataset: Building bots with a framework powered by LLM technology. (2023-06-20, shares: 897)
- __[Abacus: Automated Investment Decisions](https://github.com/Sinbad-The-Sailor/Abacus)__: Automated Investment Decisions: Using stochastic processes and simulation for automated investment decisions. (2022-03-23, shares: 11)
- __[CryptoGraphArb: Arbitrage Opportunities with Graph Algorithms](https://github.com/robertmartin8/CryptoGraphArb)__: Arbitrage Opportunities with Graph Algorithms: Identifying arbitrage opportunities in financial markets using graph algorithms. (2019-06-26, shares: 147)
- __[pyqstrat: Python Backtesting Library](https://github.com/abbass2/pyqstrat)__: Python Backtesting Library: A python library for testing investment strategies using data analysis. (2018-08-01, shares: 331)

### Trending

- __[LLM inference engine](https://github.com/vllm-project/vllm)__: Introduces a new engine that improves the processing speed and efficiency of large language models. (2023-02-09, shares: 2175)
- __[Python PDF manipulation library: Borb](https://github.com/jorisschellekens/borb)__: Borb: Article 5: Introduces borb, a Python library that enables reading, creating, and manipulating PDF files. (2020-11-07, shares: 3046)
- __[Open source alerts platform: Keep](https://github.com/keephq/keep)__: Keep: An open-source platform designed for managing alerts effectively. (2023-02-04, shares: 1181)
- __[LOMO](https://github.com/OpenLMLab/LOMO)__: Discusses LOMO, an optimization technique that helps reduce memory usage. (2023-06-16, shares: 590)
- __[JavaScript AI starter pack](https://github.com/a16z-infra/ai-getting-started)__: Presents a beginner-friendly stack in JavaScript for developing AI projects, including image and text models, authentication, and deployment configurations. (2023-06-16, shares: 1885)

## News

### Quantitative

- __[EPS's Significance for Investment Success](https://news.google.com/rss/articles/CBMiZWh0dHBzOi8vd3d3Lm1vbmV5bW9ybmluZy5jb20uYXUvMjAyMzA2MjcvZG8tZWFybmluZ3MtcGVyLXNoYXJlLWVwcy1tYXR0ZXItZm9yLWludmVzdG1lbnQtc3VjY2Vzcy5odG1s0gFpaHR0cHM6Ly93d3cubW9uZXltb3JuaW5nLmNvbS5hdS8yMDIzMDYyNy9kby1lYXJuaW5ncy1wZXItc2hhcmUtZXBzLW1hdHRlci1mb3ItaW52ZXN0bWVudC1zdWNjZXNzLmh0bWwvYW1w?oc=5)__: EPS is crucial for successful investing. (2023-06-27, shares: 2)
- __[Key Traits for Quant Success](https://news.google.com/rss/articles/CBMibGh0dHBzOi8vd3d3LmRlYWRsaW5lbmV3cy5jby51ay8yMDIzLzA2LzIzLzMtdGhpbmdzLXlvdS1uZWVkLXRvLXRocml2ZS1hcy1hLXF1YW50LWFjY29yZGluZy10by10b2J5LWNhcnJvZHVzL9IBcmh0dHBzOi8vd3d3LmRlYWRsaW5lbmV3cy5jby51ay8yMDIzLzA2LzIzLzMtdGhpbmdzLXlvdS1uZWVkLXRvLXRocml2ZS1hcy1hLXF1YW50LWFjY29yZGluZy10by10b2J5LWNhcnJvZHVzLz9hbXA9MQ?oc=5)__: Toby Carrodus reveals three key factors for quant success. (2023-06-23, shares: 2)
- __[Navigating Data Deluge for Investors](https://news.google.com/rss/articles/CBMiamh0dHBzOi8vd3d3LnRyYWRlcnNtYWdhemluZS5jb20vYW0vdGhlLWRhdGEtZGVsdWdlLXdoYXQtaW52ZXN0b3JzLW5lZWQtdG8ta25vdy10by1zdGF5LWFoZWFkLW9mLXRoZS1jdXJ2ZS_SAQA?oc=5)__: Investors must comprehend data overload to stay ahead. (2023-06-22, shares: 2)
- __[Arbitrage-Free Price Models in the Quantiverse](https://news.google.com/rss/articles/CBMiZWh0dHBzOi8vd3d3LnJpc2submV0L291ci10YWtlLzc5NTcwODMvaW50by10aGUtcXVhbnRpdmVyc2UtcmVhbC13b3JsZC1wcmljZS1tb2RlbC1nb2VzLWFyYml0cmFnZS1mcmVl0gEA?oc=5)__: Real-world price models used in quantiverse for risk-free arbitrage. (2023-06-28, shares: 1)

### Miscellaneous

- __[Versor Investments Launches ML Platform](https://news.google.com/rss/articles/CBMiZGh0dHBzOi8vd3d3LmFscGhhLXdlZWsuY29tL3ZlcnNvci1pbnZlc3RtZW50cy1sYXVuY2hlcy1tYWNoaW5lLWxlYXJuaW5nLWJhc2VkLWdsb2JhbC1lcXVpdHktc3RyYXRlZ3nSAQA?oc=5)__: Versor Investments has launched a new investment platform that uses machine learning technology. (2023-06-27, shares: 0)
- __[Simplifying Investing for Access](https://news.google.com/rss/articles/CBMiTWh0dHBzOi8vaW52ZXN0b3JwbGFjZS5jb20vMjAyMy8wNi9pbnZlc3RpbmctaXMtaGFyZC10aGlzLXdpbGwtbWFrZS1pdC1lYXNpZXIv0gEA?oc=5)__: InvestorPlace provides a solution to simplify the investment process, recognizing its challenges. (2023-06-27, shares: 0)

## Podcasts

### Quantitative

- __[Trading Strategies with Ben Calusinski](https://www.buzzsprout.com/2034153/13102825-revolutionizing-your-trading-game-strategies-cycles-and-risk-management-with-ben-calusinski.mp3)__: Emphasizes the need for a trading strategy to succeed in the dynamic trading world. (2023-06-25, shares: 16)
- __[Insights from Jason Shapiro on Trading Success](https://www.buzzsprout.com/2034153/13089827-conquering-the-trading-world-insights-from-jason-shapiro.mp3)__: Focuses on finding profitable trading strategies and avoiding unprofitable trades. (2023-06-22, shares: 15)
- __[Bob Elliott on Bridgewater's Success and US Inflation](https://macrohive.libsyn.com/bob-elliott-on-bridgewaters-success-us-inflation-and-feds-error)__: Bob Elliott shares his experience at Bridgewater Associates and insights on inflation, diversification, etc. (2023-06-23, shares: 12)
- __[The Role of an Asset Allocator: Headaches to Hedges](https://audioboom.com/posts/8322465)__: Headaches to Hedges: Discusses the impact of non-correlated asset classes and bond volatility on asset allocation. (2023-06-23, shares: 11)
- __[Artificial Intelligence: The Technological Shift](https://strategistscornermfs.podbean.com/e/artificial-intelligence-the-next-technological-tectonic-shift/)__: The Technological Shift: Explores the potential effects of artificial intelligence on business models and portfolios in the next few years. (2023-06-26, shares: 10)

### Related

- __[AGI Hype Debunked, Embracing Reality](https://datascienceathome.podbean.com/e/debunking-agi-hype-and-embracing-reality-ep-233/)__: An AI expert debunks misconceptions about artificial general intelligence and exposes the hype around AI advancements. (2023-06-26, shares: 8)
- __[Climate Finance Challenges in Emerging Markets Simplified](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/4fd7cc5c-2d64-41d8-8dc5-f04ff464ca7f.mp3?rss_browser=BAhJIglFZGdlBjoGRVQ%3D--4bda49189709ff5bf5f2839774d878c8bff25936)__: Climate finance in emerging markets could have positive credit impact if done right, but faces challenges due to high financing needs. (2023-06-26, shares: 6)
- __[Credit Impact of Climate Finance in Emerging Markets Explored](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/4fd7cc5c-2d64-41d8-8dc5-f04ff464ca7f.mp3?rss_browser=BAhJIgtDaHJvbWUGOgZFVA%3D%3D--d05363d83ce333c74f32188013892b2863ad051c)__: The credit impact of climate finance in emerging markets is discussed, emphasizing the importance of proper execution and the scale of the challenge. (2023-06-26, shares: 6)
- __[Climate Change Financing Challenge Simplified](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/4fd7cc5c-2d64-41d8-8dc5-f04ff464ca7f.mp3?rss_browser=BAhJIgpPcGVyYQY6BkVU--a8b1b91e5d4994cc1d1099a9d999235d2b49939e)__: Portfolio Manager Asif Noor talks about the challenges and strategies of running a multistrategy program. (2023-06-26, shares: 6)

## Blogs

### Quantitative

- __[DC ESG Dilemma](https://caia.org/blog/2023/06/28/dc-participants-want-esg-dont-use-it-how-help)__: The article emphasizes the importance of quality in today's market. (2023-06-28, shares: 1)
- __[Finding Balance: Momentum and Returns](https://stockviz.substack.com/p/momentum-without-the-crash-554)__: Momentum and Returns: Central banks are stopping interest rate hikes, which is a crucial moment for markets. (2023-06-24, shares: 0)
- __[Navigating Critical Markets: Midyear Outlook 2023](https://research-center.amundi.com/article/mid-year-outlook-2023-key-convictions-h2-2023)__: Midyear Outlook 2023: The article challenges the focus on returns and highlights the importance of quality in investments. (2023-06-22, shares: 0)
- __[The 5 Known Unknowns for Consultants & OCIOs](https://caia.org/blog/2023/06/26/5-known-unknowns-evidence-based-consultants-ocios)__: The article by Brian A. Schroeder emphasizes the idea of investing as a losers game and the significance of reducing errors. (2023-06-26, shares: 2)

## Videos

### Quantitative

- __[American Students in Quant Finance](https://www.youtube.com/watch?v=E8cRKqN8n3c)__: Highlights the importance of increasing American students in quant finance and offers insights on effective strategies to attract top talent globally. (2023-06-25, shares: 37)

## X / Twitter

### Quantitative

- __[ML and Value Investing in Credits](https://twitter.com/quantseeker/status/1672163184801726466)__: Robeco explores using machine learning to improve credit value investing. (2023-06-23, shares: 4)
- __[BoE Paper on UK Inflation Swaps](https://twitter.com/quantseeker/status/1673432517968265219)__: Bank of England paper uncovers segmented market and liquidity effects in UK inflation swaps. (2023-06-26, shares: 3)
- __[Fast and Slow Optimal Trading with Exogenous Info](https://twitter.com/carlcarrie/status/1673874034688131073)__: Study examines optimal trading strategies between institutional investors and high-frequency traders. (2023-06-28, shares: 2)
- __[Seasonality Pattern in Equity Factors Across Countries](https://twitter.com/quantseeker/status/1673453285645115397)__: New research paper reveals seasonal patterns in equity factors across different countries. (2023-06-26, shares: 2)
- __[Microsoft Research's New GPT Model Phi1](https://twitter.com/carlcarrie/status/1673870352546508802)__: Microsoft Research's GPT model Phi1 achieves impressive performance after being trained on synthetic text data. (2023-06-28, shares: 1)

### Miscellaneous

- __[Santander AI Potential Report](https://twitter.com/carlcarrie/status/1673647319730778112)__: Santander Group Report discusses the potential of Generative AI. (2023-06-27, shares: 0)
- __[My First Tweet 14 Years Ago](https://twitter.com/carlcarrie/status/1673640332641140738)__: Reflection on the 14-year anniversary of the first tweet. (2023-06-27, shares: 0)
- __[Supply Chain Shocks and Inflation Research](https://twitter.com/quantseeker/status/1673619677854027777)__: Fed research reveals supply chain shocks affect US inflation. (2023-06-27, shares: 0)
- __[Lower Interest Expenses and Corporate Profits Paper](https://twitter.com/quantseeker/status/1673551090640379907)__: Fed paper explains how lower expenses and tax rates boost corporate profits. (2023-06-27, shares: 0)

## Reddit

### Quantitative

- __[Stochastic Volatility Modeling](https://www.reddit.com/r/quant/comments/14iu1i7/bergomi_stochastic_volatility_modeling_local_vol/)__:  (2023-06-25, shares: 7)
- __[Skills for Quants](https://www.reddit.com/r/quant/comments/14g2tiw/additional_skills/)__:  (2023-06-22, shares: 8)
- __[Grad School Suggestions for Part-time US Students](https://www.reddit.com/r/quantfinance/comments/14hehtq/grad_school_suggestions_and_opinions_us_parttime/)__:  (2023-06-24, shares: 3)
- __[Quants vs Financial Engineers in Job Market](https://www.reddit.com/r/quant/comments/14gcrvj/where_will_you_draw_the_line_between_quants_and/)__:  (2023-06-22, shares: 17)

### Rising

- __[Start Algo Trading Now](https://www.reddit.com/r/algotrading/comments/14il7ul/advice_for_you_that_havent_really_started_yet/)__:  (2023-06-25, shares: 108)
- __[QRQA in a Day: Examples and Projects](https://www.reddit.com/r/quant/comments/14i1jjg/whats_the_best_way_one_can_understand_what_a_qrqa/)__:  (2023-06-24, shares: 27)
- __[Strategy Restrictions in Pod Shops](https://www.reddit.com/r/quant/comments/14j4cxl/pod_shops_what_restrictions_do_they_place_on/)__:  (2023-06-26, shares: 15)
- __[Join Stochastic Analysis Study Group](https://www.reddit.com/r/quant/comments/14ikwg2/stochastic_analysis_study_group/)__:  (2023-06-25, shares: 51)