Hedging in Jump Diffusion
The study applies a jump-diffusion risky asset model to calculate the hedging strategy for a European call option, using a decision tree, table of values, and figures.
6 sharesSource ↗
Quant LetterNo. 62
August 2024, Week 3
156 items across 10 sections, as sent to readers on 21 August 2024. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 156
- Papers
- 92
- Sections
- 10
- Issue
- No. 62
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
15 items
Finance8
Meanvariance Portfolio
The research introduces two new indexes for optimal portfolio selection in fluctuating financial markets, proving their superior accuracy and performance in both simulated and real markets.
6 sharesSource ↗
Accelerating Portfolio Optimization
The paper presents an extended approach to solve large-scale robust portfolio optimization problems, showing robust trading performance and significantly reduced computational time.
6 shares1 citation todaySource ↗
Periodic Trading in Financial Markets
The article investigates the causes and effects of periodic trading activities in equity markets, establishing a unique open-loop Nash equilibrium and providing new insights into market dynamics.
4 shares6 citations todaySource ↗
Infinite-Mean Risk Models
The article explores the importance and challenges of using infinite-mean models in economics and finance, particularly when dealing with heavy-tailed datasets.
3 shares16 citations todaySource ↗
Causality Models for Financial Forecasting
A novel framework for financial time series forecasting is presented, using causality models to improve prediction accuracy, especially in unstable markets.
2 shares8 citations todaySource ↗
Optimal Insurance Design
The paper studies optimal insurance solutions using the Lambda-Value-at-Risk model, revealing that a truncated stop-loss indemnity is ideal under certain conditions and discusses the effect of model uncertainty.
2 shares7 citations todaySource ↗
Optimal Stopping Under Ambiguity
The research analyzes the effect of environmental transition on asset value, using a decision-making model to determine optimal divestment decisions.
2 shares2 citations todaySource ↗
Economics2
Human Decision-Making in Strategy
A study reveals that a deep neural network can predict human decisions in two-player matrix games better than existing theories, with human response varying based on game complexity.
4 shares22 citations todaySource ↗
Impact of Open Datasets on Deep Learning
The study highlights the crucial role of open labeled datasets like CIFAR-10 in the rise of Deep Learning, emphasizing its impact on computer vision, object recognition, and its importance in teaching machine learning techniques.
2 shares2 citations todaySource ↗
Miscellaneous4
Tax Credits
The research uses a simulator with AI agents to study the effects of tax credits on various households, suggesting a new distribution method to lessen inequality.
3 shares4 citations todaySource ↗
DeepMacroFin
Deep-MacroFin, a new framework that employs deep learning to solve complex equations in economics, is introduced, providing a more user-friendly alternative to existing tools.
2 shares2 citations todaySource ↗
Clustering Algorithm
The research investigates the application of unsupervised clustering in investment management, showing that accurate classification is achievable with appropriate feature selection and distance metric.
2 shares5 citations todaySource ↗
Persuasion Result
The study presents a mathematical model for informational persuasion, offering a theoretical foundation for examining AI's influence on industries and explaining why people can be persuaded even when all information is publicly accessible.
2 shares4 citations todaySource ↗
Crypto & Blockchain1
Decentralized Matching Markets: Explore-then-Commit Algorithm
Explore-then-Commit Algorithm: The article introduces a new algorithm for online learning in decentralized two-sided matching markets. This algorithm doesn't need prior knowledge of preference rankings or agent communication and effectively minimizes player regret.
4 shares8 citations todaySource ↗
SSRN
Working papers in finance and economics from SSRN.
29 items
Quantitative20
Enhanced Malware Detection
The article discusses a new method for enhancing malware detection and defense mechanisms by combining a Knowledge Graph with Deep QNetworks to predict future cyber attack patterns.
24 sharesSource ↗
Central Bank Policies
The study examines the effects of central bank balance sheet policies on financial stability, concluding that while they help stabilize the economy during financial stress, they also prolong and increase the likelihood of such episodes.
15 sharesSource ↗
Passive Investing
The research indicates that the growth of passive investing increases stock correlations and market volatility, reducing the advantages of diversification and increasing market risk during crises.
3 sharesSource ↗
Arctic Ocean Sea Ice Prediction
The study introduces machine learning strategies informed by physics to predict sea ice velocity and concentration in the Arctic Ocean, performing better than purely data-driven models, particularly during rapid melting and freezing periods.
2 sharesSource ↗
Probabilistic RC Column Failure Prediction Model
The paper presents a machine learning-based probabilistic prediction model to estimate the failure modes of reinforced concrete columns under earthquake load, taking into account the uncertainty due to randomness in column members and dynamic loads.
2 sharesSource ↗
Machine Learning for Adaptive Authentication
The paper presents a machine learning system that uses past user login data to detect and block suspicious login attempts.
2 shares2 citations todaySource ↗
Machine Learning for Optimal Portfolio
The article suggests a numerical method that merges different techniques to improve the estimation of the optimal portfolio.
2 sharesSource ↗
Determinants of Cryptocurrency Returns
The study reveals that cryptocurrency returns are significantly affected by fluctuations in advanced country currencies and oil prices, but not by emerging country currencies or global markets.
2 sharesSource ↗
Economic Policy Uncertainty and Sovereign Credit Risk
The research shows that domestic economic policy uncertainty greatly affects sovereign credit risk, but has a minor impact on sovereign bond yields and consumer confidence.
4 sharesSource ↗
Corporate Social Value Measurement with Machine Learning
The study employs a semi-supervised machine learning model to assess the social value of Chinese state-owned enterprises, showing an upward trend and notable differences across sectors and years.
2 sharesSource ↗
Korean Stock Market Speculation
The study finds that in the Korean stock market, speculative sentiment in leverage exchange-traded funds (ETFs) negatively correlates and predicts market returns after 3 months.
4 sharesSource ↗
Cloud Regression Testing Optimization
The research shows that machine learning and cloud computing significantly enhance scalability and reduce testing time in software regression testing.
2 sharesSource ↗
Stock Market Volatility Analysis
The paper highlights the importance of understanding stock market volatility clusters for informed investment decisions and risk management.
2 sharesSource ↗
Business Sentiment Analysis
The article underscores the growing significance of Sentiment Analysis in business, enabling companies to leverage customer opinions for growth.
2 sharesSource ↗
Investor Sentiment and Bitcoin Risk
The study reveals a correlation between extreme investor sentiment from traditional financial markets and a negative Bitcoin basis during unexpected inflation and deflation periods.
2 sharesSource ↗
IAM ML Integration for Telematics Security
The article explores the use of Identity Access Management (IAM) and machine learning to improve data security in cloud-based fleet management applications.
2 shares5 citations todaySource ↗
DataDriven Marketing for Growth
The paper discusses the advantages and challenges of data-driven marketing, and how it can be used to improve customer experience and strengthen business relationships.
2 sharesSource ↗
Employee Reviews in Finance & Management
The study investigates the importance of online employee reviews in academic research fields like finance and economics, and their impact on understanding company performance and workplace culture.
2 sharesSource ↗
AI in Fleet Financing for Decisions
The article examines the use of artificial intelligence in transforming fleet financing, with a focus on fair pricing and improving decision-making in real-time marketplaces.
2 shares7 citations todaySource ↗
AIPowered Thread Deadlock Resolution in Cloud Apps
The paper addresses the issue of thread deadlocks in cloud-based applications, suggesting an AI and machine learning system to predict and manage these deadlocks, improving system reliability.
2 shares8 citations todaySource ↗
Financial9
Active Asset Management
Alternative data is vital for investment strategies, providing unique insights and competitive advantages, but requires constant adaptation due to its ever-changing nature.
4 shares2 citations todaySource ↗
Sustainable Crypto Portfolios
A study proposes using clean cryptocurrencies to create mimicking portfolios as a cost-effective hedging tool for ESG investors, compared to Bitcoin.
2 sharesSource ↗
IMF Arrangements
Research on 56 frontier and emerging markets reveals that global financial conditions and debt-to-GDP ratio significantly influence access to international capital markets, with IMF reforms playing a key role.
3 sharesSource ↗
Crypto Tax Evasion
A Norwegian study reveals widespread crypto tax evasion, even among investors on exchanges that share data with tax authorities, indicating the need for effective and affordable enforcement strategies.
3 sharesSource ↗
Management Fees and Information Ratio Churn
The Information Ratio Churn (IRC) metric is introduced to calculate a fair fee for active management, with data indicating that higher IRC leads to lower realized Information Ratio, and 8% of assets are invested in funds with high IRC.
2 sharesSource ↗
Market Behavior in Trading
The article presents a model that explains how traders' strategies interact with uneven market closures, leading to spikes in trading volume and return volatility due to liquidity trading accumulation.
2 sharesSource ↗
Liquidity Providers in Price Jumps
The study finds that institutions are more likely than individuals to strategically offer liquidity during price jumps, based on data from the Taiwan Stock Exchange.
2 sharesSource ↗
Value of Retail Orders
The paper reveals that retail market making in the German equity market is highly profitable due to reduced exposure to adverse selection and inventory risk, based on regulatory data.
2 sharesSource ↗
Corporate Bond Factors
The study rejects standard corporate bond factor models in favor of a model featuring the global corporate bond market, a global maturity spread factor, and a global liquidity spread factor, based on research in the six largest international markets.
2 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
29 items
Finance8
Modeling Volatility
The research shows the effectiveness of modeling compositional volatility, using German political party support and US income shares data as examples.
22 sharesSource ↗
Fintech Impact on Small Businesses
Fintech lending platforms like Funding Circle and LendingClub have successfully provided loans to high-risk areas, filling the credit gap left by traditional lenders.
22 sharesSource ↗
Carbon Risk Strategy
A new hedge strategy has been developed to reduce carbon risk in diversified portfolios without significant losses in returns, making it a feasible option for investors and fund managers.
21 sharesSource ↗
Yield Curve Forecasting
The PCA and LSTM methods are proven to be effective in predicting Poland's yield curve, with PCA-LSTM being especially accurate in short-term forecasting of long-term interest rates.
16 sharesSource ↗
Bankruptcy Regulation Impact in Vietnam
The research finds a negative link between distress risk and corporate profitability in Vietnam's stock market, which vanishes after bankruptcy regulations are implemented.
15 sharesSource ↗
Anomalies in Cryptocurrencies
The study reveals significant changes in volatility and day-of-the-week effects on cryptocurrency returns, especially during the COVID-19 pandemic.
15 sharesSource ↗
Bonds Portfolio in the P-world
The paper introduces a new method for determining arbitrage-free conditions for a parametric yield curve considering market prices of risk, and presents bond portfolio optimization as a stochastic control issue.
14 sharesSource ↗
Political Instability and Stock Markets in BRICS & Türkiye
The research shows that political instability notably increases stock return volatility in BRICS countries and Turkey, with Turkey being particularly affected.
13 sharesSource ↗
Statistical5
Multicriteria Optimization for DL Algorithm Accuracy
The research introduces a machine learning model that uses multicriteria optimization to reduce bias in data fitting, tested on digit classification.
25 sharesSource ↗
Predicting US Bank Failures with ML
The research shows that simple machine learning methods like the KNN model can predict bank failures effectively, especially when used with PCA.
20 sharesSource ↗
Impact of Personality Traits on Private Pension Participation
The research uses machine learning to study the impact of personality traits and financial literacy on Private Pension System participation in Turkey.
15 sharesSource ↗
Predicting Marine Accident Severity with ML
The research suggests a new method for predicting the severity of marine accidents using machine learning, with the Light Gradient Boosting Machine model performing the best.
14 sharesSource ↗
Google Search Volume Index and Investor Attention in Stock Market
The research reviews studies on using Google Search Volume Index to measure investor attention and stock market trends, finding a correlation between increased investor attention and market volatility.
12 sharesSource ↗
Machine Learning7
Machine Learning in Credit Scoring
Research shows machine learning models using unconventional data are better at predicting credit losses and defaults, particularly during economic crises.
30 sharesSource ↗
Improved Crayfish Optimization
A new binary crayfish optimization algorithm (IBCOA) has been created to improve feature selection in data mining and machine learning, enhancing classification accuracy.
19 sharesSource ↗
Greek Debt Crisis Narratives
A study indicates that pessimistic future narratives, found through text mining of news articles, affected the distribution of Greek bonds during its debt crisis from 2009 to 2015.
17 sharesSource ↗
Machine Learning in Int'l Business
The article advocates for the use of machine learning in international business research to handle complexity and aid theory development.
16 sharesSource ↗
Machine Learning for Real Estate Prices
The study introduces a machine learning-based method for creating property price indices, which offers better accuracy but requires bias reduction measures.
15 sharesSource ↗
Flexible Truck Appointment System
The paper suggests a machine learning model for smart ports to dynamically reschedule truck appointments using real-time data.
14 sharesSource ↗
Identifying Predictor Variables with RF
The study introduces variable selection with random forests, a machine learning method, and compares it with linear models, providing practical usage recommendations.
14 sharesSource ↗
Historical Trending9
Ownership and Volatility in Stock Markets
The research compares risk tolerance of institutional investors in China and the US, finding that US investors are more risk-averse.
15 sharesSource ↗
Alpha with Neuroscientific Insights
The study reveals that long-term exposure to high volatility leads to underestimation of volatility, which can be exploited for stock return predictability.
13 sharesSource ↗
Money Laundering: Consequences
Consequences: The research suggests that 1.23% of global GDP is laundered annually, negatively impacting economic and financial indicators, except inflation rates.
10 sharesSource ↗
Equity Premium Forecasting
The study concludes that long-term country equity premium forecasts are more accurately predicted using a cross-sectional global factor model than time-series prediction models.
10 sharesSource ↗
Insider Trading
Insider trading can reveal the value of all securities held by an individual, with unsold stocks performing better than unbought ones, indicating that even sales driven by liquidity needs can offer valuable insights.
8 sharesSource ↗
Style Investing
Investment strategies that incorporate momentum and valuation styles in leveraged loans yield significant returns, implying that credit managers not using these methods are missing potential profits.
6 sharesSource ↗
AI Impact on Macroeconomics
The study explores the influence of AI and digitalization on the macroeconomics of EU countries, including the relationship between AI usage and GDP per capita, labor productivity, and the proportion of IT professionals in employment.
1 sharesSource ↗
Agency Costs
Companies with higher agency costs tend to hire lower-tier auditors, but this trend decreases when the board has more financial experts; however, the quality of the internal control system doesn't affect this correlation.
1 sharesSource ↗
Generational Differences
Factors such as generational differences, gender, education, and location significantly affect financial inclusion in Kenya, with Generation Y having more access to financial services than Generation X, and women and rural residents generally having less access.
1 sharesSource ↗
Machine learning
The general machine-learning papers the letter carried in 2023-25.
19 items
Recently Published10
Multi-Modal Model Training
The article presents Transfusion, a new method for training multi-modal models on both discrete and continuous data, which performs better in terms of scalability and generation of images and text.
313 shares480 citations todaySource ↗
Learning Rate Annealing
The study introduces a scaling law for predicting the loss of neural language model training at any step and learning rate, aiding researchers in choosing optimal learning rate schedules.
53 shares31 citations todaySource ↗
Efficient Parameter Upcycling
The paper introduces BAM, a new method for training Mixture of Experts models, which optimizes the use of specialized dense models and improves performance in perplexity and downstream tasks.
47 shares18 citations todaySource ↗
LongContext Vision-Language Models
The authors present LongVILA, a solution for long-context vision-language models, which includes a system for Multi-Modal Sequence Parallelism, a five-stage training pipeline, and large-scale pre-training datasets, improving performance on long videos.
45 shares345 citations todaySource ↗
Understanding Symbolic Graphics Programs
The research evaluates the ability of large language models to understand symbolic graphics programs, introducing a benchmark for semantic understanding and a method called Symbolic Instruction Tuning to enhance this capability.
37 shares42 citations todaySource ↗
Fast 3D Object Reconstruction
The article presents SpaRP, a new method for 3D reconstruction and camera pose estimation from sparse-view images, offering superior quality, accuracy, and efficiency.
19 shares46 citations todaySource ↗
Neural Surface Reconstruction Framework
NeuRodin, a two-stage neural surface reconstruction framework, is introduced, providing high-quality surface reconstruction while maintaining the optimization flexibility of density-based methods.
18 shares20 citations todaySource ↗
CO_$ Atmospheric Transport Modeling
The research investigates the use of four deep neural networks for atmospheric tracer transport modeling, with the SwinTransformer demonstrating excellent emulation capabilities for multi-year forward runs.
15 shares2 citations todaySource ↗
Shapley Marginal Surplus
The article presents a new variable importance algorithm, Shapley Marginal Surplus for Strong Models, which surpasses other feature importance methods in inferential abilities.
14 sharesSource ↗
PLUTUS: Financial Regularities
Financial Regularities: The article introduces PLUTUS, a pre-trained transformer-based model for financial time series modeling, setting a new benchmark in the field with its superior performance.
13 shares3 citations todaySource ↗
Historical Trending9
Causal Reasoning with Large Language Models
Large language models (LLMs) have shown a high probability of generating accurate causal arguments, outperforming existing methods, and can assist experts in causal analysis, despite occasional unpredictable failures.
1,546 shares571 citations todaySource ↗
Symmetry in Machine Learning
A new framework has been introduced to integrate symmetry into machine learning models, enabling the enforcement of known symmetries, discovery of unknown ones, and promotion of symmetry during training.
796 shares37 citations todaySource ↗
SelfImproving Code Generation
A program using a modern language model, GPT-4, has demonstrated the ability to write code that can self-improve, showcasing the potential of language-model-infused scaffolding.
404 shares144 citations todaySource ↗
IdeaImg for Image Design
The Idea to Image system, utilizing GPT-4V(ision), allows for efficient conversion of abstract ideas into text-to-image prompts, resulting in images with superior semantic and visual qualities.
183 shares37 citations todaySource ↗
Safe Data Jailbreaking
Research suggests that Large Language Models (LLMs) can be compromised by benign data, proposing a bi-directional anchoring method to identify such data and maintain model safety.
149 shares124 citations todaySource ↗
Hybrid Architectures Scaling
The creation of deep learning architectures can be streamlined using an end-to-end design pipeline, which uses synthetic tasks to predict scaling laws and find optimal architectures.
130 shares66 citations todaySource ↗
Apollo: Multilingual Medical LLM
Multilingual Medical LLM: A multilingual medical dataset and benchmark have been created to expand medical AI to non-English speakers, with the Apollo models showing the best performance.
104 shares59 citations todaySource ↗
ZeroShot Reasoning Agent
An autonomous agent has been developed to enhance the zero-shot reasoning capabilities of large language models, achieving top performance on various tasks.
93 shares46 citations todaySource ↗
ChemVLM: Multimodal Chemistry Model
Multimodal Chemistry Model: ChemVLM, a chemical multimodal large language model, has been introduced to manage visual information in the chemical field, showing competitive performance in different tasks.
58 shares103 citations todaySource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
11 items
Trending5
AI Scientist: Automated Scientific Discovery
Automated Scientific Discovery: The article explores the use of AI in scientific research to solve complex problems.
4,522 shares
LongWriter: 10K Word Generation from LLMs
10K Word Generation from LLMs: The piece details the successful expansion of model output length to over 10,000 words without compromising quality.
315 shares
Compressing Context for Efficient Inference
The paper presents Selective Context, a technique that enhances the efficiency of LLMs by eliminating redundancy.
261 shares
DeepSeekProverV1.5: Theorem Proving Model
Theorem Proving Model: The article showcases DeepSeekProverV1.5, a language model designed for theorem proving in Lean 4.
133 shares
FruitNeRF: Neural Radiance Field Fruit Counter
Neural Radiance Field Fruit Counter: The article presents FruitNeRF, a new framework that uses view synthesis to count any type of fruit in 3D.
116 shares
Rising6
Efficient Language Model Pretraining
The paper presents a new method, 1.5Pints, for pretraining a Language Model that surpasses top models in instruction-following tasks using a specially compiled pretraining dataset of 57 billion tokens.
116 shares
AI for Accelerated Scientific Research
The article explores the difficulties researchers encounter in staying updated with new developments in their fields due to the fast-paced expansion of scientific literature.
97 shares
Robust Neural Information Retrieval
The article emphasizes the recent advancements in neural information retrieval models, enhancing their performance in different information retrieval tasks.
75 shares
BMX Lexical Search
Despite the rise of pretrained and large language models, the BM25 search algorithm remains crucial in information retrieval.
61 shares
MooER Speech Recognition
The model performs comparably to other open-source models that are trained with hundreds of thousands of hours of labeled speech data.
56 shares
PeriodWaveTurbo Waveform Generation
The paper introduces PeriodWaveTurbo, a high-quality waveform generation model created using adversarial flow matching optimization.
48 shares
GitHub
Repositories the letter featured.
10 items
Finance5
Algorithmic Trading with Python
Packt has released a guidebook on using Python for algorithmic trading.
35 shares
JAXLOB: GPU-Accelerated Order Book Simulator
GPU-Accelerated Order Book Simulator: JAXLOB is a GPU-boosted simulator for limit order book, improving large scale trading reinforcement learning.
94 shares
Boar Bear: Stock Market Prediction Library
Stock Market Prediction Library: Boar bear is a Python tool that employs deep learning to predict and model stock market trends.
2,018 shares
Jupyter Notebooks for Graph Data Science
Jupyter notebooks are utilized to aid in creating graph data science blog posts on httpsbratanictomaz.medium.
1,182 shares
Prometheus Monitoring System
The Prometheus system is a tool for monitoring and storing time series data.
54,335 shares
Trending5
OpenHands Code Less
OpenHands provides a platform that simplifies coding and increases productivity.
30,226 shares
Inference Library for TTS Models
The article talks about a library designed for creating high-quality Text-to-Speech models.
3,761 shares
Genetic Programming in Python
The piece investigates the application of genetic programming in Python using a scikitlearn-inspired API.
1,578 shares
BAML for Typed LLM Functions
BAML presents a new templating language for creating typed LLM functions, as shown in the promptfiddle.
611 shares
News
Industry news: funds, hiring, markets and regulation.
20 items
Quantitative10
Goldman Sachs Partner Launches Hedge Fund in HK
Pamalican Asset Management, a new hedge fund focusing on equity capital markets, has been licensed by Hong Kong's Securities and Futures Commission.
7 shares
Tech Stocks Dominate Hedge Fund Portfolios
A MarketWatch report reveals that megacap tech stocks remain the main focus of the top 20 equity positions of hedge funds.
5 shares
Investors to Cut Hedge Fund Allocations
Preqin's Investor Outlook H2 2024 report indicates that more institutional investors plan to reduce their hedge fund portfolio exposure.
5 shares
SVI Shuts China Hedge Fund
Strategic Vision Investment, a Hong Kong-based hedge fund, has shut down its primary Value Multiplier Fund that focused on Chinese equities.
4 shares
GoldenTree AM Expands Private Credit Team
GoldenTree Asset Management has appointed Avineet Punhani as Principal, the firm manages approximately 55bn in assets.
4 shares
TOMS Boosts Kellanova
Mars is buying Kellanova for $35.9bn in cash after negotiating with TOMS Capital Investment Management.
4 shares
Digital Assets Inflow
Digital asset investment funds saw a minor inflow of $30m last week due to predictions of the US Federal Reserve not cutting interest rates.
3 shares
US Pension Funds Benefit from Hedge Funds
US public pension plans, including the Virginia Retirement System and Texas County and District Retirement System, have profited from hedge fund strategies.
3 shares
Hedge Funds Outperform SP 500
Hedge funds outperformed the S&P500 in July due to strong returns from the financial sector and diversification away from megacap tech stocks.
3 shares
CTAs Return to Japanese Equities
Trend-following commodity trading adviser hedge funds have shifted from a bearish outlook to buying Japanese equities again last week.
2 shares
Miscellaneous10
Paloma CFO news
Paloma Partners has hired Pei Ng, a former executive at Brevan Howard Asset Management, as its new CFO.
2 shares
Hedge funds like US dollar
Citigroup Inc has noted a change in hedge funds' carry trade strategies, with a preference for borrowing US dollars over Japanese yen for investment in emerging market currencies.
2 shares
Bitwise buys ETC Group
Bitwise Asset Management has purchased ETC Group, a London-based firm, expanding its portfolio with nine European-listed crypto ETPs.
2 shares
Bridgewater cuts China exposure
Bridgewater Associates has continued to decrease its investment in Chinese stocks, marking the seventh consecutive quarter of selling off US-listed Chinese holdings in Q2 2024.
1 shares
Data engineer solves 633 Leetcode problems
The article predicts a potential decline in Leetcode's dominance in the near future.
1 shares
ExodusPoints assets drop
ExodusPoint Capital Management's assets under management dropped by $1bn to $11.04bn in the first half of 2024.
1 shares
Elliott pushes Southwest
Elliott Management is initiating a proxy fight to gain control of 10 out of 15 board seats at Southwest Airlines.
1 shares
Trian raises £181m
Trian Fund Management has sold approximately 3.8m shares in Unilever, reducing its stake by nearly £181m ($232m).
1 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Market Volatility Analysis
Market analyst Mike Silva discusses technical and intramarket analysis, risk management during volatile periods, and the relationship between oil prices, 10-year yields, and geopolitical risks on his YouTube channel.
19 shares
Sector Shifts
Katie Stockton from Fairlead Strategies talks about the recent increase in market volatility, the shift from high beta growth stocks to value stocks, and the potential resurgence of the energy and materials sectors.
16 shares
Stress Testing Evolution
Cristian deRitis of Moody’s Analytics discusses the evolution of stress testing, current trends, and challenges for banks and regulators, including the need for wider regulatory stress tests and the use of AI models.
9 shares
The Brian Peltonen
Brian Peltonen, from Fidelity and Parcosm, shares his journey from game programmer to data analytics expert, and his vision for his new startup.
8 shares
US Rates Strategy
JP. Morgan's Phoebe White and Mike Hanson discuss the July CPI report, future Fed policy, and their views on rates and inflation markets after recent volatility.
8 shares
Related5
Danny Moses on Gold
Investor Danny Moses highlights the significance of gold in economic instability, the effects of increasing oil prices on global economies, and potential investment opportunities in online gambling and cannabis sectors.
7 shares
Global FX Fed Easing
Arindam Sandilya, Ben Jarman, and James Nelligan explore the connection between central bank easing cycles and currencies, especially in light of anticipated Federal Reserve cuts.
6 shares
JC Parets Portfolio
JC Parets, founder of All Star Charts, is recognized for his influence as a technical analyst and his contributions to investing, particularly his Chartered Market Technician designation.
6 shares
Diego Parrilla: AntiBubbles
AntiBubbles: Diego Parilla, CIO of Quadriga, shares his perspective on the equity market, inflation, commodities, and precious metals in a discussion with MacroVoices' Erik Townsend and Patrick Ceresna.
5 shares
Launching a Hedge Fund
Lincoln Archibald, a managing director at Fund Launch Partners, stresses the need to maintain low operating costs when starting an alternative investment fund, and discusses other factors that lead to the success of new hedge funds.
4 shares
Blogs
Posts from quant and economics blogs and newsletters.
6 items
Quantitative3
Forex Trading for Beginners
The article offers advice on improving forex trading strategies for all levels of traders.
5 shares
Free Trading Strategies
The piece stresses the need to comprehend different trading strategies in the financial market.
3 shares
Quant Letter Aug 2024
The study presents a novel technique using autoencoders to improve signal to noise ratio in financial data, underlining the importance of group structures in financial data analysis.
3 shares
Related3
Enhancing Financial Data
The article introduces a novel technique to enhance the signal to noise ratio in financial data through autoencoders, offering a new way to detect patterns in financial timeseries.
3 shares
Impact of Framing Effect
The research explores the framing effect in trading bias, a mental bias that can influence traders' choices by altering the presentation of information.
2 shares
CAD CHF Trading Strategies
The guide offers trading advice for the CADCHF pair, featuring live rates, major influencing elements, and latest performance.
2 shares
X / Twitter
Posts from quant researchers on X.
7 items
Quantitative3
Bonds and Risk
AlphaSimplex's white paper highlights the diminishing role of bonds as a hedge due to increased volatility and a positive correlation with stocks.
5 shares
Intense Portfolio
Lee and colleagues propose that a long/short portfolio based on shifts in media narratives can generate substantial alpha, as investors often underreact to these changes.
3 shares
Volatile Liquidity
The article explores the fluctuation of order book liquidity and its influence on the market at the micro-order level.
3 shares
Miscellaneous4
Quant Investing Research
New research on quantitative investing, discussing topics like cryptocurrency, foreign exchange predictability, and market forecasting, is now available.
2 shares
Asset Allocation Update
An updated version of the research paper on dynamic asset allocation with specific regime forecasts has been published.
2 shares
Trend Following Managed Futures
A new guide on replicating trend following managed futures has been released.
1 shares
Market Timing Study
A new article examining recent studies on recession predictability and the effectiveness of recession indicators for market timing has been published.
0 shares