Price-Aware AMM: Advanced Models
Advanced Models: The article presents models for improving quotes in automated market making platforms, considering complex price changes and demand fluctuations.
4 shares8 citations todaySource ↗
Quant LetterNo. 48
May 2024, Week 2
164 items across 11 sections, as sent to readers on 8 May 2024. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 164
- Papers
- 94
- Sections
- 11
- Issue
- No. 48
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
7 items
Finance3
Fourier-Laplace Transforms in Polynomial OU Volatility
The research investigates the Fourier-Laplace transforms of different volatility models, links them to the solution of a specific equation, and creates a numerical method for solving these equations for pricing options and volatility swaps.
4 shares8 citations todaySource ↗
Variable Annuities: Surrender Option Analysis
Surrender Option Analysis: The paper analyzes Variable Annuities, particularly the holder's right to early termination, and introduces a new method for non-monotone stopping boundaries.
2 shares4 citations todaySource ↗
Economics1
Financial Literacy's Impact on Investment Participation
The study shows that improving financial literacy in Japan does not necessarily lead to more involvement in financial investments or retirement planning, indicating other strategies may be needed to encourage these financial activities.
3 shares2 citations todaySource ↗
Miscellaneous1
Online Pricing with $\epsilon$-Policy Gradient
The article introduces an ε-policy gradient algorithm for online pricing learning tasks. This algorithm merges model-based and model-free reinforcement learning methods, and optimizes regret by balancing exploration and exploitation costs. It is expected to achieve a regret of order √T over T trials.
3 shares1 citation todaySource ↗
Historical Trending2
Calibration of Credit Rating Model
The study introduces algorithms for adjusting model parameters in credit rating transition models, using different methods for high and low-default portfolios, with tests indicating precise outcomes.
3 sharesSource ↗
Optimal Estimation of Shortfall Risk
The research suggests a new method for estimating the potential risk of financial loss using limited data, which is resilient and provides superior statistical properties, surpassing traditional estimators in various loss distributions.
3 shares1 citation todaySource ↗
SSRN
Working papers in finance and economics from SSRN.
39 items
Quantitative19
Machine Learning for Design Recognition
The article explores how machine learning can identify design patterns in Object-Oriented Programming, potentially simplifying software maintenance.
3 sharesSource ↗
Graph-Based Model for Frame Optimization
The paper suggests a machine learning method for optimizing the structure of 3D frames under seismic loads, surpassing traditional methods.
6 sharesSource ↗
Quantitative Easing and Funding Costs
The research looks into how central banks' quantitative easing can reduce debt costs for banks' equity holders, especially during the COVID-19 crisis.
2 sharesSource ↗
Predictive Health Insurance Analysis with ML
The article discusses the use of machine learning in health insurance for anomaly detection and predictive modeling, emphasizing the effectiveness of decision tree regression and random forest regressor.
2 shares1 citation todaySource ↗
Bitcoin Sentiment Index and Asset Classes
The study investigates the influence of Bitcoin investors' sentiments on global stock market volatility and the relationship between Bitcoin and other financial assets.
2 shares1 citation todaySource ↗
Permutation-Invariant NN Analysis
The study explores permutation-invariant neural networks, which can process various data formats and generate results unaffected by the input data's sequence.
4 sharesSource ↗
Financial Institutions Risk Management
The paper examines the risks in the banking industry and the different risk management strategies, based on data from secondary sources.
2 sharesSource ↗
Explainable Autoencoder Anomaly Detection
The suggested model uses an explainable variational autoencoder to detect anomalies in multivariate time series data, overcoming issues of large data size, unknown anomalies, and unclear deep learning detection methods.
2 sharesSource ↗
Private Equity Buyouts & Employee Pensions
The research shows that private equity buyouts can harm the retirement welfare of target firms' defined benefit plan participants, as these plans are often frozen, terminated, or replaced with inadequate substitutes.
2 sharesSource ↗
Secure Vector Databases & Computation
The article explores the challenges and opportunities of recent advancements in computing and data engineering, proposing Secure Vector Databases and Secure Vector Computation as potential solutions for machine learning applications using post-quantum cryptographic techniques.
2 sharesSource ↗
Gold Hedging
Gold is a valuable asset for hedging, with its prices predicting stock returns positively, contradicting common academic views, once the bias from expected dividend growth rate is considered.
45 sharesSource ↗
Crowding in Mutual Funds
Mutual funds investing in the same stocks underperform by 1.4% annually compared to passive benchmark funds, due to high demand for liquidity and the related discount for owning liquid stocks.
66 sharesSource ↗
Big Data and Machine Learning
The combination of big data and machine learning in the defence sector improves intelligence, strategic decision-making, and operational efficiency, but also brings up issues about data privacy, ethical implications, and potential misuse.
2 sharesSource ↗
Emoji Sentiment in Crypto Markets
Using GPT-4 and a BERT model for sentiment analysis reveals that emoji sentiment on social media significantly impacts cryptocurrency market trends and can be utilized to create trading strategies.
2 sharesSource ↗
Stablecoins Comparison
Stablecoins, digital assets tied to stable currencies, do not always deliver on their promise of stability, with volatility varying based on analysis frequency.
2 sharesSource ↗
AI Decision Making
The research paper investigates the creation of efficient AI models for autonomous decision-making in dynamic information systems, emphasizing data analysis, algorithm optimization, and sensor integration.
2 sharesSource ↗
Extreme Value Inference
A new study applies extreme value statistics to independent data with varying distributions, introducing a new asymptotic theory and its applications to the lifespan of identical twins and global earthquake energies.
3 shares3 citations todaySource ↗
AI Supply Chains Challenges
The paper explores the challenges and implications of AI supply chains, which are networks of datasets, models, and tools used in the development and deployment of machine learning products.
2 sharesSource ↗
Startups Funding Strategies
The study finds that startup founders, while valuing partnerships with ESG-focused venture capitalists, often prioritize profit-driven investors due to financial concerns, particularly among profit-driven, smaller startups, Republican founders, and high-emission industries.
2 sharesSource ↗
Financial20
Vice Capital
The article explores the vice premium concept in investments, where businesses deemed socially unacceptable yield higher returns, and its impact on startup governance and economy.
40 sharesSource ↗
Duration and Leverage
The article reveals that the use of Treasury futures by mutual funds varies significantly over time and across funds, influencing the variation in aggregate Treasury futures open interest.
2 shares3 citations todaySource ↗
Cryptocurrency Pricing
The article examines the differences in cryptocurrency pricing across 80 global exchanges, emphasizing the influence of exchange features and regulatory environments on arbitrage opportunities.
4 shares1 citation todaySource ↗
Fourier-Laplace Transforms
The article investigates the Fourier-Laplace transforms of various polynomial Ornstein-Uhlenbeck volatility models, linking it with the solution of an infinite dimensional Riccati equation.
11 shares8 citations todaySource ↗
Digital Equity Loan Schemes
The article highlights the significant growth of equity crowdfunding campaigns for small firms during the COVID-19 pandemic, indicating a shift towards equity as the primary funding choice.
2 shares1 citation todaySource ↗
Price Manipulation in London 4pm Fix
Research indicates that large dealers can manipulate prices and increase costs in the foreign exchange market through coordinated trading and information sharing.
2 sharesSource ↗
Climate Change Risks on Energy and Rare Earth Stocks
Economic policy uncertainty and stock market volatility negatively affect the interconnectedness of clean energy, electric vehicles, and rare earths stock markets, according to a study.
2 sharesSource ↗
Designing Index Market
A study finds that retail investors favor a market where index providers have significant control over passive funds.
2 sharesSource ↗
SP 00 Index Relationship
The study reveals an asymmetric relationship between the returns of the S&P 500 index and its constituents during high market volatility, especially for stocks with lower dividends and higher return volatilities.
3 sharesSource ↗
FDI Impact on Indian Economic Growth
Research on the Indian economy indicates a positive link between Foreign Direct Investment (FDI) and trading, suggesting that increased FDI will enhance GDP.
2 sharesSource ↗
Prices Analyst Impact on Cash Flow
The article suggests that analyst cash flow predictions are swayed by price changes not related to cash flow news, using a model that aligns subjective beliefs data with asset pricing models.
394 sharesSource ↗
Risk Management Guidelines
The authors share risk management challenges in the crypto field and offer risk mitigation strategies based on their trading desk experiences.
296 sharesSource ↗
Investor Disagreement at High
The study explores the impact of disagreement between retail and institutional investors on stock liquidity, efficiency, and returns, concluding that increased liquidity may decrease informational efficiency.
294 sharesSource ↗
Algorithmic Trading Models in India
The research examines various algorithm models used in stock trading in the last five years, revealing their primary use for prediction and their potential to enhance portfolio strategy accuracy.
8 sharesSource ↗
Joint Dynamics for Risk Management
The paper introduces a dynamic model of the implied volatility surface and its underlying asset, showcasing its utility as a risk management tool and its capability to accurately predict the VIX distribution.
2 sharesSource ↗
Optimal Leverage
The research shows that stock returns are influenced by how much a company's actual leverage deviates from its target, especially during economic growth periods, introducing a new risk factor called VDOL.
85 sharesSource ↗
Forex Trading Strategies
The paper suggests using cointegration-based pair trading in Forex markets to improve reliability and objectivity, offering profitable strategies and contributing to algorithmic financial market frameworks.
2 sharesSource ↗
Cash Management
The article highlights the difficulties in allocating assets to private markets due to unique cashflow dynamics and portfolio variations, indicating the need for dynamic cash management strategies in portfolio optimization.
2 sharesSource ↗
Asset Pricing
The research develops a new uncertainty index using machine learning, showing its strong predictability of stock market returns, especially during periods of high uncertainty and sentiment.
2 sharesSource ↗
Frequency Domain Prediction
The study employs a machine learning approach to develop a new macroeconomic index for predicting stock returns, showing its significant predictive power and economic value in asset allocation, and its complementary relationship with investor sentiment.
2 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
29 items
Finance9
AI in Finance
The article highlights the significant role of big data and AI in revolutionizing the finance industry, stressing the need for financial expertise combined with data analytics skills.
26 sharesSource ↗
Feedback Trading in India
The study investigates the effect of feedback trading on India's market volatility during the COVID-19 pandemic, revealing that foreign institutional investors' positive feedback trading results in negative autocorrelation in market returns.
23 sharesSource ↗
Cryptocurrency Volatility
The research uncovers recurring volatility and volume patterns in Bitcoin and Ether across various exchanges, indicating that price formation primarily happens on centralized exchanges, while price adjustments on decentralized exchanges are slower.
19 sharesSource ↗
Information Asymmetry in Indian Market
The paper examines the link between the Indian stock market and the top four global economies pre and post-COVID-19, discovering significant volatility spillover from these markets to India, which investors and policymakers should take into account.
18 sharesSource ↗
Scrutinizing Efficient Frontiers for CAPM
The study examines the characteristics of kinks in efficient frontiers, demonstrating the absence of tangency in some ranges and the consistent presence of kinks in portfolio choices.
16 sharesSource ↗
XAI in Finance Review
A comprehensive review of 2022 papers on Explainable AI in Finance shows extensive research in risk management and portfolio optimization, but a lack of study in anti-money laundering.
16 sharesSource ↗
Fund Portfolio Mismatch in China
The paper suggests that the level of network connection in financial networks can either stabilize or intensify market fluctuations, based on the degree of network connectivity.
14 sharesSource ↗
Factor-Based Cryptocurrency Investing
The study applies factor investing strategies to the cryptocurrency market, introducing a weekly rebalancing method and using the Newey–West standard error approach to tackle the market's high volatility and continuous trading.
13 sharesSource ↗
Memory-Enhanced Momentum in Futures Markets
The research introduces a memory-enhanced momentum strategy for commodity futures markets, using variance ratios to predict the persistence of past winners and losers, surpassing traditional momentum strategies.
12 sharesSource ↗
Machine Learning9
Predicting Output Trends in China
Machine learning study on Chinese data from 1993-2016 reveals credit is a better output predictor than money, but its effectiveness has decreased since 2007 due to financial development, indicating a need for market reforms and better non-monetary asset classification.
28 sharesSource ↗
Double/Debiased Machine Learning in Stata
The article presents the ddml package for double/debiased machine learning in Stata, supporting estimators of causal parameters for five econometric models, and suggests its use with stacking estimation, supported by Monte Carlo evidence.
20 sharesSource ↗
Sample Selection Bias in Machine Learning
The research proposes two control function approaches to adjust machine learning when training and prediction samples differ on unobserved dimensions, showing that ignoring such selection can result in higher predicted vote shares for incumbents in gubernatorial elections.
17 sharesSource ↗
Forecasting S&P 500 Stock Returns
A machine learning study predicting stock price changes found the LSTM classifier to be superior to RF and SVM, and these data-driven methods outperform a random choice strategy, challenging the random walk and efficient market hypotheses.
17 sharesSource ↗
Intelligent Beneficiary Selection
A machine learning model has been created to enhance the selection process for social safety net programs, featuring a mobile app for applications and results, with the random forest-based algorithm proving most accurate.
16 sharesSource ↗
Knowledge Graph Credit Risk Assessment
A machine learning-based credit risk assessment model for Micro Small and Medium-sized Enterprises (MSMEs) has been launched, classifying borrowers based on credit and transaction data, achieving a balanced accuracy of 92%.
14 sharesSource ↗
Machine Learning for Promotions
A multi-output regression model has been suggested for hierarchical forecasting in supply chains, using variables from different hierarchical levels to produce reliable forecasts, especially during deep promotional discounts.
13 sharesSource ↗
Improving Project Cost Estimates
A machine learning model using XGBoost has been developed to enhance the accuracy of project cost forecasting, providing consistent and accurate estimates throughout project execution.
12 sharesSource ↗
Anomalies and Market Returns
A study using machine learning methods revealed that equity anomalies do not predict overall market returns, questioning the belief that anomalies collectively provide useful information for forecasting market risk premia.
11 sharesSource ↗
Deep Learning2
Big Data Fan Charts for Decision Making
The article suggests a machine learning approach to create big data-based macroeconomic fan charts, capable of managing non-Gaussian asymmetric heavy-tailed data and their non-linear interactions, beneficial for public policy decision making.
16 sharesSource ↗
Legal Case Retrieval with Data Augmentation
The article explores the application of machine learning in the COLIEE competition, using data augmentation techniques to address the lack of annotated data in legal text analysis, and a cutting-edge language model to enhance legal information extraction and entailment predictions.
13 sharesSource ↗
Historical Trending9
Asset Pricing in Sustainable Equity Portfolios
Research shows that multifactor models are generally effective in pricing sustainable equity portfolios in the Pakistan Stock Exchange–Karachi Meezan Index (PSX–KMI).
16 sharesSource ↗
Investor Sentiments and Valuation
Asset valuation models are significantly affected by both market-level and stock-level investor sentiments, with the latter having a greater impact.
8 sharesSource ↗
Factors Affecting Gold Prices in Malaysia
A study is being conducted to identify the factors influencing gold prices in Malaysia, using macroeconomic indicators like GDP, inflation rate, interest rate, unemployment rate, and exchange rate.
7 sharesSource ↗
Financial Conditions in South American Economies
An International Financial Conditions Index for South American economies is proposed to evaluate financial conditions over time, focusing on the effects of the Russian invasion of Ukraine and commodity prices.
7 sharesSource ↗
Portfolio Hedging with Markowitz
The article suggests a new investment strategy for endowments and foundations, recommending two optimized long/short funds to outperform the traditional stock/bond split and maintain value in volatile markets.
7 sharesSource ↗
Global Inflation Post-Crisis
The study finds a significant change in international consumer price index inflation comovement in 2008, with global factors having a greater influence on national inflation rates, especially the noncommodity global factor.
6 sharesSource ↗
Stochastic Portfolio Optimization
The article presents a new method for creating robust portfolios using the Chance Constrained Data Envelopment Analysis model, which minimizes systematic risk and maximizes returns during market downturns, especially for risk-averse investors.
6 sharesSource ↗
US Housing Bubble
The research uses a dynamic factor model to analyze house price movements, suggesting a possible national bubble in the US housing market as the national factor has been disconnected from identified macroeconomic shocks since 2014.
5 sharesSource ↗
Financial Fraud Detection
The article proposes a new accounting tool for early fraud detection and prevention, testing the importance of certain financial statement positions and creating a new financial statement fraud detection model.
5 sharesSource ↗
Machine learning
The general machine-learning papers the letter carried in 2023-25.
19 items
Recently Published10
Prometheus 2
Prometheus 2 is a new open-source language model evaluator that aligns more closely with human and GPT-4 judgements and can process both direct assessment and pairwise ranking formats.
361 shares541 citations todaySource ↗
Customizing Text-to-Image
Pair Customization is a new method for art reinterpretation that learns stylistic differences from a single image pair and applies the style to the generation process, preventing overfitting.
91 shares51 citations todaySource ↗
Sparse View Synthesis
A new method for sparse view synthesis without camera poses uses the 3D Gaussian splatting method and introduces an expected surface concept, resulting in significantly better quality than other methods.
29 shares49 citations todaySource ↗
Bayesian Few-Shot Classification
The research combines mirror descent-based variational inference with Gaussian process for few-shot classification, enhancing accuracy, uncertainty measurement, and faster convergence.
15 shares2 citations todaySource ↗
Adaptive Retrieval for k-NN Search
The authors suggest a sparse-matrix factorization technique for calculating latent query and item embeddings, enhancing recall and speed in cross-encoder models and reducing computational needs.
14 shares4 citations todaySource ↗
Generalized Framework for Fairness Risks
The paper presents a framework for post-processing machine learning models to ensure multi-group fairness in predictions, applicable in image segmentation, hierarchical classification, and text generation.
12 shares15 citations todaySource ↗
Factuality-Aware Alignment for Language Models
The research proposes a factuality-aware alignment process for large language models, reducing false facts generation and enhancing the model's instruction-following accuracy.
8 shares62 citations todaySource ↗
Language Model Guided RL for Robotics Tasks
The paper introduces Plan-Seq-Learn, a method that uses motion planning to connect abstract language and learned low-level control for solving long-horizon robotics tasks, achieving top-tier results.
8 shares105 citations todaySource ↗
Historical Trending9
Large Language Model Performance
Large language models may not be truly reasoning but overfitting to specific datasets, as shown by decreased accuracy on new benchmarks.
1,161 shares238 citations todaySource ↗
Gemini Models
Med-Gemini, an AI model for medical applications, outperforms previous models and human experts in medical benchmarks, indicating potential for real-world medical use.
1,114 shares446 citations todaySource ↗
Pruning Approach
Wanda, a new method, efficiently prunes weights in Large Language Models without retraining, offering a more efficient approach to inducing sparsity in pretrained models.
721 shares981 citations todaySource ↗
Continual Customization
CLoRA, a new method, prevents catastrophic forgetting in text-to-image models when introducing new concepts, achieving top performance in continual learning settings for image classification.
192 shares175 citations todaySource ↗
Diffusive Gibbs Sampling
The article introduces Diffusive Gibbs Sampling (DiGS), a new method for sampling from multi-modal distributions, which performs better in tasks like Bayesian neural networks and molecular dynamics.
171 shares24 citations todaySource ↗
Large Language Models
The paper presents a new method to enhance the quality of relevance labels in search systems using large language models, proving to be more efficient and cost-effective than third-party labellers.
149 shares297 citations todaySource ↗
Fourier Neural Operator for PDEs
The study introduces geo-FNO, a new framework for solving partial differential equations on any geometry, proving to be faster and more accurate than standard and machine learning-based solvers.
126 shares727 citations todaySource ↗
Recent Trends in 3D Reconstruction
The report summarizes the latest techniques for reconstructing models of dynamic, non-rigidly moving scenes, discussing potential applications and future research directions.
68 shares49 citations todaySource ↗
LUCID: LLM-Generated Dialogues
LLM-Generated Dialogues: The article introduces LUCID, an automated data generation system that creates realistic dialogues, aiming to enhance the dialogue capabilities of virtual assistants by addressing the lack of high-quality data.
37 shares11 citations todaySource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
12 items
Trending6
Automatic Tensorized Optimization Framework
A new framework has been created to automatically enhance deep learning models for specific tensor computations.
9,577 shares
MemGPT for Extended Conversations
The efficiency of Large Language Models (LLMs) in tasks like extended conversations and document analysis is limited due to restricted context windows.
9,235 shares
KAN for MLPs
Kolmogorov-Arnold Networks (KANs), based on the Kolmogorov-Arnold theorem, are suggested as possible replacements for MultiLayer Perceptrons (MLPs).
4,923 shares
Visual Language Models Efficiency
The success of large language models has greatly improved the development of visual language models.
478 shares
Generalizable Deepfake Detection
Deepfake detection faces challenges in generalization, particularly when the training and testing data sets are not similar.
293 shares
MetaPrompting Language Models
A collaborative prompting method enhances the performance of a single language model, enabling it to function as both a conductor and a group of specialists in different tasks.
227 shares
Rising6
WavCraft Audio Editing
WavCraft is a novel system that employs large language models to connect diverse task-specific models for audio content production and modification.
189 shares
Prometheus 2 Language Models
GPT4, a proprietary language model, is frequently utilized to assess the performance of different language models.
131 shares
SUQL Conversational Search
The article presents the first conversational agent that allows extensive hybrid data access to large knowledge databases through a new language named SUQL.
126 shares
Retrieval-Augmented Language Models
Despite advancements in Natural Language Processing (NLP) through Large Language Models (LLMs), challenges such as hallucination and the requirement for domain-specific knowledge persist.
76 shares
Spectrally Pruned Gaussian Fields
Highly trained Gaussian fields can be memory-intensive, requiring up to three million Gaussian primitives and over 700 MB of memory.
48 shares
Zeroshot 3D Generation
The article presents Score-based Iterative Reconstruction (SIR), a new algorithm for efficient 3D generation using a multiview score-based diffusion model.
46 shares
GitHub
Repositories the letter featured.
10 items
Finance5
Machine Learning for Asset Managers
The article explores the use of machine learning techniques in managing financial assets.
16 shares
Fixed Income Library for Bond Pricing
The piece reviews a library for pricing financial instruments like bonds and derivatives, featuring risk sensitivity tools.
71 shares
Python Backtesting for Trading Strategies
The article presents a Python library for backtesting trading strategies.
13,080 shares
Investment Finance Research with Python Notebooks
The article investigates the application of Python Notebooks in investment finance research.
784 shares
Trending5
IBKR Docker GatewayTWS
The article provides instructions on operating IBKR GatewayTWS within a Docker container.
142 shares
Penpot Tool
The article presents Penpot, an open-source tool that enhances collaboration between designers and coders.
27,874 shares
Project Nuclei Scanner
The article explores a fast, customizable vulnerability scanner that uses a simple YAML-based DSL.
17,310 shares
MeloTTS Library
The article evaluates a multilingual text-to-speech library from MyShell.ai, supporting several languages including English, Spanish, French, Chinese, Japanese, and Korean.
3,567 shares
Pyinfra Automation
The article details how pyinfra, a Python tool, can automate infrastructure tasks, execute commands, manage configurations, and deploy services.
3,186 shares
News
Industry news: funds, hiring, markets and regulation.
19 items
Quantitative9
Future of Finance: Farre Quantitative Strategies -> Finance: Farre Quantitative Strategies
Farre Quantitative Strategies -> Finance: Farre Quantitative Strategies: Farre Quantitative is exploring innovative quantitative trading strategies that could revolutionize the financial sector.
10 shares
Ai For Alpha's CTA Flows Oracle -> Ai For Alpha's CTA Flows
Ai For Alpha has introduced its CTA Flows Oracle technology, which uses AI to forecast managed futures funds flows across various asset classes.
9 shares
Hedge Fund PM Joins Kamet Capital -> Hedge Fund PM at Kamet Capital
Gerald Chua, formerly of Lauro Asset Management, has taken up a new role as a Portfolio Manager at Kamet Capital, according to Citywire Asia.
7 shares
MFA Recommendations on AI in Derivatives Markets -> MFA Recommendations on AI
MFA has proposed to the Commodity Futures Trading Commission to incorporate the use of artificial intelligence tools in derivatives markets.
6 shares
TOMS Invests in Kellanova
Activist hedge fund TOMS Capital Investment Management has bought a significant stake in Kellanova, previously known as Kellogg Company.
6 shares
Segantii Boss Accused of Insider Trading
The Securities and Future Commission in Hong Kong has started insider trading criminal proceedings against Segantii Capital Management Founder, Simon Sadler, and ex-trader Daniel La Rocca.
6 shares
Tabula Capital Sells ETF Business
Tabula Capital plans to sell its parent European ETF business, Tabula Investment Management, to global asset manager Janus Henderson Group.
5 shares
BlueCrest Expands Trading Teams
BlueCrest Capital intends to expand its trading teams by 10% by year-end due to high returns.
5 shares
Macro Strategies Drive Hedge Fund Gains
Hedge funds experienced growth in April as equities fell, with macro strategies leading and the HFRI Macro Asset Weighted Index rising 2.6%.
4 shares
Miscellaneous10
LMR Partners Oil Strategy Team Expansion
LMR Partners has grown its commodities team to capitalize on a new oil-based investment strategy introduced earlier this year.
4 shares
South Korea Regulator Accuses Short Trades
South Korea's financial regulator has found $156m worth of alleged illegal trading by nine global investment banks during a short selling investigation.
4 shares
Beryl Investor Relations Head Appointment
Beryl Capital Management has named Michael Callahan as Managing Director Head of Investor Relations, responsible for client service, capital formation, marketing, and business strategy.
3 shares
Citadel Hires AI Scientist for NY Quant Role
Citadel is hiring more quantitative analysts, also known as quants.
3 shares
Hedge Funds Bullish on Consumer Stocks Trend
Hedge funds have shown increased optimism towards consumer stocks in the week ending 3 May, influenced by a weakening US labour market and potential interest cuts hinted by Federal Reserve Chair Jerome Powell.
3 shares
Clear Street Prime Brokerage Hires
Financial services firm Clear Street has hired several senior-level employees in its prime brokerage business to expand its institutional division.
2 shares
Fidelity Prime Services VP
Jeffrey Cantafio has been appointed as Vice President of Business Consulting at Fidelity Prime Services, reporting to James Coughlin.
1 shares
Basis Trade Boosts Exodus Point
Hedge fund Exodus Point reportedly gained around 2% in Q1 due to a bond market basis trade, which has raised regulatory concerns.
1 shares
Jane Street Mobile Gaming Entry
The article debates whether Figgie could be considered as Pit the younger.
0 shares
Execs and Sentiment Engines in LLMs
The article explores the possibility of executives manipulating sentiment engines and deceiving LLM's Risk.
0 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Dr Meir Statman: Well Being
Well Being: Dr. Meir Statman discusses his book A Wealth of Well Being and his research on behavioral finance and investment decisions in a podcast.
13 shares
US Term Funding Premium
Srini Ramaswamy and Ipek Ozil explore the link between US swap spreads and a type of term premium in a podcast.
9 shares
EM Fixed Income Developments
Jonny Goulden and Saad Siddiqui discuss the impact of recent market developments on the EM fixed income asset class in a podcast.
8 shares
Global Commodities: West Africa Cocoa
West Africa Cocoa: Tracey Allen and Gbolahan S Taiwo delve into global commodities research in a podcast.
7 shares
Clint Murphy: Real Estate Success
Real Estate Success: Clint Murphy shares his knowledge on property investments, personal growth, and team development in a podcast episode.
7 shares
Related5
Stocks vs. TBills
Hendrik Bessembinder highlights the significance of diversification and retaining successful stocks for long-term returns in his research.
7 shares
Powell's Patience and China's Rally
Despite robust US growth and persistent inflation, Jay Powell is cautious about interest rate adjustments, while the Hang Seng index and Brent crude oil prices show positive and negative trends respectively.
6 shares
Scandi Policy Divergence
Nelligan, Gupta, and Lund share their perspectives on the economic, rate, and FX scenarios in Sweden and Norway, in anticipation of central bank meetings.
5 shares
Credit and European Society
Francesca Trivellato's book debunks the myth that Jews created the credit instruments known as bills of exchange, tracing its roots and effects in early modern Europe.
5 shares
Global FX and US Rates
Barry and Chandan examine the potential impact of the FOMC meeting and April employment report on US rates and FX markets, including possible effects on USDJPY and EURUSD.
5 shares
Blogs
Posts from quant and economics blogs and newsletters.
7 items
Quantitative3
AUDJPY Strategies
The article shares useful AUDJPY trading strategies, emphasizing on diversifying strategies and managing risks.
7 shares
AUDUSD Trading
The article provides insights on trading the AUDUSD currency pair in forex, highlighting its complexity and potential for profit.
5 shares
Paper vs Live Trading
The article compares paper trading and live trading, underlining their significance in successful trading.
4 shares
Related4
Volatility Targeting
The article advises against constant full investment with maximum leverage.
3 shares
Can Machines Time Markets
The article supports the use of complex models for market timing due to their ability to detect nonlinear relationships.
2 shares
Edward Thorp The Genius
The article delves into the life and influence of Edward Thorp, a mathematician who transformed gambling and financial trading.
0 shares
Commencement 2024
The author recounts a personal experience of skipping their graduation ceremony at the University of Southampton.
0 shares
Videos
Talks, lectures and tutorials.
5 items
Quantitative5
Quants in Finance
The author revisits a 2017 video about job types in quantitative finance, suggesting a more specific title would have been beneficial.
5 shares
Datadriven Finance Webinar
Will Cong presented a data-driven approach to corporate finance and AI-guided decisions at an ABFR seminar.
0 shares
AI in Finance Recording
A raw screen recording from the Workshop on AI in Finance at Texas State University San Marcos is accessible on GitHub.
5 shares
Path in Finance at MIT
The article explores Christina Qi's journey towards choosing a career in finance.
7 shares
Risk Management Tips
The article recommends candidates to be ready to discuss their projects and experiences in depth during interviews.
0 shares
X / Twitter
Posts from quant researchers on X.
7 items
Quantitative3
Big Data Asset Pricing
Lasse Pedersen from Copenhagen Business School provides a detailed course on Big Data Asset Pricing, discussing empirical asset pricing, multiple testing problems, and machine learning.
8 shares
Drivers of Gold Prices
A study by Erb and Harvey investigates the elements affecting gold prices, such as ETFs, China, Costco buyers, and the difficulty of obtaining trustworthy data.
2 shares
Carry Strategies Diversification
A recent paper examines carry strategies and their possible advantages for portfolio diversification.
2 shares
Miscellaneous4
Systemic Risk Detection
The article explores the use of 1-minute intraday data to identify systemic risk in financial systems.
1 shares
Return Prediction Complexity
The article reviews an AQR white paper discussing the advantages of using complex models for return predictions.
0 shares
Energy Prediction with Memory Models
The article investigates different algorithms for predicting building energy use, emphasizing the superior predictive power of memory-based models.
0 shares
Earnings Call Analyzer
The article presents an Earnings Conference Call Analyzer, a tool designed for financial analysis.
0 shares