BlueChip Art Index
The article introduces the Arte-Blue Chip Index, showing that a diversified portfolio with a 20% allocation of blue-chip art can increase risk-adjusted returns by approximately 20%.
4 sharesSource ↗
Quant LetterNo. 68
October 2024, Week 1
141 items across 11 sections, as sent to readers on 3 October 2024. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 141
- Papers
- 74
- Sections
- 11
- Issue
- No. 68
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
16 items
Finance2
China's Financial Market & Climate Policy
The article evaluates the impact of external shocks, including climate policy uncertainty, on China's financial markets, revealing that such uncertainty affects investor sentiment, commercial banks' non-performing loan ratio, and the capital and financial account balance.
3 sharesSource ↗
Economics5
AI vs. Humans: Who Wins?
Who Wins?: Research indicates that AI often surpasses humans in creative tasks, but the results depend on the task and creativity criteria, highlighting the importance of human feedback.
5 shares2 citations todaySource ↗
Data-Driven Models for Macroeconomic Dynamics
A new economic model, featuring housing markets and synthetic populations, has been created for all 38 OECD countries, surpassing previous models and providing a basis for future research.
3 shares10 citations todaySource ↗
AI Feedback Impact on Learning and Skill Gap
A study on an online chess platform reveals that learning from AI feedback can lead to a loss of intellectual diversity and a widening skill gap, as higher-skilled individuals benefit more.
2 shares3 citations todaySource ↗
Multidimensional Skills and Capital
A study of U.S. college graduates' LinkedIn profiles shows that reported skills, linked to human capital investments, can account for more earnings variation than education and experience, with a significant gender gap.
2 shares4 citations todaySource ↗
UK Retail Digital Money Stability
The Bank of England and HM Treasury are investigating the potential of a UK retail Central Bank Digital Currency for monetary and financial stability, with initial analysis supporting its use.
2 sharesSource ↗
Miscellaneous1
Improved Financial Clearing Results
The study investigates computational issues in banking networks, particularly in calculating clearing payments after financial shocks. It offers enhanced solutions, including two that are proven to be complete in the realm of real numbers.
2 shares3 citations todaySource ↗
Historical Trending8
Bridging Theory and Practice in Portfolio Optimization
The article suggests a two-stage framework for improving quantitative investing, considering practical issues and new features like futures contracts and borrowing costs.
61 shares3 citations todaySource ↗
Incentive Compatibility in Electricity Market Auctions
The paper discusses the impact of strategic bidding in electricity markets, showing it can increase producer profits but may also raise consumer costs.
52 shares5 citations todaySource ↗
Unusual Dataset Combinations in Scientific Research
The research highlights that unique combinations of existing datasets can lead to significant discoveries in social science, often utilized by smaller, less experienced teams.
19 shares16 citations todaySource ↗
Axiomatic Framework for Automated Market Makers
The study introduces a new framework for Automated Market Makers, proposing a new measure of price impacts, a new fee structure, and an innovative AMM with no divergence loss.
19 shares25 citations todaySource ↗
Tighter Bounds for Implied Volatility
A new algorithm has been introduced that uses option delta to improve the accuracy of the Black-Scholes implied volatility, offering a better solution than the commonly used Newton-Raphson algorithm.
15 shares3 citations todaySource ↗
Replication-Robust Markets
A secure data market has been created for supervised learning problems, using Pearl's do-calculus to develop a game function and derive Shapley value-based rewards that can withstand malicious replication.
14 sharesSource ↗
Statistical Inference for Latent Factors
A new theory for principal component analysis (PCA) has been developed, providing finite-sample characterizations for estimation error and statistical inference uncertainty level, surpassing previous methods that required a polynomial rate of N.
13 shares7 citations todaySource ↗
Dynamic Pricing in Securities Market
The application of contextual bandit frameworks in the securities lending market has been shown to increase total revenue by at least 15%, suggesting that dynamic pricing methods used in e-commerce could be beneficial in this market.
13 shares2 citations todaySource ↗
SSRN
Working papers in finance and economics from SSRN.
22 items
Quantitative16
Machine Learning Anomalies
Research indicates that return volatility and liquidity volatility, rather than momentum variables, are crucial for machine learning portfolio performance, with fundamental variables also being important.
3 sharesSource ↗
Wealth Tax and Capital Gains
A study suggests that a wealth tax, combined with a capital gains tax, can rectify distortions in portfolio choice caused by capital gains taxations.
3 sharesSource ↗
Packing's Impact on Malware Detection
Research highlights the challenge of packing on static machine learning-based malware detection systems, posing a significant problem for static analysis and signature-based malware detection methods.
2 sharesSource ↗
Political Instability and FDI
The Gambia has seen a decrease in foreign direct investment due to political instability, corruption, and exchange rate volatility since the 1994 coup, with political stability post-2017 positively affecting investment inflows.
3 sharesSource ↗
PCM Properties Decision Support System
A study successfully used machine learning algorithms to predict the mechanical properties of polymer composite materials, with the lasso regression algorithm showing the highest accuracy.
2 sharesSource ↗
Hedge Fund Liquidity Reform
Post-2014 regulations have caused hedge funds to reduce market liquidity exposure and focus on liquid stocks, except those linked to large US-based prime brokers.
2 sharesSource ↗
Automating Clash Resolution
The use of supervised and reinforcement learning to automate clash resolution in software like Navisworks is being studied, but data availability limits effectiveness.
2 sharesSource ↗
Machine Learning for SF6 Detection
Machine learning is being used to predict the decomposition of SF6, a power grid insulating gas, using data from 52 publications.
2 sharesSource ↗
Caution with Credit-Sensitive Rates
The article discusses the pros and cons of credit-sensitive rates as alternatives to LIBOR, emphasizing their risk management benefits and vulnerability during market stress.
2 sharesSource ↗
Optimizing Flue Gas Temperature
A machine learning model accurately predicts and optimizes flue gas temperature in the sintering process, identifying key impacting parameters.
2 sharesSource ↗
Indian Banks: Diversification and Risk
Diversification and Risk: The article studies the transition of Indian banks from earning through interest to non-interest sources, and how this diversification affects risk in both traditional and non-traditional banking.
5 shares2 citations todaySource ↗
Data Engineering for Optimization
The research explores the application of advanced data engineering methods to enhance the Machine Learning process, tackling issues from data analysis to implementation.
2 sharesSource ↗
Blockchain Applications with Neural Networks
The paper discusses the application of Graph Neural Networks and other similar technologies in blockchain, emphasizing their ability to model relational data and uncover hidden transaction patterns.
2 sharesSource ↗
Enhancing Graph Network Models
The study investigates the use of metaheuristics such as Simulated Annealing, Tabu Search, and Variable Neighborhood Search to improve the efficiency of graph network models like Graph Neural Networks and Graph Convolutional Networks.
2 sharesSource ↗
Machine Learning for Speech Recognition
The article emphasizes the role of voice classification in AI and machine learning for improved speech recognition, beneficial in areas like language identification, voice biometrics, speaker recognition, and general speech recognition.
2 sharesSource ↗
Risks of Institutional Black Boxes
The article explores the 'black boxes' in machine learning systems, differentiating between 'algorithmic black boxes' that are complex for human understanding, and 'institutional black boxes' that are confidential due to business or economic reasons, advocating for more transparency in machine learning usage in public institutions.
2 sharesSource ↗
Financial6
Professional Investors Decision-Making
A study reveals that a portfolio manager's decision-making skills, as indicated by their Behavioral Alpha Score, directly influence the portfolio's performance.
7 sharesSource ↗
Risk Pricing in Credit Options
Research shows that delta-hedged credit index options have large negative Sharpe ratios, largely explained by a single credit-specific factor related to credit option order flow.
2 sharesSource ↗
Determinants of Wash Trading
A study finds that wash trading in cryptocurrency markets, influenced by market volatility and public attention, impacts exchange integrity and liquidity.
3 sharesSource ↗
SCFI Forecasting with Deep Learning
A deep learning model effectively uses Chinese commodity futures prices to predict the Shanghai Containerized Freight Index, according to a study.
2 sharesSource ↗
Political Connections and Stock Returns
Research indicates that political connections at the firm level significantly affect stock returns through institutional demand, with mutual funds reducing holdings of politically connected stocks.
2 sharesSource ↗
Retail Trading and Meme Events: Firm Behavior Impact
Firm Behavior Impact: The study reveals that meme trading greatly boosts debt and equity issuance by companies, but it doesn't enhance the future performance of these firms. This implies that it could result in the improper allocation of capital.
2 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
20 items
Finance2
Hedge Fund Strategies for Geopolitical Risk
Hedge funds requiring larger investments and fees are more effective at managing geopolitical risks, and global macro hedge funds excel at predicting these risks, offering crucial guidance for private investors during times of heightened geopolitical uncertainty.
16 sharesSource ↗
Dynamic Portfolio Selection with Factor Models
A new system of factor models has been developed to track both return and risk dynamics, with an optimal portfolio policy that outperforms benchmark policies in terms of Sharpe ratio, indicating investors' expectations of future investment opportunities.
15 sharesSource ↗
Statistical9
Reinforcement Machine Learning for Downside Risk
The chapter discusses the use of machine learning and quadratic optimization in determining risk limits and investment portfolios, especially during the 2007-2009 financial crisis.
31 sharesSource ↗
Predicting Cryptocurrency Volatility
The SHARV-MGJR model, which includes volatility leverage effects and current return data, is suggested to enhance the precision of cryptocurrency market volatility forecasts, surpassing GARCH-type models.
22 sharesSource ↗
Explainable AI Framework for Risk Management
The article highlights the difficulties of using machine learning models in banking risk management due to their lack of clarity and explainability, and introduces a framework for eXplainable AI (XAI) methods.
20 sharesSource ↗
Sentiment Models for Shipping Market
The paper uses language models to analyze the effect of market sentiment on shipping freight rates, showing that sentiment indices are positive predictors for freight rate indices and surpass lexicon-based sentiment analysis.
19 sharesSource ↗
AI and Big Data Token Herding
Research indicates that investors tend to follow the crowd in AI and big data token markets, especially during crises, highlighting the need for regulatory intervention for market stability.
17 sharesSource ↗
AI and ML in Finance
A new book aims to educate financial professionals and investors about the history and current state of AI and machine learning in finance.
17 sharesSource ↗
Predicting BDI with DL
A study using a specific model shows that China's futures market can accurately predict a global shipping index, aiding policy adjustments and decision-making in the shipping industry.
17 sharesSource ↗
Bot Detection and Stock Market Predictions
A new model can detect bot activities on Twitter with 99% accuracy, and another model can predict the effect of bot tweets on stock market volatility with over 96% accuracy.
15 sharesSource ↗
Drought Impact on Child Growth in S. Africa
A new framework shows that droughts significantly affect child growth in Sub-Saharan Africa, suggesting that data-driven targeting could help lessen the impact of climate change on vulnerable groups.
14 sharesSource ↗
Machine Learning8
Sentiment Analysis in Finance
Sentiment Analysis is used in finance to predict market trends and identify investment opportunities, with the chapter discussing its impact and various algorithms.
31 sharesSource ↗
Machine Learning for Portfolios
The chapter discusses the significant impact of machine learning on finance, particularly in portfolio management, and its future potential.
29 sharesSource ↗
Bottom-up Inflation Forecast
Machine learning methods, especially the bottom-up approach, can accurately forecast CPI inflation, as shown with Russian data.
27 sharesSource ↗
Reinforcement Learning for Portfolios
The chapter explores the use of reinforcement learning in portfolio allocation, highlighting the benefits of deep reinforcement learning algorithms in solving portfolio issues.
25 sharesSource ↗
Machine Learning for Forecasting Recessions
The study uses machine learning to predict German business cycles, showing fewer indicators are needed to model recessions and these models are effective during quantitative easing periods.
23 sharesSource ↗
Stylized Facts of DeFi
The chapter provides an overview of Decentralized Finance (DeFi), discussing its potential to disrupt traditional finance systems and examining its market efficiency and volatility.
18 sharesSource ↗
Fake News Detection Approaches
The research suggests a model using linguistic features to detect fake news, with the logistic regression model using feature hashing vectorisation being the most accurate.
16 sharesSource ↗
ML Techniques for Credit Risk Management
The article explores the use of AI in credit scoring models to predict borrower creditworthiness, a key aspect for banks in managing credit risk.
14 sharesSource ↗
Deep Learning1
Stock Prediction News Headlines
The article discusses the application of machine learning and deep learning to analyze financial news headlines. This analysis helps in selecting stocks with low predicted volatility that perform better than the Standard and Poor’s 500 Index.
18 sharesSource ↗
Machine learning
The general machine-learning papers the letter carried in 2023-25.
16 items
Recently Published7
Recurrent Neural Circuit Stability with Normalization
The research introduces ORGaNICs, a recurrent cortical circuit model that outperforms other models in image classification tasks and matches LSTMs in sequential tasks, offering dynamic divisive normalization and unconditional local stability.
7 shares8 citations todaySource ↗
Heterogeneous Transformers for Robotic Learning
The paper presents Heterogeneous Pre-trained Transformers (HPT), a method for training robotic models across various tasks, improving the performance of fine-tuned policies by over 20% on unseen tasks in both simulated and real-world environments.
5 shares200 citations todaySource ↗
Language Models in Astronomy Research
A study involving 13 astronomers discusses the potential and limitations of large language models like ChatGPT in research activities, emphasizing the importance of critical thinking and domain expertise to ensure these tools support, not replace, rigorous scientific investigation.
4 shares11 citations todaySource ↗
Human-AI Alignment in Chess
Researchers have proposed a unified model for aligning human and AI strategies in chess, which could lead to AI-based teaching tools.
4 shares37 citations todaySource ↗
Causal Collective Intelligence
A study uses large language models to extract fuzzy cognitive maps from text, but emphasizes the need for specific soft similarity measures for this process.
4 shares3 citations todaySource ↗
Arm Identification with Minimal Regret
A new version of the multi-armed bandit problem has been introduced, merging regret minimization and best arm identification, providing new insights into these two goals.
4 shares6 citations todaySource ↗
Hallucinations in Code Generation
A study investigates the occurrence, mechanism, and reduction of hallucinations in code generated by large language models, suggesting a mitigation method and creating a classification of these hallucinations.
3 shares228 citations todaySource ↗
Historical Trending9
Evaluating Faithfulness in Summarization
Research shows large language models (LLMs) often misrepresent events and character states when summarizing long documents, highlighting the need for improved evaluation methods.
495 shares79 citations todaySource ↗
EgoLM: Egocentric Motion Model
Egocentric Motion Model: EgoLM, a new framework using LLMs, effectively tracks and understands egocentric motions from various inputs, proving its utility in universal egocentric learning.
173 shares31 citations todaySource ↗
Lotus: Visual Foundation for Dense Prediction
Visual Foundation for Dense Prediction: Lotus, a new visual foundation model, predicts annotations directly, improving inference speed and performance in zero-shot depth and normal estimation tasks.
108 shares198 citations todaySource ↗
Rademacher Complexity for Deep Learning
A Rademacher complexity-based method provides reliable generalisation bounds on Convolutional Neural Networks (CNNs) for image classification, with complexity independent of network length for certain activation functions.
34 shares25 citations todaySource ↗
FlowTurbo: Real-time Image Generation
Real-time Image Generation: FlowTurbo is introduced, a framework that accelerates the sampling of flow-based generative models for faster image generation, setting a new field standard.
33 shares5 citations todaySource ↗
FiTv: Improved Vision Transformer
Improved Vision Transformer: The Flexible Vision Transformer (FiTv2) is presented, a design that generates images with unrestricted resolutions and aspect ratios, showing excellent performance across various resolutions.
28 shares95 citations todaySource ↗
Vision and Generalization in LMs
The study investigates the influence of visual information on syntactic generalization in language models, revealing that strong alignments between linguistic and visual elements can improve syntactic generalization.
24 shares1 citation todaySource ↗
Dynamic Pricing for Revenue Optimization
The paper shows that contextual bandit frameworks can be effectively used in the securities lending market, surpassing traditional methods by at least 15% in total revenue.
23 shares2 citations todaySource ↗
Assumption Violations in Causal Discovery
The paper evaluates the performance of recent causal discovery methods on observational data, revealing that score matching-based methods excel in difficult scenarios, setting a new evaluation standard for causal discovery methods.
22 shares35 citations todaySource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
10 items
Trending5
Fast Transformers Inference
The article discusses the slow inference of large autoregressive models like Transformers, which need K serial runs to decode K tokens.
3,578 shares
PyGlove ML Code Exchange
The article highlights a case study where PyGlove reduced the number of lines in a large codebase by 80%.
528 shares
CNN Data Visualization
The article emphasizes the importance of Face AntiSpoofing (FAS) in ensuring the security of face recognition technology.
282 shares
ABQLLM Inference Acceleration
The article reports that the LLaMA7B model, using a W2A8 quantization configuration, achieved a lower WikiText2 perplexity than AffineQuant.
175 shares
RL Visual Odometry
The article criticizes existing VO methods for their reliance on heuristic design choices and extensive hyperparameter tuning, which limit their generalizability and robustness.
145 shares
Rising5
Microsoft VPTQ: Lowbit Quantization for LLMs
Lowbit Quantization for LLMs: Current studies aim to decrease LLM weights to as low as 2 bits to reduce redundancy.
103 shares
WiLoR: Hand Localization and Reconstruction
Hand Localization and Reconstruction: D hand pose estimation techniques are becoming popular for use in human-computer interaction, virtual reality, and robotics.
87 shares
Scaling ProprioceptiveVisual Learning with Transformers
Conventional robot learning methods, which train one robot for one task, are expensive and prone to overfitting.
45 shares
Survey on Honesty of Large Language Models
Honesty is vital in ensuring large language models align with human values, necessitating these models to accurately convey their knowledge.
28 shares
LexEval: Chinese Legal Benchmark for LLMs
Chinese Legal Benchmark for LLMs: Using large language models in legal systems without thorough assessment could lead to significant risks in legal practice.
26 shares
GitHub
Repositories the letter featured.
10 items
Finance5
Prepping Tables for ML
The article offers tips on how to set up tables for machine learning operations.
1,160 shares
Local AI Screen Recording
The piece explores a local AI system that uses screen mic data and collaborates with Ollama, providing a safer option than Rewind.ai.
3,148 shares
VisionTS Visual Masked AE
This article provides the coding for a study on VisionTS Visual Masked Autoencoders for zero-shot time series prediction.
135 shares
Connect Data Sources to LLMs
The article presents an API that simplifies linking your data sources to your LLMs.
806 shares
Fast Python JSON Lib
The piece evaluates a speedy and precise Python JSON library that accommodates dataclasses, datetimes, and numpy.
6,097 shares
Trending5
Llama Stack Components
The article provides an in-depth analysis of the components of the Llama Stack APIs model.
1,975 shares
Nocode LLM Platform
The piece presents a no-code LLM platform that enables the creation of APIs and ETL Pipelines for managing unstructured documents.
2,137 shares
Pythonic Image Generation
The article investigates the application of Python in generating images and videos through AI.
7,929 shares
Nutlo Napkins
The article, presumably about napkins, lacks sufficient context for a detailed summary.
664 shares
Convex Optimization Layers
The article explores the idea of differentiable convex optimization layers.
1,788 shares
News
Industry news: funds, hiring, markets and regulation.
19 items
Quantitative9
Dechert's London Partner
Anthony Lombardi has been hired by Dechert LLP as a fund finance partner in London to boost its fund leverage capacity and enhance its European presence.
8 shares
Quant Hedge Funds Squeeze
A technical glitch at the Shanghai Stock Exchange led to significant losses for several Chinese quantitative hedge funds during a major equities rally.
5 shares
Data Scientist Pay Compare
The article debates the effectiveness of hedge funds as a superior investment option.
4 shares
Argonaut's Fed Bet
Barry Norris, Founder of Argonaut Capital Partners, argues in a Bloomberg report that expecting Federal Reserve's interest rate cuts to aid the green transition is a misconception.
4 shares
Building AI Teams
Financial institutions are progressively integrating AI technology into their operations.
3 shares
BoE Warns of Hedge Fund Risks
The Bank of England cautions about potential risks in the financial system due to hedge funds' unprecedented short positions on US government bonds.
3 shares
Buckley Urges BasicFit Sale
Buckley Capital Partners is pushing for a strategic evaluation of BasicFit NV, listed on Euronext.
3 shares
Capricorn Fasttracks Dubai Funds
Capricorn Fund Managers has introduced a new regulatory hosting platform in Dubai for hedge funds and investment managers.
3 shares
Druckenmiller Avoids China Stocks
Billionaire investor Stanley Druckenmiller expresses doubt over the recent rise in Chinese stocks.
3 shares
Miscellaneous10
Elliott affiliates
Amber Energy Inc, linked to Elliott Investment Management, leads the bidding for Citgo Petroleum Corp’s parent company with a $7.3bn offer.
2 shares
Southwest boosts revenue
Under pressure from Elliott Investment Management, Southwest Airlines has raised its Q3 revenue forecast, approved a $2.5bn share buyback, and made strategic changes.
2 shares
Australian SWFs Man Group
The Future Fund, Australia's sovereign wealth fund, has cut its allocation with Man Group Plc by around AUD1.5bn in H1 2024.
2 shares
ExodusPoint gains in September
ExodusPoint Capital saw a 1.5% gain in September 2024, outperforming peers and bringing its year-to-date return to 6.5%.
2 shares
Hedge funds drive Chinese stocks
Global hedge funds ramped up purchases of Chinese stocks last week, driven by Beijing's economic stimulus, leading to a record week of acquisitions.
2 shares
Niche Quant Unemployed
An experienced quant believes the current economic climate is worse than the fallout from the financial crisis.
2 shares
HR Chief Leaves Citadel
Citadel, a hedge fund managing $54bn, is preparing to announce a new Chief People Officer following Matt Jahansouz's exit.
2 shares
Hudson River Trading Pays £500k
A high-frequency trading firm is raising its employee salaries.
1 shares
New C Feature Sought by Jump Trading Dev
Citigroup is undergoing a period of self-reflection and analysis.
1 shares
Revolut Replaces COO with Citi Director
Highly productive individuals work quietly and efficiently, similar to the unnoticed but essential role of the silent 'g' in 'lasagna'.
0 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Harley Bassman: Bond Market & Derivative Strategies
Bond Market & Derivative Strategies: Wall Street veteran Harley Bassman discusses the link between Fed funds rates and two-year notes, their impact on inflation and long-term bonds, and Simplify Asset Management's innovative use of derivatives in ETFs.
14 shares
Mark Newton: US Energy Policies & Market Diversification
US Energy Policies & Market Diversification: Fundstrat's Mark Newton shares insights on the changing US energy market, the effects of US energy policies and inflation control, and the need for investment diversification.
10 shares
Alejandro Yela: Microcap Stocks & High-Risk Strategies
Microcap Stocks & High-Risk Strategies: Alejandro Yela shares his high-risk, high-reward microcap investment strategies, emphasizing the need to understand market dynamics and accurately measure risk.
9 shares
Euro Credit Update: European Debt Market Analysis
European Debt Market Analysis: Marc Rovers of LGIM discusses the global fixed income market, focusing on the European debt market, volatility spikes, and potential impacts of the US election.
7 shares
EM Fixed Income: Geopolitics Impact on Emerging Markets
Geopolitics Impact on Emerging Markets: Jonny Goulden and Saad Siddiqui discuss how geopolitical events affect emerging market assets and the changing macroeconomic environment.
6 shares
Related5
AI Trends in Finance
Standard Chartered's Christian discusses AI adoption in credit markets and synthetic data creation using generative AI in a podcast.
6 shares
Data Disco with Kaggle Master
Kaggle Grand Master Konrad Banachewicz humorously discusses data science trends and AI creativity in a podcast, also touching on Hollywood's influence on the field.
4 shares
Global FX and Commodity Forecast
A podcast episode discusses China's policy impact on commodities and FX, bearish oil and bullish copper forecasts, and potential CHF appreciation due to SNB's inaction.
4 shares
US Bankers Abroad
Mary Bridges' book Dollars and Dominion examines the evolution of US foreign banking, highlighting the role of inequality and privilege in its growth.
2 shares
Housing Market with Chris Porter
Chris Porter discusses the current housing market, demographic and immigration impacts on housing demands, and potential policy solutions in a podcast episode.
1 shares
Blogs
Posts from quant and economics blogs and newsletters.
8 items
Quantitative3
Gold Equity Impact
To excel in NZDUSD trading, one must grasp the concepts of timing, risk management, and market dynamics.
5 shares
NFP Strategy
Non-Farm Payroll (NFP) reports greatly affect the volatility and price fluctuations in financial markets.
4 shares
Stocks vs. Commodities
The relationship between gold prices and equity is intricate, with commodities and commodity stocks behaving differently based on the commodity firm's economics.
4 shares
Related5
Impact of Gold Price on Equity
Gold prices often perform better than gold miner's stocks in the long term, making the impact on equity complex.
4 shares
GLD vs. GDX
The relationship between gold prices and equity is not simple, as gold often outperforms gold miner's stocks.
4 shares
Commodities vs. Commodity Stocks
Gold prices typically outperform gold miner's stocks in the long run, making their effect on equity intricate.
4 shares
Economics of Commodity Firms
The influence of gold prices on equity is complicated due to gold often surpassing gold miner's stocks over a long period.
4 shares
Modeling Commodities and Stocks
Gold prices frequently outdo gold miner's stocks in the long term, adding complexity to their impact on equity.
4 shares
X / Twitter
Posts from quant researchers on X.
4 items
Quantitative2
Bonds: Hedges vs Risks
Hedges vs Risks: Article 1: The article explores the debate on the safety versus risk of investing in bonds, referencing an essay by John Cochrane.
1 shares
Predictable Accounting Anomalies
The article suggests that accounting anomalies can be forecasted a quarter prior to their official announcement.
0 shares
Miscellaneous2
Weird Quantum Phenomenon: Photons Exiting Before Entering
Photons Exiting Before Entering: The article explores the unusual quantum physics occurrence where photons seem to leave a material prior to entering it.
0 shares
Statistics Notes by Justin L. Ripley
The second article presents statistical notes and insights by Justin L. Ripley.
0 shares
Threads from r/quant, r/algotrading and friends.
6 items
Quantitative1
Market Makers & Fixed Rate Bonds
31 shares
Rising5
IMC Recap
12 shares
Portfolio Optimization Updates
23 shares
Pod Shop Trading
40 shares
Learning C
173 shares
Algo Comparison 2023
25 shares