Quant LetterNo. 57Wednesday 17 July 2024

July 2024, Week 3

149 items across 10 sections, as sent to readers on 17 July 2024. Paper titles open their ML-Quant page; ↗ goes to the source.

Items: 149
Papers: 85
Sections: 10
Issue: No. 57

View as Markdown Open in Claude Open in ChatGPT Open in PerplexitySite index for AI (llms.txt)

arXiv

Quantitative-finance and ML-for-finance preprints from arXiv.

8 items

Finance4

Nash Equilibrium in Broker-Trader Interactions

The research investigates the trading strategies equilibrium between a broker and her clients using a system of stochastic differential equations.

15 Jul 20246 shares9 citations todaySource ↗

MeanVariance Optimization for Life Insurance Contracts

The study provides formulas for optimal wealth and strategy for equity holders in life insurance contracts, suggesting increased risky investments during poor economic conditions.

16 Jul 20244 shares3 citations todaySource ↗

SelfOrganized Criticality in Economics & Finance

The article proposes Self-Organised Criticality as a reason for extreme volatility in financial markets and large business cycle fluctuations, calling for specific policy considerations.

14 Jul 20243 shares17 citations todaySource ↗

Telecom Breakups: Market Capitalization Impact

Market Capitalization Impact: The study measures market power by analyzing the decrease in market capitalization after a monopoly breakup, highlighting significant value drops for AT&T and AMX.

12 Jul 20243 sharesSource ↗

Economics3

Financial Network Shock Propagation

The study introduces a new way to predict the impact of shocks on a network node, using a vector autoregressive model in the context of the electronic Interbank Deposit Market.

12 Jul 20245 sharesSource ↗

Seoul Urban Mobility Resilience

The study finds that urban areas with greater economic complexity were more resilient during the 2018 Seoul heat wave, indicating potential population growth in these areas due to global warming.

13 Jul 20242 shares5 citations todaySource ↗

Elderly Treatment and Cultural Transmission

The study investigates the link between elderly treatment, production, and cultural transmission, indicating a complex relationship between respect for the elderly and various economic factors.

12 Jul 20242 sharesSource ↗

Crypto & Blockchain1

Stablecoin Transparency and Market Impact

The study shows that in times of market instability, the transparency of the USDC cryptocurrency leads to quick market responses, while the lack of transparency of USDT acts as a buffer against immediate effects. This suggests that investors may seek safety in less transparent cryptocurrencies during turbulent times.

16 Jul 20244 shares4 citations todaySource ↗

SSRN

Working papers in finance and economics from SSRN.

27 items

Quantitative19

Statistically Valid Backtesting Framework

The article emphasizes the need for a more accurate backtesting framework for financial institutions, pointing out flaws in current methods.

13 Jul 20245 sharesSource ↗

Python Trading Strategies

The author appreciates Kakushadze and Serur for their 151 trading strategies and shares a Python version of these strategies on Github.

13 Jul 20248 sharesSource ↗

Market Liquidity Determinants

The study applies machine learning to identify factors affecting equity market liquidity, uncovering complex relationships between market liquidity and placement characteristics.

15 Jul 20243 sharesSource ↗

Regression Learners for Load Prediction

The research develops an electrical load forecasting system using machine learning, based on three years of data from the Wavi substation in India.

13 Jul 20242 sharesSource ↗

Egyptian Mutual Funds Industry Concentration

The paper examines the competitiveness of the Egyptian mutual funds industry from 2018-2023, concluding that it was mostly unconcentrated except for the bond mutual funds submarket.

15 Jul 20242 sharesSource ↗

Credit Risk Management in Microfinance Institutions

The article emphasizes the need for strategic goals and advanced decision-making tools in managing credit risk in microfinance institutions.

16 Jul 20242 sharesSource ↗

Decentralised Finance and Market Making

The study develops optimal strategies for large order traders and statistical arbitrages in automated market makers with concentrated liquidity.

12 Jul 20242 sharesSource ↗

Foreign Exchange Risk Management in U.S. & China

The research shows that Chinese enterprises face more foreign exchange exposure than American companies due to different risk management practices.

12 Jul 20242 sharesSource ↗

Missing Data Bias in Fund Portfolio Data

The paper warns of bias in commercial databases due to nonrandom portfolio reporting, which can lead to skewed conclusions in fund literature.

17 Jul 20242 sharesSource ↗

Phononic Crystal-Based pH Sensing & Machine Learning

The study presents a 3D phononic crystal-based pH sensor, showcasing its sensitivity to pH changes and the effectiveness of machine learning for pH classification.

13 Jul 20242 sharesSource ↗

APT and Arbitrage

The Arbitrage Pricing Theory (APT) enables potential arbitrage opportunities due to the absence of a positive pricing function requirement.

8 Jul 20243 sharesSource ↗

PE Optimism Q1’24

Confidence among private equity (PE) firms has significantly increased over the past two years, with Q1 2024 showing renewed optimism despite market fluctuations.

1 Jul 20243 sharesSource ↗

Multi-Agent Stock Simulation

A new multi-agent distributed stock exchange simulation environment (DSXE) has been developed to model global financial markets, enabling large-scale simulations and successful fragmented market modeling.

9 May 20242 sharesSource ↗

Healthcare Fraud Detection

Machine learning techniques are being used to detect healthcare fraud in the US, with a study analyzing over 558,211 records using various ML models.

9 Mar 20242 sharesSource ↗

AI Model Explainability

The article discusses the legal challenges posed by the use of complex AI and machine learning models in decision-making processes due to their lack of traceability.

19 Apr 20232 sharesSource ↗

Rethinking Forex

The author criticizes the current financial system for its inefficiency and frequent crises, suggesting the need for a new, more efficient system.

13 Jul 20232 sharesSource ↗

Humanising Portfolio Selection

The paper proposes a unified approach to active portfolio selection, demonstrating how investor subjectivity can improve portfolio performance.

8 Jul 20242 sharesSource ↗

Insider Ownership in Japan

A study reveals that insider ownership significantly increases default risk in Japanese firms, based on data from 2004-2019.

1 Jul 20242 sharesSource ↗

Monopolization in Serbia's Insurance Sector

The insurance market in Central Serbia from 2011-2022 is highly concentrated, with a decreasing trend in market monopolization.

1 Jan 20242 sharesSource ↗

Financial8

Estimating Mean Reversions in Interest Rates

The article introduces a new method for calculating the rate at which interest rates return to their average in multifactor HJM models, important for pricing derivatives.

17 Jul 20246 sharesSource ↗

Impact of SEC Regulations on Cryptocurrency

The research examines the negative market effects and informed trading prior to the announcement of the U.S. SEC's classification of cryptocurrencies as securities.

17 Jul 20245 sharesSource ↗

Geometric Insights on Portfolio Construction

The article argues that the equally weighted portfolio is usually less preferable than the mean-variance portfolio, based on the influence of the covariance matrix's condition number on the αweight angle in portfolio optimizations.

15 Jul 20243 sharesSource ↗

Semivolatility portfolios

The article proposes the use of semi-volatility-managed portfolios to enhance the performance of momentum portfolios by controlling skewness and downside volatility.

11 Jul 20242 sharesSource ↗

Dual Dominance

The article explores the relationship between the Markowitz mean-variance model and the Ziemba capital growth model, offering insights into model-based portfolio construction.

14 Jul 20242 sharesSource ↗

CNN2D-MV Stock Model

The article introduces a hybrid model that combines a 2D convolutional neural network with the mean-variance model to improve asset selection and portfolio performance.

15 Jul 20242 sharesSource ↗

Smarter Beta Investing

The article suggests integrating sustainable factors into traditional investing methods without affecting financial performance or diversification, and offers ways to correct sustainable bias in traditional long-short MSCI style factor portfolios.

14 Jul 20242 sharesSource ↗

Debt and Trade: Global View

Global View: The study reveals that multinational corporations often raise debt capital outside their home country to hedge against exchange rate fluctuations and align with their supply chain markets, in addition to accessing deeper financial markets.

7 Jul 20242 sharesSource ↗

RePEc

Economics working papers from RePEc's NEP field reports.

30 items

Finance10

Forecasting Accuracy in Markets

The study examines the fluctuation in commodity returns and financial market index using different models, finding that the effectiveness of models varies with assets like gold, cocoa, and the S&P500 Index.

17 Jul 202431 sharesSource ↗

Cryptocurrency Volatility vs. Asset Classes

The paper explores factors affecting future volatility in the cryptocurrency ecosystem, discovering that positive market returns increase price volatility, contrary to traditional financial studies.

17 Jul 202425 sharesSource ↗

Asian Stock Exchange Volatility with Bitcoin and Oil

The research looks into the volatility of the Asian stock market in relation to Bitcoin and global crude oil prices, showing volatility clustering and varying volatility spillover from crude oil and Bitcoin to different Asian stock exchanges.

17 Jul 202424 sharesSource ↗

Market Conditions and Liquidity Shocks

The study investigates the impact of market conditions, volatility, and liquidity shocks on arbitrage profits during pre-COVID and COVID periods, concluding that high volatility and low liquidity during COVID made arbitrage unprofitable.

17 Jul 202423 sharesSource ↗

Performance of Multi-Asset Funds During Crises

The paper studies the performance of multi-asset funds investing internationally, finding that these funds underperformed from 2004 to 2021, but performed better during market crises, with bond-focused funds doing better in non-crisis periods and equity-focused funds doing better during crises.

17 Jul 202422 sharesSource ↗

Optimal Consumption-Investment with Alternative Data

The research proposes a theory for investors to use alternative data like social media and pandemic information to predict stock trends.

17 Jul 202422 sharesSource ↗

Beating Profitability Targets in Portfolios

The article presents a method to calculate the likelihood of reaching a specific profit goal with portfolios that require regular rebalancing.

17 Jul 202416 sharesSource ↗

Cryptocurrency Volatility on Islamic Market

The research shows that Bitcoin's volatility negatively affects the returns of Shariah-compliant stocks, impacting investors' diversification strategies.

17 Jul 202412 sharesSource ↗

Derivatives in Portfolio Optimization with Affine GARCH Models

The article indicates that investors who include a derivative in their portfolio perform better than those who only invest in stocks and bank accounts, potentially avoiding up to 7% annual losses.

17 Jul 202411 sharesSource ↗

Option Valuation with Truncation Models

The research uses the hidden truncation normal distribution and the NGARCH model to price options, incorporating economic dynamics and capturing implied volatility smirk.

17 Jul 202411 sharesSource ↗

Statistical6

XGBoost for LGD Approximation

The study investigates ways to improve the estimation of Loss Given Default using machine learning and European mortgage data, particularly when cash-flow data is scarce.

17 Jul 202425 sharesSource ↗

Markov-Switching Trees

The research suggests a method that merges decision trees and time series modeling, using eight seasons of NFL data to predict play calls, bridging the gap between machine learning and statistics.

17 Jul 202423 sharesSource ↗

Multi-Level Retail Loan Optimization

The article explores a multi-level portfolio selection model for retail-banking loans, aiming to optimize risk and return at both loan and bank levels, and compares the optimized portfolio with the original for potential benefits.

17 Jul 202420 sharesSource ↗

Conditional Feature Importance

The research proposes a method that merges the conditional predictive impact framework with sequential knockoff sampling in machine learning, emphasizing the need to consider variable importance before and after adjusting for covariates.

17 Jul 202415 sharesSource ↗

Machine Learning for NPLs Profitability

The article presents a machine learning approach to predict the recovery rate of non-performing loans, aiming to minimize the lemon discount caused by information asymmetry between banks and investors.

17 Jul 202414 sharesSource ↗

AI Readiness in Economies

The study uses machine learning to identify factors affecting AI readiness in businesses in 40 countries, highlighting scientific research output, internet infrastructure, and public consumption expense as common influential factors.

17 Jul 202413 sharesSource ↗

Machine Learning3

Stock Index Prediction

The research uses sentiment analysis and machine learning to determine that investor sentiment and exchange rates greatly impact the Shanghai Composite Index.

17 Jul 202414 sharesSource ↗

Efficient Hyperparameter Tuning

The study presents the sequential random search (SQRS) method for more efficient hyperparameter tuning in machine learning by discarding poor parameter configurations early.

17 Jul 202413 sharesSource ↗

Forecasting Standard Dominance

The paper applies machine learning to predict the results of standard battles in the Chinese solid-state lighting industry, concluding that strong alliances, patent application experience, and marketization level increase a firm's likelihood of success.

17 Jul 202412 sharesSource ↗

Deep Learning1

FinBERT and LSTM for Stock Price Prediction

The article discusses a hybrid model that combines BERT and LSTM for predicting stock prices. This model surpasses traditional methods by including financial news sentiment analysis and technical indicators, allowing for accurate predictions of significant stock price fluctuations.

17 Jul 202412 sharesSource ↗

Historical Trending10

Machine Learning for Real-World Issues

Machine learning can forecast business trends through big data analysis, but its integration necessitates major system architecture changes.

20 Jul 202352 sharesSource ↗

Investor Attention and Volatility

The article investigates the volatility puzzle in China's stock market, attributing it to individual investor attention and the role of securities analysts in reducing information asymmetry.

21 Aug 202216 sharesSource ↗

Predicting Earnings Changes with ML

Machine learning models using financial data can accurately predict future earnings changes, surpassing traditional models and professional analysts.

6 Apr 202293 sharesSource ↗

Financial Disinformation Detection

A machine learning system has been created to identify financial misinformation on social media, offering significant theoretical and practical benefits.

18 Mar 202232 sharesSource ↗

Transnational Bid-Rigging Detection

Machine learning and statistical screening can accurately detect bid-rigging cartels, but their effectiveness decreases when used on data from different countries due to institutional variations.

1 Dec 202224 sharesSource ↗

Anomalies and Return Predictability

The study shows that portfolio returns based on long-short anomaly can predict overall market returns, due to asymmetric limits of arbitrage and overpricing correction persistence.

9 Aug 2022116 sharesSource ↗

Factor Timing in China

The paper proposes a deep learning strategy using 146 factors, which is effective and robust in the unique structure of the Chinese stock market.

27 Jan 202352 sharesSource ↗

Forecasting Chinese Macroeconomy

The research finds that mixed-frequency factor models are better at forecasting the Chinese macroeconomy than traditional models, except during the Global Financial Crisis.

10 Feb 202310 sharesSource ↗

Currency Risk Pricing

The study finds that 85% of risk in individual currencies does not affect their risk premiums when using interest differential, trend, and mean reversion signals to construct a portfolio.

15 Jul 202321 sharesSource ↗

War in Ukraine Analysis

The research examines the topics and sentiments of Ukrainian Telegram users during the early stages of the war in Ukraine, emphasizing the importance of social media analytics.

14 Feb 20239 sharesSource ↗

Machine learning

The general machine-learning papers the letter carried in 2023-25.

20 items

Recently Published10

Optimizing NLP Systems

The article explores a method to enhance Natural Language Processing systems by simultaneously optimizing language model weights and prompting strategies, leading to significant improvements in tasks like multi-hop QA and mathematical reasoning.

15 Jul 202460 shares59 citations todaySource ↗

Human-like Memory

The study presents EM-LLM, a new approach that incorporates elements of human episodic memory into Large Language Models, enabling them to manage infinite context lengths efficiently and outperform existing models in tasks like PassageRetrieval.

12 Jul 202428 shares69 citations todaySource ↗

Transformers for Chatbots

The research builds a Transformer that replicates the ELIZA program, a traditional rule-based chatbot, to gain insights into the preferred mechanisms of Transformer-based chatbots.

15 Jul 202419 shares2 citations todaySource ↗

Anomaly Detection with LLMs

The paper introduces a two-stage reasoning framework for identifying and mitigating out-of-distribution failure modes in robotic systems using large language models, comprising a quick binary anomaly classifier and a slower fallback selection stage.

11 Jul 202417 shares105 citations todaySource ↗

Topological Bounds for Algorithms

The research proposes a new set of topology-based complexity notions that correlate with the generalization gap in deep neural networks, offering a computationally efficient way to predict generalization without test data, and surpassing existing topological bounds across various datasets and models.

11 Jul 202415 shares12 citations todaySource ↗

Spider2-V: Data Science Automation

Data Science Automation: Spider2-V is a benchmark introduced to assess the performance of multimodal agents in automating data science and engineering workflows, showing that current models have difficulties in fully automating these workflows.

15 Jul 202411 shares61 citations todaySource ↗

Weight Block Sparsity for Accelerating DNNs

The paper proposes a system that applies weight block sparsity in Deep Neural Networks, halving the weight with minimal accuracy loss and doubling the speed of inference.

12 Jul 202410 shares2 citations todaySource ↗

LNS Benchmarking for Multi-Agent Path Finding

The research provides a balanced comparison of Multi-Agent Path Finding solvers and presents a new strategy for neighborhood selection that enhances runtime efficiency in large maps with numerous agents.

12 Jul 202410 shares3 citations todaySource ↗

MIA Bird's Eye View Mapping

The paper presents Map It Anywhere, a data engine that uses crowd-sourced mapping platforms to create a dataset for Bird's Eye View map prediction, increasing zero-shot performance by 35%.

11 Jul 20249 shares6 citations todaySource ↗

Transformer Circuit Metrics

The authors explore the difficulties in evaluating the performance of neural network 'circuits', emphasizing the sensitivity of current methods to changes in the ablation methodology and the need for clearer claims about circuits.

11 Jul 20249 shares19 citations todaySource ↗

Historical Trending10

Unified Training for Open-Source Language Agents

LUMOS, an open-source framework for training Large Language Models (LLMs), is introduced in the article, demonstrating superior performance and adaptability to new tasks.

9 Nov 2023336 shares84 citations todaySource ↗

Exploration-Based Optimization for LLM Agents

The study explores an exploration-based trajectory optimization (ETO) method to enhance the performance of Large Language Models (LLMs) by learning from their exploration mistakes.

4 Mar 2024245 shares206 citations todaySource ↗

SVGDriven Image Understanding with LLMs

The research examines the capability of Large Language Models (LLMs) to interpret images by transforming them into Scalable Vector Graphics (SVG) and assessing the LLMs on various computer vision tasks.

9 Jun 202365 shares8 citations todaySource ↗

Lie Group Decompositions for Equivariant NNs

The paper introduces a framework for dealing with Lie groups and their homogeneous spaces, showing how to parametrize convolution kernels to create models that are equivariant to affine transformations.

17 Oct 202360 shares15 citations todaySource ↗

Building RAG Chatbots

The article introduces the FACTS framework for developing Retrieval Augmented Generation (RAG)-based chatbots, and presents empirical results on the balance between accuracy and latency in large and small LLMs.

10 Jul 202451 shares37 citations todaySource ↗

Benchmarking Controllable Summarization

Research shows that large language models struggle with text summarization, often making factual errors and showing significant performance gaps.

15 Nov 202347 shares98 citations todaySource ↗

Camera Relocalization with Sparse Descriptors

The new D2S approach simplifies visual localization using a single RGB image and a lightweight model, outperforming other methods in both indoor and outdoor environments.

28 Jul 202334 shares9 citations todaySource ↗

Speaker Diarization with LLMs

DiarizationLM, a new framework, improves transcript readability and reduces word diarization error rate by using large language models to post-process speaker diarization system outputs.

7 Jan 202427 shares34 citations todaySource ↗

Sparse-View 3D Gaussian Splatting

A new perspective for 3D Gaussian Splatting improves sparse-view 3DGS by identifying and suppressing inaccurate reconstruction, achieving high-quality novel view synthesis.

20 May 202427 shares176 citations todaySource ↗

Cultural Competence in Text-to-Image Models

A new framework assesses the cultural competence of Text-to-Image models, revealing significant gaps in cultural awareness and providing insights into the cultural diversity of model outputs.

9 Jul 202423 shares45 citations todaySource ↗

Papers with code

Papers that shipped their code, from the Papers with Code feed (2023-25).

9 items

Trending4

Voice Interaction Models

The report presents FunAudioLLM, a new model aimed at enhancing voice communication between humans and large language models.

16 Jul 20242,037 shares

OnDevice Language Models

The MobileLLMLS models demonstrate an accuracy improvement of 0.70.8 over the MobileLLM 125M350M models.

13 Jul 2024648 shares

Multimodal Story Generation

A new multimodal attention sink mechanism is suggested for efficiently creating stories with up to 25 sequences, using only 10 for training.

13 Jul 2024142 shares

Leaderboard Operations Study

The research identifies 8 distinct types of leaderboard smells in LBOps.

16 Jul 2024135 shares

Rising5

CorrNet3D: Dense Correspondence Learning for 3D Point Clouds

Dense Correspondence Learning for 3D Point Clouds: The symmetric deformer uses a unique loss method to modify two altered point clouds, enhancing unsupervised learning of correspondence.

13 Jul 2024118 shares

OpenDiLoCo: Global LowCommunication Training Framework

Global LowCommunication Training Framework: OpenDiLoCo is a freely available version of the DiLoCo training method, designed for training large language models.

13 Jul 202499 shares

QGaLore: Quantized GaLore with INT4 Projection

Quantized GaLore with INT4 Projection: QGalore enhances memory efficiency by merging quantization and low-rank projection, offering improvements over the GaLore system.

16 Jul 202498 shares

Internet of Agents: Collaborative Intelligence with Heterogeneous Agents

Collaborative Intelligence with Heterogeneous Agents: The progress of large language models has significantly contributed to the development of highly efficient autonomous agents.

13 Jul 202486 shares

MAVIS: Mathematical Visual Instruction Tuning

Mathematical Visual Instruction Tuning: Enhancements in visual encoding of math diagrams, alignment of diagrams and language, and mathematical reasoning abilities are required in MLLMs.

13 Jul 202448 shares

GitHub

Repositories the letter featured.

10 items

Finance5

HighFrequency Trading with Data Science

The article explores the application of data science and machine learning in creating high-frequency trading strategies with full orderbook tick data.

21 Jul 20161,867 shares

Online Machine Learning Python

The piece provides a tutorial on implementing online machine learning using the Python programming language.

24 Jan 20194,884 shares

Investment Research

The article discusses how to make investment research available to everyone, irrespective of their geographical location.

20 Dec 202026,626 shares

Rust Machine Learning

The article introduces a new machine learning framework developed using the Rust programming language.

5 Apr 20183,552 shares

HighPerformance Trading

The piece showcases a high-performance trading library, developed in Mojo and C, designed to simplify quantitative trading.

7 Dec 202333 shares

Trending5

CrewAI: Collaborative AI for Autonomous Agents

Collaborative AI for Autonomous Agents: CrewAI offers a system for AI agents to work together autonomously in role-playing situations.

27 Oct 202317,180 shares

PyroPPL: Deep Probabilistic Programming

Deep Probabilistic Programming: The article explores the combination of Python and PyTorch in advanced probabilistic programming.

16 Jun 20178,440 shares

Terraform Provider for Proxmox

A new Terraform provider plugin designed for Proxmox is introduced in the article.

9 Feb 20172,024 shares

ModelScope: Model as a Service

Model as a Service: ModelScope is working towards realizing the idea of ModelasaService.

25 Jul 20226,510 shares

Tegon: Open-Source AI for Jira Linear

Open-Source AI for Jira Linear: Tegon is a new open-source, AI-powered project management tool, offering an alternative to Jira and Linear.

23 Jan 20241,101 shares

News

Industry news: funds, hiring, markets and regulation.

20 items

Quantitative10

AI Fund Launch

Astant Global Management, a London-based investment manager, is set to launch a new AI-based quantitative hedge fund strategy later this year.

15 Jul 20246 shares

Archegos Founder Convicted

Archegos Capital Management's founder, Bill Hwang, has been convicted of securities fraud and market manipulation, leading to massive losses for global investment banks.

11 Jul 20245 shares

TNS Includes LTSE Feeds

Transaction Network Services will now support the new range of MEMOIR market data feeds from the LongTerm Stock Exchange.

11 Jul 20244 shares

Statar Capital Reduces Losses

Ron Ozer, a natural gas trading specialist, has managed to cut losses at his Miami-based hedge fund, Statar Capital, following significant declines earlier in Q2.

11 Jul 20244 shares

Quant Funds: FinTech

FinTech: Don Silva's article on Medium explores the convergence of finance and technology in Quant Funds.

12 Jul 20244 shares

Quant Finance Compensation

Quantitative roles can provide similar salaries to those in quantitative research.

16 Jul 20244 shares

Longshort Equity Q2 Outperforms

Equity long-short strategies had an average increase of 2.7% in Q2, outperforming other strategies, as per Unlimited's Hedge Fund Barometer.

17 Jul 20244 shares

South Korea Hedge Fund Payment

South Korea is contesting a Hague court's decision that it must pay $32m to US hedge fund Mason Capital Management for interfering in a 2015 Samsung merger.

12 Jul 20243 shares

Segantii Returns Client Capital

Segantii Capital Management has reportedly returned over 90% of client capital in less than two months after deciding to refund.

16 Jul 20243 shares

London Hedge Funds Hire Engineering Head

Hedge funds do not only recruit employees from the finance industry.

16 Jul 20243 shares

Miscellaneous10

Iress and Dow Jones partnership extended

Iress has partnered with Dow Jones Newswires to provide real-time market news to its clients through its market data and trading software.

11 Jul 20243 shares

Liquidnet appoints Head of International

Liquidnet has hired Jeffrey Crane as Head of International in the Americas, reporting to Alan Polo, Head of Equity Sales and Trading Americas.

16 Jul 20243 shares

Laser Digital partners with 4OTC for low latency connectivity

Nomura's subsidiary, Laser Digital, has teamed up with 4OTC to provide ultra-low latency connectivity to multiple global exchanges for digital assets and FX.

12 Jul 20242 shares

Hedge fund software bets hit record low

Global hedge funds have cut their exposure to US software stocks to multi-year lows following a tech sector selloff, says Morgan Stanley's prime brokerage division.

16 Jul 20242 shares

China tightens shortselling restrictions

China's securities regulator has imposed more restrictions on short-selling and pledged stricter oversight of computer-driven trading to bolster the struggling stock market.

15 Jul 20242 shares

Digital Assets Funds Inflow

CoinShares' Digital Assets Fund Flows Weekly Report shows that digital asset investment products had the fifth highest weekly total on record, with inflows of 1.44bn.

16 Jul 20242 shares

SkyBridge Client Exit Limits

SkyBridge Capital, owned by Anthony Scaramucci, has restricted client withdrawals from its crypto-focused hedge fund despite high returns, as per a Bloomberg report.

12 Jul 20242 shares

DTCC FICC VaR Calculator

The Depository Trust & Clearing Corporation has launched a public Value at Risk calculator to assist market participants in evaluating potential margin and clearing fund obligations.

12 Jul 20242 shares

ExCredit Suisse Technologists Hedge Funds

Engineers are achieving success outside of Swiss multinational investment bank and financial services company, UBS.

15 Jul 20241 shares

GoldenTree €404m CLO Closure

GoldenTree Asset Management has completed a €404m collateralised loan obligation managed by GLM III, marking the 28th CLO issued under the firm's GLM CLO strategy, totalling over 15bn.

16 Jul 20241 shares

Podcasts

Episodes on markets, quant methods and economics.

10 items

Quantitative5

Market Rebellion with Jon Najarian

Ex-Chicago Bears player Jon Najarian talks about his shift from sports to trading, the difficulties in the cannabis industry, and the need for disciplined trading and diversification in an unstable market.

14 Jul 202419 shares

EM Fixed Income vs US elections

EM strategists Jonny Goulden and Saad Siddiqui discuss the effect of the US elections on EM markets and supportive global data, strictly prohibiting the use of J.P. Morgan Data in third-party AI systems.

12 Jul 20248 shares

EM Fixed Income Focus vs US elections

Jonny Goulden and Saad Siddiqui update on EM markets, highlighting the impact of US elections and global data, and stress on the privacy of J.P. Morgan Data in AI systems.

12 Jul 20248 shares

Michael Mauboussin Market Concentration

Michael Mauboussin, Head of Consilient Research at Counterpoint Global, talks about decision-making, behavioral economics, and investing, covering topics like public vs. private equity, luck vs. skill, and tips for budding investment professionals.

11 Jul 20248 shares

Global FX On Japan intervention

Global FX Strategists discuss the future of yen flows, the dollar's response to CPI and payrolls, and the implications of the latest data for EUR, GBP, and Scandi FX, strictly prohibiting the use of J.P. Morgan Data in third-party AI systems.

12 Jul 20247 shares

Related5

Investing in Cannabis

Aaron Edelheit, CEO of Mindset Capital, discusses the potential for cannabis legalization at the federal level, the industry's challenges and opportunities, and his interest in low dose hemp beverages.

12 Jul 20247 shares

Global Market Predictions

Economist David Rosenberg expresses optimism for markets outside the S&P 500, pointing out opportunities in Japan, India, and commodities, while cautioning about a possible recession.

16 Jul 20246 shares

Unified Trading Framework

Lorenzo Ravagli of JP Morgan suggests a new approach for trading the volatility skew premium.

12 Jul 20244 shares

Oil Balance Dichotomy

Natasha Kaneva, Head of Global Commodities Research, forecasts a 1.0 mbd oil liquids deficit in 3Q, maintains her prediction of Brent oil reaching $90 by September, and expects a drop to mid-$60s in 4Q25.

12 Jul 20242 shares

Tian Yang's Trading Insights

MacroVoices hosts Erik Townsend and Patrick Ceresna invite Variant Perception CEO Tian Yang to discuss leading indicators and the most advantageous trades currently.

12 Jul 20242 shares

Blogs

Posts from quant and economics blogs and newsletters.

4 items

Quantitative2

Exotic Markets

Russell Korgaonkar discusses Man AHL's investment in unusual markets, highlighting potential benefits for investors and predicting future trends.

11 Jul 20242 shares

TSV Strategy

The article explores the use of Time in simplifying the analysis of price fluctuations and spotting trading opportunities.

16 Jul 20241 shares

Related2

Speculation & Innovation

The article examines the role of speculation in driving innovation.

14 Jul 20240 shares

Independent Event Probability

The article delves into the idea of events that occur independently of human beliefs or perceptions.

11 Jul 20240 shares

X / Twitter

Posts from quant researchers on X.

11 items

Quantitative5

Practical Uses of Derivatives

Fabozzi's research illustrates the practical applications of derivatives in areas like asset allocation and liquidity management.

17 Jul 20247 shares

Valuation and Hedging Cryptocurrency Options

Lucic's paper delves into the practical aspects of valuation hedging and systematic deltahedged strategies in cryptocurrency options.

12 Jul 20247 shares

Statistical Arbitrage with Oil Futures

Fanelli's research presents a statistical arbitrage portfolio involving different oil futures, demonstrating significant performance after costs.

13 Jul 20245 shares

Quantile Regression for Factor Modeling

A study on Quantile Regression and Equity Factor Modeling explores the application of the 3 and 5 Factor model in Taiwan's stock market.

13 Jul 20243 shares

Liquid Alternative Strategies

ManGroup's report suggests that liquid alternative strategies, such as trend-following and long-short quality stocks, could potentially replace bonds.

17 Jul 20241 shares