---
title: Quant Letter No. 54: June 2024, Week 3
url: https://www.ml-quant.com/issues/2024-06-20/
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: 2024-06-20
---


# Quant Letter No. 54: June 2024, Week 3

Sent 2024-06-20. 138 items.

## arXiv

### Finance

- __[Statistical Arbitrage Optimization](https://arxiv.org/abs/2406.10695)__: The research combines quantitative and machine learning techniques to enhance a statistical arbitrage strategy, resulting in improved returns and lower transaction costs. (2024-06-15, shares: 8) · https://www.ml-quant.com/papers/arxiv/2406.10695/
- __[Neural Implied Volatility Smoothing](https://arxiv.org/abs/2406.11520)__: A novel method for smoothing implied volatility using neural operators is presented, which maps data to smoothed surfaces, respects no-arbitrage rules, and is robust to input subsampling. (2024-06-17, shares: 7) · https://www.ml-quant.com/papers/arxiv/2406.11520/
- __[Robust Option Pricing with Multi-Marginal Computation](https://arxiv.org/abs/2406.09959)__: The article introduces an efficient computational framework for solving complex multi-marginal martingale optimal transport problems quickly and optimally. (2024-06-14, shares: 6) · https://www.ml-quant.com/papers/arxiv/2406.09959/
- __[NLP for Financial Risk Detection](https://arxiv.org/abs/2406.09765)__: The study shows that Natural Language Processing (NLP) can be effectively used to detect and predict potential risks in financial documents and communications. (2024-06-14, shares: 4) · https://www.ml-quant.com/papers/arxiv/2406.09765/
- __[Local Wealth Condensation](https://arxiv.org/abs/2406.10978)__: The article provides a new proof for Chakraborti's economic model, which suggests wealth concentration and poverty increase in a trading system. (2024-06-16, shares: 3) · https://www.ml-quant.com/papers/arxiv/2406.10978/
- __[MeanVariance Investment](https://arxiv.org/abs/2406.10465)__: The study offers solutions to an optimal investment-reinsurance problem for insurers under a specific model, using a system of complex mathematical equations. (2024-06-15, shares: 3) · https://www.ml-quant.com/papers/arxiv/2406.10465/
- __[Robust Dividend Policy](https://arxiv.org/abs/2406.12305)__: The research suggests that investors who care about dividends can select suitable firms by examining their dividend policies and financial statements. (2024-06-18, shares: 2) · https://www.ml-quant.com/papers/arxiv/2406.12305/
- __[Circular Steel Industry Transformation](https://arxiv.org/abs/2406.12098)__: The paper calls for a restructuring of global and European scrap trade to lower CO2 emissions in the steel industry, highlighting the strategic importance of scrap metal. (2024-06-17, shares: 2) · https://www.ml-quant.com/papers/arxiv/2406.12098/
- __[Generalized Dependence Analysis](https://arxiv.org/abs/2406.10648)__: The article demonstrates that a certain class of multivariate distributions is a convex polytope, providing precise analytical limits for convex risk measures. (2024-06-15, shares: 2) · https://www.ml-quant.com/papers/arxiv/2406.10648/

### Economics

- __[Rationalizability and Cost Efficiency in Consumer Demand](https://arxiv.org/abs/2406.10136)__: The article explores the relationship between approximate rationalizability and approximate cost-rationalizability in consumer demand, viewing Afriat's critical cost-efficiency index as a gauge of cost inefficiency. (2024-06-14, shares: 2) · https://www.ml-quant.com/papers/arxiv/2406.10136/

### Miscellaneous

- __[Universal Randomised Signatures](https://arxiv.org/abs/2406.10214)__: The article presents a new model for analyzing financial data over time, using a unique Wasserstein-type distance method, and compares its performance with current standards. (2024-06-14, shares: 7) · https://www.ml-quant.com/papers/arxiv/2406.10214/
- __[AI Replicating Human Decision-making](https://arxiv.org/abs/2406.11426)__: The study examines the use of large language models in mimicking human decision-making in economic experiments, emphasizing the importance of the models' reasoning capabilities in achieving realistic results. (2024-06-17, shares: 4) · https://www.ml-quant.com/papers/arxiv/2406.11426/
- __[Trading Devil](https://arxiv.org/abs/2406.10719)__: The research explores a specific type of audio data attack, called a Stochastic investment-based backdoor attack, and shows its effectiveness in tricking speech recognition systems. (2024-06-15, shares: 4) · https://www.ml-quant.com/papers/arxiv/2406.10719/

### Crypto & Blockchain

- __[DAO Business Value: Open Systems Perspective](https://arxiv.org/abs/2406.12445)__: Open Systems Perspective: The article introduces a new business model for decentralized autonomous organizations (DAOs), highlighting their potential for innovation and transformation. It also lays a theoretical groundwork for future studies on this topic. (2024-06-18, shares: 2) · https://www.ml-quant.com/papers/arxiv/2406.12445/

### Historical Trending

- __[Asset Allocation Forecasting](https://arxiv.org/abs/2406.09578)__: The article introduces a new framework that enhances multi-asset portfolio construction by creating custom regime forecasts for each asset, proven effective through a practical study on a multi-asset portfolio. (2024-06-13, shares: 9) · https://www.ml-quant.com/papers/arxiv/2406.09578/
- __[Forward Approximations Justification](https://arxiv.org/abs/2406.09488)__: The note discusses the theoretical basis for using weighted averages of overnight forwards to approximate arithmetic forwards, offering less expensive computational methods and aligning one method with an approximation proposed by Katsumi Takada. (2024-06-13, shares: 4) · https://www.ml-quant.com/papers/arxiv/2406.09488/

## SSRN

### Quantitative

- __[Spatial Linkages of Positive Feedback Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4870001)__: Positive feedback trading impacts the stock index futures markets in 27 countries, with stronger effects in upward trends when market volatility is above 2 and in downward trends when it exceeds 4. (2024-06-18, shares: 5) · https://www.ml-quant.com/papers/ssrn/4870001/
- __[Asymmetric Effects in China's Stock Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869653)__: In China's stock market, intraday returns influence overnight returns, and there's a mutual positive impact between overnight and intraday volatility, which intensifies as the quantile increases. (2024-06-18, shares: 6) · https://www.ml-quant.com/papers/ssrn/4869653/
- __[Pricing of American Timer Options](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4865854)__: The study provides analytic formulas for American timer option prices under stochastic volatility, using a finite stochastic variance clock as a time-to-maturity measure. (2024-06-14, shares: 4) · https://www.ml-quant.com/papers/ssrn/4865854/
- __[Net Foreign Portfolio Inflows in Nigeria](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4865454)__: Higher interest rates in Nigeria can boost net portfolio inflows and potentially stabilize the exchange rate, but this depends on the Central Bank's ability to manage foreign exchange. (2024-06-14, shares: 6) · https://www.ml-quant.com/papers/ssrn/4865454/
- __[Basics of Technical Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4870943)__: Technical analysis uses historical market data patterns to predict future price movements, employing tools like moving averages, relative strength index, and Bollinger Bands. (2024-06-19, shares: 3) · https://www.ml-quant.com/papers/ssrn/4870943/
- __[Volatility Dynamics in Vietnam Stock Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4867203)__: The study finds that single-regime models are more effective than multiple-regime models in forecasting short-term volatility in the Vietnam Ho Chi Minh Stock Index. (2024-06-16, shares: 3) · https://www.ml-quant.com/papers/ssrn/4867203/
- __[Insurable Risk Portfolios with Data Uncertainty](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868623)__: The paper suggests that data uncertainty in investments is not a significant issue in insurance, using an insurance version of the Markowitz portfolio optimization procedure. (2024-06-18, shares: 4) · https://www.ml-quant.com/papers/ssrn/4868623/
- __[GANs for Chemical Foam Detection in Low Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868138)__: The research uses Generative Adversarial Networks (GANs) to improve the classification of chemical foam, addressing the issue of scarce and poorly labeled datasets in the chemical sector. (2024-06-17, shares: 5) · https://www.ml-quant.com/papers/ssrn/4868138/
- __[Mutual Funds Securities Lending: Value vs. Volume](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4867141)__: Value vs. Volume: The study reveals that mutual funds with higher volume lending strategies generate more revenue, using securities lending patterns to identify shorting demand. (2024-06-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4867141/
- __[MSBoost: Model Selection for Gradient Boosting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4867120)__: Model Selection for Gradient Boosting: The paper introduces a new gradient boosting approach that trains multiple models on residual errors simultaneously, proving especially effective for small and noisy datasets. (2024-06-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4867120/
- __[Customizing Stock Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4864198)__: A study shows that including nontradable wealth like human capital in portfolio optimization reduces risk and improves returns, based on data from 263 US firms from 2013 to 2022. (2024-06-11, shares: 4) · https://www.ml-quant.com/papers/ssrn/4864198/
- __[Impact of Privacy Regulations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868119)__: Apple's stricter privacy measures have resulted in a significant decrease in iOS data availability for location-tracking services, contradicting concerns about underrepresentation of low-income populations. (2024-06-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/4868119/
- __[Machine Learning for Detecting Accounting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4867498)__: A new method using machine learning and text data from 10K reports can predict the likelihood of a firm misreporting financial information, with higher probabilities associated with higher risks and costs. (2024-05-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4867498/
- __[Hands-Free Mouse System](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4870525)__: A Hands-Free Mouse system uses facial recognition and machine learning to improve accessibility for physically disabled individuals in the field of assistive technology. (2024-04-06, shares: 3) · https://www.ml-quant.com/papers/ssrn/4870525/
- __[Equity Option Approximation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4864501)__: The article introduces an approximation for the equity BlackScholes model with fixed dividends, applicable to vanilla options and reverts to the classic model when dividends are null. (2024-06-09, shares: 3) · https://www.ml-quant.com/papers/ssrn/4864501/
- __[Film Investment Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4866696)__: The paper emphasizes the role of movie merchandise in income diversification in the film industry and presents a model predicting merchandise exploitability with 88.6% accuracy. (2024-05-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4866696/
- __[Seismological Records Processing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4865699)__: The project aims to vectorise old seismograms using machine learning, focusing on reducing human interaction and increasing programming approach in the process. (2023-05-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4865699/
- __[Mutual Fund Risk Shifts](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4866357)__: The study investigates the impact of star ratings on mutual fund managers' risk-taking behavior, showing that managers adjust risk levels based on potential rating changes, leading to potential agency issues and increased managerial effort. (2024-01-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4866357/

### Financial

- __[Option Returns with DL](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869272)__: A study uses deep learning to predict equity options returns, showing significant profits using a Convolutional Neural Network to identify patterns in volatility. (2024-06-18, shares: 3) · https://www.ml-quant.com/papers/ssrn/4869272/
- __[Spot Crypto ETFs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868157)__: The approval of Bitcoin and Ethereum ETFs offers investors a less volatile way to invest in cryptocurrencies, marking a significant financial market milestone. (2024-06-17, shares: 2) · https://www.ml-quant.com/papers/ssrn/4868157/
- __[Retail Investors and Factsheet](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4864541)__: A study finds that retail investors react more to performance measures in factsheets from Morningstar, but this doesn't necessarily improve investment decisions. (2024-06-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/4864541/
- __[Demat Trading in India](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869310)__: A new technology enabling paperless trading on India's National Stock Exchange led to a decrease in bid-ask spread and increased trading volume, especially for previously illiquid stocks. (2024-06-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/4869310/
- __[Corporate Social Irresponsibility in Stock Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4867491)__: A study finds that investors in cities with high social capital trade less frequently in stocks of companies involved in corporate social irresponsibility events. (2024-06-17, shares: 2) · https://www.ml-quant.com/papers/ssrn/4867491/
- __[Green Investments in European Ventures](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868917)__: More corporations are investing in eco-friendly startups for genuine reasons, with green corporate venture capital investors fostering green innovation. (2024-04-28, shares: 4) · https://www.ml-quant.com/papers/ssrn/4868917/
- __[Liquidity Risk in Indian Stock Market](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868829)__: A study investigates the impact of systematic liquidity risk on the Indian equity market, focusing on the effects of illiquidity on market volatility. (2024-06-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4868829/
- __[Idiosyncratic Entropy and Stock Returns](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4868859)__: The research introduces a risk factor for idiosyncratic entropy and reveals a negative correlation between expected idiosyncratic entropy and returns, providing insight into the idiosyncratic volatility puzzle. (2024-06-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4868859/
- __[ESG Ratings and Financing Decisions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4867910)__: Higher ESG scores correlate with increased equity issuance and reduced net debt issuance, but do not affect capital expenditures or noncash asset accumulation, indicating ESG ratings do not impact investment choices. (2024-05-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/4867910/

## RePEc

### Finance

- __[Machine Learning for Financial Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FREGE-05-2022-0079%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aregepp%3Arege-05-2022-0079)__: Machine learning models performed better than market benchmarks during the Russia-Ukraine war, but not prior to the conflict, indicating caution should be used when forecasting stock prices with these models. (2024-06-20, shares: 33) · https://www.ml-quant.com/papers/repec/eme-regepp-rege-05-2022-0079/
- __[Market Efficiency of Chinese Copper](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924001753%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924001753)__: The study found no significant arbitrage opportunities in China's copper futures market, suggesting it adheres to the market efficiency rule despite its growth and internationalization. (2024-06-20, shares: 31) · https://www.ml-quant.com/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001753/
- __[Algorithmic Trading and NYSE Efficiency](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1386418124000272%3Bh%3Drepec%3Aeee%3Afinmar%3Av%3A69%3Ay%3A2024%3Ai%3Ac%3As1386418124000272)__: Increased algorithmic trading reduces the predictive power of market order imbalance and limit order book imbalances, indicating it enhances market efficiency. (2024-06-20, shares: 29) · https://www.ml-quant.com/papers/repec/eee-finmar-v-69-y-2024-i-c-s1386418124000272/
- __[Forecasting Volatility in Taiwan Futures](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10690-023-09415-w%3Bh%3Drepec%3Akap%3Aapfinm%3Av%3A31%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10690-023-09415-w)__: A new model considering information from non-trading and trading periods significantly improves the forecasting of stock market volatility. (2024-06-20, shares: 27) · https://www.ml-quant.com/papers/repec/kap-apfinm-v-31-y-2024-i-2-d-10-1007-s10690-023-09415-w/
- __[Alpha Testing in Linear Factor Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbad002%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A22%3Ay%3A2024%3Ai%3A2%3Ap%3A407-460.)__: The article introduces a new, faster test for alpha in linear factor pricing models, which remains valid even with a large number of securities and can account for some pricing errors, finding evidence against certain asset pricing models during the Great Recession. (2024-06-20, shares: 23) · https://www.ml-quant.com/papers/repec/oup-jfinec-v-22-y-2024-i-2-p-407-460/
- __[Hedge Funds and Low Beta Anomaly](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1059056024002740%3Bh%3Drepec%3Aeee%3Areveco%3Av%3A93%3Ay%3A2024%3Ai%3Apa%3Ap%3A1507-1525)__: The article reveals that the average hedge fund benefits from the low beta anomaly, attributing about 2.3% per year of apparent alpha to the anomaly rather than manager skill, especially among low skill managers. (2024-06-20, shares: 22) · https://www.ml-quant.com/papers/repec/eee-reveco-v-93-y-2024-i-pa-p-1507-1525/
- __[Machine Learning for ETF Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10385-4%3Bh%3Drepec%3Akap%3Acompec%3Av%3A63%3Ay%3A2024%3Ai%3A5%3Ad%3A10.1007_s10614-023-10385-4)__: The article suggests a machine learning method for analyzing the direction of returns from exchange traded funds, with models generally outperforming control metrics in terms of risk and return, particularly the linear regression and certain classification models. (2024-06-20, shares: 22) · https://www.ml-quant.com/papers/repec/kap-compec-v-63-y-2024-i-5-d-10-1007-s10614-023-10385-4/
- __[Implied Roughness in Oil Volatility](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2023.2291081%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A3-4%3Ap%3A347-363)__: The article examines the roughness of oil market volatility using unspanned stochastic volatility models, demonstrating that adding an extra parameter indicating the volatility's roughness improves the calibration nearly tenfold. (2024-06-20, shares: 19) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-3-4-p-347-363/
- __[Diversification Costs & Benefits](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F6%2F225%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A6%3Ap%3A225-%3Ad%3A1402811)__: The article empirically demonstrates that diversification not only reduces risk but also returns if the expected returns can be estimated, supporting the claim that diversification is protection against ignorance. (2024-06-20, shares: 17) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-6-p-225-d-1402811/

### Statistical

- __[Machine Learning for Financial Scenarios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10387-2%3Bh%3Drepec%3Akap%3Acompec%3Av%3A63%3Ay%3A2024%3Ai%3A5%3Ad%3A10.1007_s10614-023-10387-2)__: The article introduces a new machine learning method for predicting one-day-ahead scenarios for portfolio optimization, which could lead to more precise forecasts and less risky portfolios. (2024-06-20, shares: 27) · https://www.ml-quant.com/papers/repec/kap-compec-v-63-y-2024-i-5-d-10-1007-s10614-023-10387-2/
- __[Enhanced Inflation Forecasting in Emerging Economies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924001704%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924001704)__: The study combines traditional forecasting and machine learning to predict inflation in an emerging economy, finding machine learning to be more effective, especially when foreign exchange reserves are included. (2024-06-20, shares: 26) · https://www.ml-quant.com/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001704/
- __[Credit Spread Changes Analysis with AI](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924002473%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924002473)__: The research compares linear regression and machine learning in modeling credit spread changes, with machine learning proving superior due to its handling of complex non-linearities, and uses these models to measure the impact of various economic and financial factors. (2024-06-20, shares: 19) · https://www.ml-quant.com/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924002473/
- __[Intraday Volatility Forecasting for Indian Stocks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D138879%3Bh%3Drepec%3Aids%3Aijecbr%3Av%3A27%3Ay%3A2024%3Ai%3A4%3Ap%3A633-650)__: The paper evaluates the effectiveness of range-based volatility estimations against standard models using Indian stock market data, concluding that range-based models are superior and the GKYZ volatility estimator is the most accurate. (2024-06-20, shares: 18) · https://www.ml-quant.com/papers/repec/ids-ijecbr-v-27-y-2024-i-4-p-633-650/

### Machine Learning

- __[Cryptocurrency Options Pricing](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0264999324001081%3Bh%3Drepec%3Aeee%3Aecmode%3Av%3A136%3Ay%3A2024%3Ai%3Ac%3As0264999324001081)__: Machine learning models, particularly regression-tree methods, are more efficient at pricing cryptocurrency options than traditional models due to their adaptability to cryptocurrency market dynamics. (2024-06-20, shares: 45) · https://www.ml-quant.com/papers/repec/eee-ecmode-v-136-y-2024-i-c-s0264999324001081/
- __[Interpretable Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378426624001043%3Bh%3Drepec%3Aeee%3Ajbfina%3Av%3A164%3Ay%3A2024%3Ai%3Ac%3As0378426624001043)__: The study shows that interpretable machine learning is more effective in modeling corporate bond recovery rates and identifying key drivers that traditional methods can't detect. (2024-06-20, shares: 39) · https://www.ml-quant.com/papers/repec/eee-jbfina-v-164-y-2024-i-c-s0378426624001043/
- __[Predicting Stock Market Direction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0169207023000729%3Bh%3Drepec%3Aeee%3Aintfor%3Av%3A40%3Ay%3A2024%3Ai%3A3%3Ap%3A869-880)__: The research indicates that machine learning methods, especially random forests and bagging, are better at predicting the US stock market direction using volatility indices than classical linear regression models. (2024-06-20, shares: 26) · https://www.ml-quant.com/papers/repec/eee-intfor-v-40-y-2024-i-3-p-869-880/
- __[Cryptocurrency Predictability](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924001765%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924001765)__: Machine learning models effectively predict cryptocurrency market returns, with key predictors being market price and momentum, and most strategies remain profitable even after trading costs. (2024-06-20, shares: 25) · https://www.ml-quant.com/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001765/
- __[Dividend Prediction in Vietnam](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS1793993324500091%3Bh%3Drepec%3Awsi%3Ajicepx%3Av%3A15%3Ay%3A2024%3Ai%3A02%3An%3As1793993324500091)__: The Random Forest algorithm in machine learning models successfully predicts dividend payouts in the Vietnamese stock market, enhancing decision-making and financial market transparency. (2024-06-20, shares: 23) · https://www.ml-quant.com/papers/repec/wsi-jicepx-v-15-y-2024-i-02-n-s1793993324500091/
- __[Machine Learning for GDP](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.snb.ch%2Fen%2Fpublications%2Fresearch%2Fworking-papers%2F2024%2Fworking_paper_2024_06%3Bh%3Drepec%3Asnb%3Asnbwpa%3A2024-06)__: Ridge, elastic net, and SVR machine learning algorithms are the most effective for nowcasting GDP, outperforming other methods by up to 28% in out-of-sample RMSE. (2024-06-20, shares: 21) · https://www.ml-quant.com/papers/repec/snb-snbwpa-2024-06/

### Deep Learning

- __[Bitcoin Volatility Forecasting with Deep Learning Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10392-5%3Bh%3Drepec%3Akap%3Acompec%3Av%3A63%3Ay%3A2024%3Ai%3A5%3Ad%3A10.1007_s10614-023-10392-5)__: The study uses a deep learning model and a particle swarm optimization (PSO) algorithm to predict Bitcoin's volatility, improving accuracy by up to 34.79%. It also suggests a risk warning system and trading strategy for investors. (2024-06-20, shares: 21) · https://www.ml-quant.com/papers/repec/kap-compec-v-63-y-2024-i-5-d-10-1007-s10614-023-10392-5/

### Historical Trending

- __[Accounting Journals: Research and Practice](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJAL-03-2023-0047%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajalpps%3Ajal-03-2023-0047)__: Research and Practice: The study uses machine learning to highlight a significant gap between academic research and practical application in accounting, more so in the US than Europe. (2023-05-28, shares: 6) · https://www.ml-quant.com/papers/repec/eme-jalpps-jal-03-2023-0047/
- __[Board Gender Diversity Impact on Firm Risk](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FSEF-05-2023-0245%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Asefpps%3Asef-05-2023-0245)__: Research shows that companies with gender diverse boards have reduced risk due to improved group dynamics, positively impacting risk management and financial performance. (2023-04-03, shares: 6) · https://www.ml-quant.com/papers/repec/eme-sefpps-sef-05-2023-0245/
- __[Employer Preferences for Older Workers](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJM-05-2023-0233%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijmpps%3Aijm-05-2023-0233)__: Finnish employers tend to hire older workers during labour shortages, particularly if they value the experience-related qualities of older workers. (2023-12-12, shares: 2) · https://www.ml-quant.com/papers/repec/eme-ijmpps-ijm-05-2023-0233/

## Machine learning

### Recently Published

- __[Factual Knowledge in Large Language Models](https://arxiv.org/abs/2406.11813)__: Large language models (LLMs) learn factual knowledge during pretraining, but this knowledge is often forgotten in subsequent steps. (2024-06-17, shares: 124) · https://www.ml-quant.com/papers/arxiv/2406.11813/
- __[Language Models & Probabilistic Reasoning](https://arxiv.org/abs/2406.12830)__: Language models have difficulty with numerical reasoning and understanding probability distributions, but can improve with real-world context and simplified assumptions. (2024-06-18, shares: 73) · https://www.ml-quant.com/papers/arxiv/2406.12830/
- __[Encoder-Free Vision-Language Models](https://arxiv.org/abs/2406.11832)__: The EVE model, a vision-language model without an encoder, performs well across multiple benchmarks, offering an efficient way to develop a decoder-only architecture. (2024-06-17, shares: 73) · https://www.ml-quant.com/papers/arxiv/2406.11832/
- __[LLARVA: Robot Learning Enhancement](https://arxiv.org/abs/2406.11815)__: Robot Learning Enhancement: The LLARVA model, trained with a new method, successfully unifies various robotic learning tasks and performs well in different robot environments. (2024-06-17, shares: 59) · https://www.ml-quant.com/papers/arxiv/2406.11815/
- __[Language Models & External Knowledge Utilization](https://arxiv.org/abs/2406.12824)__: Retrieval Augmented Generation (RAG) enhances language models' reasoning abilities using external context, but models tend to rely heavily on this context and less on their parametric memory. (2024-06-18, shares: 37) · https://www.ml-quant.com/papers/arxiv/2406.12824/
- __[Scalable Dense Scene Rendering](https://arxiv.org/pdf/2406.11836)__: The research introduces RetinaGS, a new method for training 3D Gaussian splatting models, which improves scaling behavior and reconstruction quality. (2024-06-17, shares: 34) · https://www.ml-quant.com/papers/arxiv/2406.11836/
- __[Scene Synthesis at Scale](https://arxiv.org/pdf/2406.11819)__: The article presents MegaScenes, a large dataset from internet photos, which enhances the consistency of novel view synthesis methods. (2024-06-17, shares: 26) · https://www.ml-quant.com/papers/arxiv/2406.11819/
- __[Neural Network Symmetrisation](https://arxiv.org/abs/2406.11814)__: The study proposes a new framework for symmetrising neural networks using group homomorphism and Markov categories, demonstrating their usefulness in machine learning. (2024-06-17, shares: 21) · https://www.ml-quant.com/papers/arxiv/2406.11814/
- __[Language Modeling with External Knowledge](https://arxiv.org/abs/2406.11830)__: The paper presents ERASE, a method that improves the performance of retrieval-augmented generation models by incrementally modifying the knowledge base when new documents are added. (2024-06-17, shares: 16) · https://www.ml-quant.com/papers/arxiv/2406.11830/
- __[Privacy Preserving Federated Learning](https://arxiv.org/abs/2406.12815)__: The research reviews Federated Learning in medical imaging, discussing its challenges, potential for privacy preservation and uncertainty estimation, and suggesting future research directions. (2024-06-18, shares: 13) · https://www.ml-quant.com/papers/arxiv/2406.12815/

### Historical Trending

- __[MatMul-free Language Modeling](https://arxiv.org/abs/2406.02528)__: Scientists have developed a method to remove matrix multiplication from large language models, reducing memory usage by up to 61% during training and over 10x during inference, making these models more efficient. (2024-06-04, shares: 610) · https://www.ml-quant.com/papers/arxiv/2406.02528/
- __[Transformers on Pixels](https://arxiv.org/abs/2406.09415)__: A study shows that vanilla Transformers can treat each pixel as a token and still perform well, questioning the need for locality in computer vision architectures and suggesting a new direction for future designs. (2024-06-13, shares: 228) · https://www.ml-quant.com/papers/arxiv/2406.09415/
- __[Simple Adaptive Attacks on LLMs](https://arxiv.org/abs/2404.02151)__: Research reveals that even the latest safety-aligned large language models are susceptible to simple adaptive jailbreaking attacks, with almost 100% success rate, emphasizing the significance of adaptivity in these attacks. (2024-04-02, shares: 214) · https://www.ml-quant.com/papers/arxiv/2404.02151/
- __[Depth Anything V2](https://arxiv.org/abs/2406.09414)__: Depth Anything V2 is a new model for monocular depth estimation, using synthetic and large-scale pseudo-labeled real images for faster, more accurate results and setting a new evaluation benchmark. (2024-06-13, shares: 134) · https://www.ml-quant.com/papers/arxiv/2406.09414/
- __[Rethinking Score Distillation](https://arxiv.org/abs/2406.09417)__: The article explores Score Distillation Sampling (SDS), a tool for data-poor domains, suggesting that source distribution calibration can enhance image generation and translation across various domains. (2024-06-13, shares: 75) · https://www.ml-quant.com/papers/arxiv/2406.09417/
- __[HyperFields](https://arxiv.org/abs/2310.17075)__: HyperFields, a method for generating text-conditioned Neural Radiance Fields (NeRFs), is introduced, offering faster prediction of novel scenes and highlighting the significance of dynamic architecture and NeRF distillation. (2023-10-26, shares: 72) · https://www.ml-quant.com/papers/arxiv/2310.17075/
- __[VideoGPT+](https://arxiv.org/abs/2406.09418)__: The research presents VideoGPT+, a model that merges image and video encoders for better video understanding, and introduces VCGBench-Diverse, a new benchmark for evaluating Large Multimodal Models (LMMs) across diverse video types. (2024-06-13, shares: 56) · https://www.ml-quant.com/papers/arxiv/2406.09418/

## Papers with code

### Trending

- __[Efficient Context Language Modeling](https://github.com/microsoft/Samba)__: Samba, a model trained on 4K sequences, can be effectively extended to 256K context length, enhancing token predictions up to 1M context length. (2024-06-19, shares: 546)
- __[ProG Learning Benchmark](https://github.com/sheldonresearch/ProG)__: Despite advancements, artificial general intelligence on graphs struggles with inefficiencies and negative transfer problems in complex and few-shot scenarios. (2024-06-19, shares: 437)
- __[MeshAnything Mesh Generation](https://github.com/buaacyw/meshanything)__: D assets produced through reconstruction and generation have achieved the quality of handcrafted assets, suggesting potential for substitution. (2024-06-19, shares: 414)
- __[GPT Mathematical Olympiad Solutions](https://github.com/trotsky1997/mathblackbox)__: The MCT SelfRefine algorithm combines Large Language Models with Monte Carlo Tree Search, enhancing performance in complex mathematical reasoning tasks. (2024-06-19, shares: 278)

### Rising

- __[TextGrad: Auto Diff via Text](https://github.com/zou-group/textgrad)__: Auto Diff via Text: TextGrad improves the performance of GPT4o in answering complex questions and solving difficult coding problems without changing the existing framework. (2024-06-14, shares: 190)
- __[MLBench: Eval Large Language Models](https://github.com/gersteinlab/ml-bench)__: Eval Large Language Models: GPT4, a large language model, has difficulties in understanding and interacting with large-scale code repositories. (2024-06-19, shares: 126)
- __[CleanDiffuser: Modular Diffusion Library](https://github.com/cleandiffuserteam/cleandiffuser)__: Modular Diffusion Library: CleanDiffuser's core consists of crucial submodules, identified by reevaluating the roles of decision-makers in the decision-making domain. (2024-06-19, shares: 80)
- __[LibriTTSP: Text-to-Speech Corpus](https://github.com/line/libritts-p)__: Text-to-Speech Corpus: A hybrid method is used to create prompt annotations, merging manual annotations of speaker traits and synthetic annotations of speaking style. (2024-06-14, shares: 50)
- __[AsyncDiff: Parallel Diffusion Models](https://github.com/czg1225/asyncdiff)__: Parallel Diffusion Models: AsyncDiff is a new acceleration scheme designed to facilitate model parallelism across several devices. (2024-06-14, shares: 44)

## GitHub

### Finance

- __[ML Foundations](https://github.com/jonkrohn/ML-foundations)__: The article provides an overview of the fundamental components of machine learning such as linear algebra, calculus, statistics, and computer science. (2020-04-18, shares: 3103)
- __[MultiFactor Backtesting](https://github.com/etccapital/MultiFactor)__: The article outlines the development of a MultiFactor Backtesting Framework based on a financial engineering report from Huatai Security, discussing processes like data gathering and risk assessment. (2021-10-24, shares: 46)
- __[Airbyte Integration](https://github.com/airbytehq/airbyte)__: The article presents a top data integration platform for ETL ELT data pipelines, offering options for either self-hosting or cloud-hosting. (2020-07-27, shares: 14567)
- __[Cryptocurrency Arbitrage](https://github.com/aoki-h-jp/funding-rate-arbitrage)__: The article delves into the idea of funding rate arbitrage within the cryptocurrency sector. (2023-03-14, shares: 111)
- __[Dockerized Quant Environment](https://github.com/quantbelt/jupyter-quant)__: The article introduces a dockerized Jupyter environment designed for quantitative research. (2023-08-26, shares: 67)

### Trending

- __[Boltzmann Entropy Interviews](https://github.com/BoltzmannEntropy/interviews.ai)__: The book is recommended for postgraduates, jobseekers, and experienced researchers for its valuable content. (2021-09-30, shares: 4461)
- __[Crowd Cent Numerblox](https://github.com/crowdcent/numerblox)__: The article delves into the process of building solid pipelines in Numerai. (2022-01-04, shares: 106)
- __[Deep Charles Ruptures](https://github.com/deepcharles/ruptures)__: The piece investigates the use of ruptures in Python for detecting change points. (2018-01-20, shares: 1520)
- __[Chain Lit Chain Lit](https://github.com/Chainlit/chainlit)__: The article offers a tutorial on the quick and efficient construction of conversational AI. (2023-03-14, shares: 5903)
- __[Google Max Text](https://github.com/google/maxtext)__: The piece introduces a simple, efficient, and scalable Jax LLM. (2023-02-28, shares: 1337)

## News

### Quantitative

- __[Convertible Arbitrage Revival](https://www.hedgeweek.com/aqr-capital-praises-convertible-arbitrage-revival-amid-high-rate-environment/)__: AQR Capital Management is encouraging the return of convertible arbitrage, a method that gains from debt that can be converted into equity. (2024-06-18, shares: 7)
- __[Point72 Launches AI Hedge Fund](https://www.hedgeweek.com/point72-am-to-launch-1bn-ai-focused-hedge-fund/)__: Point72 Asset Management aims to gather about $1bn for a new AI-centric hedge fund, marking its first in several years. (2024-06-19, shares: 4)
- __[Terraform Labs Settles with SEC](https://www.hedgeweek.com/terraform-labs-settles-with-sec-for-4-5bn-after-fraud-verdict/)__: Terraform Labs and former CEO Do Kwon have settled for $4.5bn with the US SEC after a fraud conviction related to cryptocurrency securities. (2024-06-17, shares: 3)
- __[Saba Capital Seeks Injunction against BlackRock](https://www.hedgeweek.com/saba-capital-management-seeks-court-injunction-against-blackrock-over-trustee-election-dispute/)__: Saba Capital Management has requested a US judge to prevent BlackRock from employing a strategy that allegedly restricts investors' ability to choose the board of a closed-end fund. (2024-06-17, shares: 3)
- __[Castle Ridge AI Launch](https://www.hedgeweek.com/castle-ridge-am-launches-ai-multi-strategy/)__: Castle Ridge Asset Management has introduced an AI multistrategy powered by its own AI platform, WALLACE. (2024-06-17, shares: 3)
- __[Tidan Capital Head](https://www.hedgeweek.com/tidan-capital-names-head-of-systematic-strategies/)__: Tidan Capital, a Swedish hedge fund firm, has named Linus Nilsson as partner and head of systematic strategies. (2024-06-17, shares: 3)
- __[Hedge Funds Cautious](https://www.hedgeweek.com/hedge-funds-exercise-caution-on-equities-amid-bullish-forecasts/)__: A Goldman Sachs report indicates that hedge funds are becoming more cautious towards equities, despite Wall Street's optimistic outlook. (2024-06-18, shares: 3)
- __[Hazeltree Presales Director](https://www.hedgeweek.com/hazeltree-hires-senior-pre-sales-director/)__: Hazeltree, a treasury and operations technology provider for the alternative asset industry, has hired Paul Yates as senior presales director in London. (2024-06-19, shares: 3)
- __[Jain Global Asia Launch](https://www.hedgeweek.com/jain-global-to-launch-with-strong-asia-presence/)__: Jain Global, Bobby Jain’s new hedge fund firm, plans to hire over 30 staff members in Asia, with local leaders playing crucial roles in hiring and risk management. (2024-06-14, shares: 3)

### Miscellaneous

- __[Hedge Funds Outperform](https://www.hedgeweek.com/ma-hedge-funds-outperform-with-7-7-return-says-goldman-sachs/)__: Goldman Sachs reports that hedge fund managers focusing on mergers and acquisitions have seen a 7.7 return in the first five months of 2024, outperforming other strategies. (2024-06-19, shares: 2)
- __[Geopolitical Uncertainty Affects Trade](https://www.hedgeweek.com/geopolitical-uncertainty-hits-carry-trade-strategy/)__: TD Securities strategists note a trend of clients unwinding the carry trade, a strategy that exploits interest rate differences between countries, according to MarketWatch. (2024-06-18, shares: 2)
- __[Balyasny AM Workforce Cut](https://www.hedgeweek.com/balyasny-am-reduces-workforce-amid-decline-in-revenue-and-profit/)__: Balyasny Asset Management has reduced its workforce from 266 to 219 employees by the end of 2023, as reported by Financial News. (2024-06-14, shares: 2)
- __[Top Financial Engineering Courses](https://www.efinancialcareers.com/news/top-masters-in-financial-engineering-courses)__: The article highlights courses that promise 100% employment and an average post-graduation salary of 120k. (2024-06-19, shares: 1)
- __[Tech Jobs in Finance: Coding Needed](https://www.efinancialcareers.com/news/tech-jobs-in-finance-the-coding-languages-you-ll-need-in-london-and-new-york)__: Coding Needed: The article recommends Java developers outside of New York to consider relocating for potential benefits. (2024-06-17, shares: 1)
- __[Hedge funds bullish on Magnificent Seven](https://www.hedgeweek.com/hedge-funds-double-down-on-long-magnificent-seven-trade/)__: A Bank of America survey reveals that a strategy focusing on US megacap tech companies is the most crowded trade for the 15th consecutive month. (2024-06-19, shares: 1)
- __[Sissener Canopus sells Golden Ocean](https://www.hedgeweek.com/sissener-canopus-exits-golden-ocean-stake-after-spring-rally/)__: Sissener Canopus, a Nordic-focused hedge fund, has sold its holdings in the Oslo-listed shipping company, Golden Ocean Group. (2024-06-14, shares: 1)
- __[Shares appoints Head of US Business](https://www.hedgeweek.com/21shares-names-head-of-us-business/)__: Federico Brokate has been appointed as Vice President, Head of US Business for 21Shares US, a crypto exchange traded funds issuer, to assist in its US market expansion. (2024-06-19, shares: 0)
- __[ExGoldman Sachs MD predicts AI impact](https://www.efinancialcareers.com/news/ex-goldman-sachs-md-ai-will-eliminate-junior-coders-by-2028)__: The article discusses a potential beneficial situation, but does not specify what it is. (2024-06-19, shares: 0)
- __[Citadels engineering prodigy drops out](https://www.efinancialcareers.com/news/michael-khaykin-citadel)__: The article is about a person who runs a popular TikTok channel. (2024-06-19, shares: 0)

## Podcasts

### Quantitative

- __[Decoding EM Volatility](https://atanyrate.podbean.com/e/em-fixed-income-focus-deciphering-the-multitude-of-volatility-drivers/)__: Jonny Goulden and Saad Siddiqui analyze the reasons behind the rising volatility in emerging markets in a podcast from June 14, 2024. (2024-06-14, shares: 10)
- __[PostPandemic Investing](https://traffic.megaphone.fm/TIFM1071739110.mp3?updated=1718307951)__: Lori Calvasina of RBC Capital Markets talks about the sentiment-driven US market post-COVID and shares her market predictions for 2025. (2024-06-14, shares: 9)
- __[Recent Events Impact on US Rates](https://atanyrate.podbean.com/e/us-rates-strategy-unpacking-a-big-week-for-us-rates/)__: Jay Barry and Phoebe White discuss the effects of recent European events on Treasury market liquidity and their forecasts for US rates and inflation markets, as of June 14, 2024. (2024-06-15, shares: 7)
- __[US Interest Rate Derivatives Trends](https://atanyrate.podbean.com/e/global-rates-pardon-my-french/)__: Srini Ramaswamy and Ipek Ozil discuss recent trends in US interest rate derivatives markets in a June 17, 2024 podcast. (2024-06-17, shares: 6)
- __[Global FX Forecasting](https://atanyrate.podbean.com/e/global-fx-reading-the-tea-leaves/)__: Meera Chandan and Patrick Locke discuss the impact of US inflation, the FOMC, and recent volatility shocks on the dollar and foreign exchange markets in a June 14, 2024 podcast. (2024-06-14, shares: 5)

### Related

- __[Fixed Income 2024](https://audioboom.com/posts/8524077)__: Colin Reedie discusses the factors influencing financial markets, drawing comparisons with the 1970s, which he predicts will shape the financial landscape in 2024 and 2025. (2024-06-14, shares: 5)
- __[Coding Journey](https://dataskeptic.com/blog/episodes/2024/learn-to-code)__: Three individuals at varying stages of their coding careers share their experiences, from a novice to a professional mathematician and Machine Learning Research Engineer. (2024-06-18, shares: 4)
- __[Portfolio Outlook 2024](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD3340201390.mp3?updated=1718715175)__: Christian Mueller-Glissmann and Alexandra Wilson-Elizondo from Goldman Sachs share their predictions for asset classes and portfolios for the latter half of the year and potential shifts in asset allocation. (2024-06-18, shares: 3)
- __[European Rate Update](https://atanyrate.podbean.com/e/global-rates-french-election-still-a-main-focus-for-european-rate-markets-uk-election-and-boe-much-less-impactful/)__: Francis Diamond and Aditya Chordia discuss the main themes for European rate markets, with a focus on French politics and its effect on French spread and other intra-EMU spreads. (2024-06-14, shares: 3)
- __[Commodities Forecast](https://atanyrate.podbean.com/e/global-commodities-another-thirteen/)__: Despite a decrease in drilling activity, US crude oil production is predicted to rise in 2024 and 2025 due to operational efficiencies compensating for declining productivity and a low rig count. (2024-06-14, shares: 3)

## Blogs

### Quantitative

- __[Quant Researcher at Citadel Securities](https://quantnet.com/threads/a-day-in-the-life-of-a-quant-researcher-at-citadel-securities-in-miami.58270/)__: Will Kaufhold is a quantitative researcher at Citadel Securities in Miami, who joined in 2021 after completing his PhD in physics at the University of Cambridge. (2024-06-14, shares: 4)
- __[First Trading Day Strategy](https://www.quantifiedstrategies.com/the-first-trading-day-of-the-month/)__: The first day of each month often shows significant market trends, leading to increased interest in trading strategies at the start of the month. (2024-06-16, shares: 3)

### Related

- __[Cryptonite 6/24](https://wilmott.com/wilmott-magazine-july-2024-issue/)__: The 132nd Wilmott Magazine issue in 2024 presents unique contributions from leading columnists, educators, and researchers. (2024-06-19, shares: 0)
- __[Shyam S.](https://wilmott.com/wilmott-magazine-july-2024-issue/)__: An article named Contents by D. Tudball is featured in the 132nd issue of Wilmott Magazine in 2024. (2024-06-19, shares: 0)

## X / Twitter

### Quantitative

- __[AI in Asset Management: Opportunities & Advances](https://twitter.com/quantseeker/status/1802416986200170521)__: Opportunities & Advances: The article talks about the major developments in artificial intelligence and how it could be utilized in the field of investment management. (2024-06-16, shares: 2)

### Miscellaneous

- __[Decentralized Exchanges: Benefits, Risks, Regulation](https://twitter.com/quantseeker/status/1802816851514126528)__: Benefits, Risks, Regulation: Article 1: The paper discusses the benefits, risks, and possible regulatory methods related to decentralized exchanges (DEXs), focusing on the function of private and public liquidity pools. (2024-06-17, shares: 1)
- __[Multimanager CTA Portfolios, Convexity](https://twitter.com/quantseeker/status/1802342087574061414)__: Multimanager Commodity Trading Advisor (CTA) portfolios are discovered to yield superior convexity, referred to as the 'CTA smile'. (2024-06-16, shares: 0)