---
title: Quant Letter No. 74: November 2024, Week 2
url: https://www.ml-quant.com/issues/2024-11-13/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2024-11-13
---


# Quant Letter No. 74: November 2024, Week 2

Sent 2024-11-13. 146 items.

## arXiv

### Finance

- __[Estimating Shadow Rate](http://arxiv.org/abs/2411.07421v1)__: The research introduces a computational method to calculate the shadow riskless rate (SRR) in a risk-free market, which can help differentiate between investment asset classes. (2024-11-11, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.07421/
- __[Credit Risk with Copulas](http://arxiv.org/abs/2411.06640v1)__: The study presents a new model to analyze large losses from credit portfolio defaults using the Archimedean copula family and two algorithms that improve traditional Monte Carlo methods. (2024-11-11, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.06640/
- __[ajdmom: Python AJD Moment Package](http://arxiv.org/abs/2411.06484v1)__: Python AJD Moment Package: The article presents ajdmom, a Python package that automatically generates moment formulas for affine jump diffusion processes, useful for sensitivity analysis and can be downloaded from GitHub or the Python package index. (2024-11-10, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.06484/
- __[Improving FX Volatility Imputation](http://arxiv.org/abs/2411.05998v1)__: The study explores enhancing the prediction of missing implied volatilities in FX options using modified variational autoencoders (VAEs), which better manage data uncertainty. (2024-11-08, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.05998/
- __[Optimal Liquidation in HFT](http://arxiv.org/abs/2411.04616v1)__: The research introduces a high-frequency trading model using a hidden Markov process to examine optimal liquidation strategies under limited information, offering a practical algorithm to simulate the original liquidation issue. (2024-11-07, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.04616/
- __[Equilibrium Relationships in Models](http://arxiv.org/abs/2411.07674v1)__: The paper establishes that a two-cycle equilibrium in a model with infinitely-lived agents can also exist in an overlapping generations (OLG) model, indicating that both models can experience equilibrium indeterminacy and rational asset price bubbles. (2024-11-12, shares: 2) · https://www.ml-quant.com/papers/arxiv/2411.07674/

### Miscellaneous

- __[AIAgent Collaboration in Investment Analysis](http://arxiv.org/abs/2411.04788v1)__: The study suggests a multi-agent system for financial investment research that performs better than traditional models by adapting to market conditions and optimizing performance. This shows the potential of multi-agent systems in improving financial analysis and investment decisions. (2024-11-07, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.04788/

### Historical Trending

- __[Testosterone Peaks in Startup Founders](http://arxiv.org/abs/2411.03361v1)__: A study of 107 male Y Combinator founders shows a link between testosterone levels and company stage, with testosterone rising by 55.7% from pre-seed to seed funding, peaking at Series B, then dropping by 42.2% after Series B, indicating early startup success boosts confidence, while later-stage pressures increase stress. (2024-11-05, shares: 42) · https://www.ml-quant.com/papers/arxiv/2411.03361/
- __[Random Coefficients in Volatility](http://arxiv.org/abs/2411.04041v1)__: The article suggests an arbitrage-free framework for randomizing parameters from the parametric implied volatility formula, improving existing parametrizations and expanding the range of acceptable implied volatilities shapes, proving especially effective in modeling the implied volatility curves of short expiry options before an earnings announcement. (2024-11-06, shares: 5) · https://www.ml-quant.com/papers/arxiv/2411.04041/
- __[Fast Bass Volatility](http://arxiv.org/abs/2411.04321v1)__: The paper introduces a new method for the Bass Local Volatility Model that merges local quadratic estimation and lognormal mixture tails for creating state price densities, showing that trapezoidal rule based schemes for numerical convolutions perform better than commonly used Gauss-Hermite quadrature. (2024-11-06, shares: 3) · https://www.ml-quant.com/papers/arxiv/2411.04321/

## SSRN

### Quantitative

- __[SafeHaven Assets in COVID-19](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013017)__: The COVID-19 pandemic showed that gold, Treasury Bonds, and the Euro were effective safe haven assets in reducing risk during the equities bear market. (2024-11-08, shares: 6) · https://www.ml-quant.com/papers/ssrn/5013017/
- __[Transfer Function Prediction with Autoencoders](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013124)__: A deep learning framework has been developed to predict transfer functions in structure-acoustic models, reducing computational time compared to traditional methods. (2024-11-07, shares: 6) · https://www.ml-quant.com/papers/ssrn/5013124/
- __[Generalizability of Surrogate Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013717)__: A study highlights the potential of deep learning models to extract input data from output data in building energy modelling. (2024-11-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/5013717/
- __[Riemannian Approach for Fluctuations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013283)__: The article explores the extension of classical fluctuation theory to meet the requirement of general covariance, discussing its implications for entropy production. (2024-11-07, shares: 6) · https://www.ml-quant.com/papers/ssrn/5013283/
- __[RealTime Proppant Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013854)__: A new real-time optimization framework for proppant concentration during hydraulic fracturing is proposed, addressing limitations of current prediction methods. (2024-11-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/5013854/
- __[Magnetic Field Effects on Crystal Growth](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5012480)__: A study using simulations and machine learning found that a traveling magnetic field significantly alters the growth of βGa2O3 crystals. (2024-11-07, shares: 3) · https://www.ml-quant.com/papers/ssrn/5012480/
- __[Sentiment and Price Resilience in Recycling](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013887)__: Machine learning research revealed that Southeast Asian economies are key to the vessel recycling industry, despite tighter regulations. (2024-11-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/5013887/
- __[Peer-to-peer Risk-sharing with Losses](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013193)__: A study on catastrophic loss insurance suggested that diversifying such losses could be detrimental, recommending no diversification instead. (2024-11-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/5013193/
- __[Fiscal Policy Uncertainty and Multiplier in China](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013538)__: Research indicated that fiscal policy uncertainty in China reduces the fiscal multiplier, implying that reducing this uncertainty could enhance fiscal policy effectiveness. (2024-11-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/5013538/
- __[Financial Impact of COVID-19 vs. Disasters](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013034)__: A study showed that large pandemic-related losses during COVID-19 were recovered faster than in previous bear markets, with gold and Treasury bonds offering some relief for equity investors. (2024-11-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/5013034/
- __[Geoffrey Hinton's Neural Network Contributions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4980068)__: The article highlights Geoffrey Hinton's key contributions to neural networks, including backpropagation, deep learning, and Capsule Networks, and their impact on AI. (2024-10-08, shares: 224) · https://www.ml-quant.com/papers/ssrn/4980068/
- __[Machine Learning in Business Research](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4981802)__: The study reveals a lack of transparency in predictive machine learning studies in top business and economic journals, leading to less citations due to not benchmarking against traditional models. (2024-10-09, shares: 15) · https://www.ml-quant.com/papers/ssrn/4981802/
- __[SHODH SAGAR ® Research Reports](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4982774)__: The article discusses the potential of Big Data analytics in improving risk management in IT service delivery through real-time risk identification, assessment, and mitigation. (2024-08-30, shares: 2) · https://www.ml-quant.com/papers/ssrn/4982774/
- __[DataDriven Inventory Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976702)__: The study presents a data-driven approach to inventory and financial hedging for new products, using proxy return factors to understand derivatives returns and demand-return relationships. (2024-10-04, shares: 4) · https://www.ml-quant.com/papers/ssrn/4976702/
- __[Statistical Arbitrage with Spectral Clustering](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975855)__: The paper proposes a method for identifying similar assets using high-frequency intraday data and tests various trading rules based on these asset clusters. (2024-09-30, shares: 7) · https://www.ml-quant.com/papers/ssrn/4975855/
- __[CSFs in Risk Management in Nigerian Banks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989226)__: The study examines the key factors for successful risk management in the Nigerian banking system from 1960 to now, using interviews and questionnaires. (2024-10-16, shares: 6) · https://www.ml-quant.com/papers/ssrn/4989226/
- __[Machine Learning for Gas-Liquid Flow](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988520)__: The article explores the use of machine learning to improve the accuracy and predictability of multiphase flow modeling in oil and gas production. (2024-10-15, shares: 6) · https://www.ml-quant.com/papers/ssrn/4988520/
- __[Testing $\Alpha$-Attractor Inflation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989939)__: The research looks into the consistency and limitations of alpha-attractor quintessential inflation using data from various cosmic observations. (2024-10-16, shares: 5) · https://www.ml-quant.com/papers/ssrn/4989939/
- __[Predicting M&A Outcomes with ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987268)__: The study investigates the effectiveness of machine learning algorithms in predicting the success of merger and acquisition deals, highlighting the accuracy of nonlinear models. (2024-10-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4987268/
- __[DeFi Arbitrage in Liquidity Tokens](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4959073)__: The paper explores arbitrage opportunities in liquidity token market prices, suggesting a method to calibrate volatility to data to prevent arbitrage. (2024-09-17, shares: 3) · https://www.ml-quant.com/papers/ssrn/4959073/

### Financial

- __[Market Beta Benchmarking](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013093)__: The article introduces a new method for comparing market beta estimates to unobserved true betas, applicable to any beta estimate and requiring minimal assumptions about the true asset pricing model. (2024-11-07, shares: 5) · https://www.ml-quant.com/papers/ssrn/5013093/
- __[Financial Response to COVID-19](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5012994)__: The piece discusses the initial reaction of financial markets to the COVID-19 crisis, emphasizing the role of underestimated risks and delayed information in the drastic drop in asset prices. (2024-11-08, shares: 5) · https://www.ml-quant.com/papers/ssrn/5012994/
- __[LongRun Disaster Risk Models](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013573)__: The article reviews literature on long-term risk and rare disaster risk models in asset pricing, introducing new methods to address criticisms and explain the influence of climate change on asset prices. (2024-11-07, shares: 3) · https://www.ml-quant.com/papers/ssrn/5013573/
- __[Gold in Decision-Making](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5012566)__: The article presents an educational framework to understand the role of gold in economic theory, focusing on its function as a safe-haven asset, a store of value, and its relationship with inflation and market volatility. (2024-11-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/5012566/
- __[Disaster Risk, Inequality, Fiscal Sustainability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5012550)__: The paper examines the impact of climate change on budget sustainability and inequality, suggesting that climate-related disaster risks increase government debt and inequality, especially among low-income households. (2024-11-07, shares: 3) · https://www.ml-quant.com/papers/ssrn/5012550/
- __[Trend-Following Beta Replication](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4990063)__: The article discusses the challenges of trendfollowing investment strategies and suggests mitigating them by replicating a broad index of such funds, despite potential tracking errors. (2024-10-15, shares: 205) · https://www.ml-quant.com/papers/ssrn/4990063/
- __[Machine Learning in Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988124)__: The paper reviews machine learning methods in portfolio management, discussing their limitations, potential future developments, and applications in systematic trading strategies. (2024-10-15, shares: 8) · https://www.ml-quant.com/papers/ssrn/4988124/
- __[Optimal Hedge Fund Allocation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4987003)__: The research justifies significant allocations to hedge funds due to their diversification benefits, particularly equity and event-driven hedge fund strategies, even without alpha generation. (2024-10-14, shares: 7) · https://www.ml-quant.com/papers/ssrn/4987003/
- __[Strategic Trading in Bank Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4991701)__: The study reveals that US banks are reluctant to sell underwater bonds at a discount, especially those not recognizing unrealized losses in regulatory capital and banks with low stock market valuations. (2024-10-18, shares: 6) · https://www.ml-quant.com/papers/ssrn/4991701/
- __[LLMs for Time Series Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988022)__: The article evaluates the performance of Large Language Models (LLMs) for stock market forecasting, indicating varying effectiveness in different data scenarios and suggesting the need for further model refinement. (2024-10-15, shares: 21) · https://www.ml-quant.com/papers/ssrn/4988022/
- __[Fund Flows: Prospectus vs. Ratings](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989575)__: Prospectus vs. Ratings: Retail and institutional fund flows are primarily driven by sustainability statements in fund prospectuses, not external sustainability ratings, based on an analysis of over 23,000 equity mutual funds and ETFs. (2024-06-04, shares: 22) · https://www.ml-quant.com/papers/ssrn/4989575/
- __[Index Investing: Sentiment Spillover](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4978330)__: Sentiment Spillover: A model of index investing shows that index stocks have higher, more volatile prices, comove more with other index stocks, and have higher trading volume due to sentiment spillover from index investors. (2024-10-07, shares: 4) · https://www.ml-quant.com/papers/ssrn/4978330/
- __[Private Game Equity Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5008488)__: Private video game companies that receive private equity investment generally outperform other markets, making them attractive investments in terms of absolute return relative to the public market, based on an analysis of 540 deals. (2024-11-03, shares: 2) · https://www.ml-quant.com/papers/ssrn/5008488/
- __[Hidden Liquidity on U.S. Exchanges](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4988855)__: Despite the goal of transparent trading, hidden orders account for a significant portion of trading volume, and an AI model can predict where price-improving non-displayed orders are likely to appear. (2024-10-15, shares: 4) · https://www.ml-quant.com/papers/ssrn/4988855/
- __[Memory and Beliefs in Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013622)__: Sell-side stock analysts' belief formation is influenced by memory distortions, with analysts often over-recalling distant historical episodes and under-recalling them during crises, according to a machine learning model. (2024-11-04, shares: 7) · https://www.ml-quant.com/papers/ssrn/5013622/

## RePEc

### Finance

- __[Clustering for Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS2452306221001416%3Bh%3Drepec%3Aeee%3Aecosta%3Av%3A32%3Ay%3A2024%3Ai%3Ac%3Ap%3A1-16)__: The article suggests a new investment strategy using clustering to select fewer assets, potentially outperforming traditional equal weight strategies. (2024-11-13, shares: 21) · https://www.ml-quant.com/papers/repec/eee-ecosta-v-32-y-2024-i-c-p-1-16/
- __[LowFrequency Trading Algorithm](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F11%2F501%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A11%3Ap%3A501-%3Ad%3A1516347)__: The study introduces an improved algorithmic trading model that uses price indicators and a volume factor, yielding high returns with a high success rate and low maximum loss. (2024-11-13, shares: 19) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-11-p-501-d-1516347/
- __[Peak Price Tracking for Portfolio Selection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2023.2295975%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A75%3Ay%3A2024%3Ai%3A10%3Ap%3A2032-2051)__: The paper investigates the use of Online Gradient Update and Online Newton Update meta-algorithms in online portfolio selection, proving their effectiveness in various financial settings. (2024-11-13, shares: 19) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-75-y-2024-i-10-p-2032-2051/
- __[Sustainable Investment Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-024-06189-w%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A341%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10479-024-06189-w)__: The research presents a portfolio optimization approach based on a multi-index model that includes environmental, social responsibility, and corporate governance factors, providing a flexible alternative to large-scale covariance matrix estimation. (2024-11-13, shares: 18) · https://www.ml-quant.com/papers/repec/spr-annopr-v-341-y-2024-i-2-d-10-1007-s10479-024-06189-w/

### Statistical

- __[Online Investor Sentiment & Stock Market Risk Premium](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F20%2F3192%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A20%3Ap%3A3192-%3Ad%3A1497063)__: The study proposes using machine learning to predict stock market risk premium based on online investor sentiment, improving portfolio performance. (2024-11-13, shares: 22) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-20-p-3192-d-1497063/
- __[Stock Market Index Forecasting with DLWR-LSTM Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324008511%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A68%3Ay%3A2024%3Ai%3Ac%3As1544612324008511)__: The paper presents a DLWR-LSTM model for stock index forecasting, offering consistent accuracy regardless of time series variance. (2024-11-13, shares: 15) · https://www.ml-quant.com/papers/repec/eee-finlet-v-68-y-2024-i-c-s1544612324008511/
- __[Impact of ERM on Performance & Risk Indicators of XBANK Companies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41599-024-03871-z%3Bh%3Drepec%3Apal%3Apalcom%3Av%3A11%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1057_s41599-024-03871-z)__: The article investigates the link between enterprise risk management and firm performance, with data from Turkish banks indicating ERM enhances performance and value while managing risks. (2024-11-13, shares: 12) · https://www.ml-quant.com/papers/repec/pal-palcom-v-11-y-2024-i-1-d-10-1057-s41599-024-03871-z/

### Machine Learning

- __[Financial Stress in Banks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10514-z%3Bh%3Drepec%3Akap%3Acompec%3Av%3A64%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s10614-023-10514-z)__: Machine learning was used to predict default risk in financial institutions, with bailout probability, market share, and market-to-book ratio being key variables. (2024-11-13, shares: 24) · https://www.ml-quant.com/papers/repec/kap-compec-v-64-y-2024-i-3-d-10-1007-s10614-023-10514-z/
- __[Volatility Forecasting: Linear vs. Nonlinear](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927539824000598%3Bh%3Drepec%3Aeee%3Aempfin%3Av%3A78%3Ay%3A2024%3Ai%3Ac%3As0927539824000598)__: Linear vs. Nonlinear: Machine learning models were found to be effective in forecasting global stock market volatility, with simpler models performing better for volatility-timing portfolios. (2024-11-13, shares: 22) · https://www.ml-quant.com/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000598/
- __[Hyperparameters in ML Models](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS2049847023000614%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Apscirm%3Av%3A12%3Ay%3A2024%3Ai%3A4%3Ap%3A841-848_9)__: A review of political science journals revealed a lack of transparency in machine learning models, with only 20.31% reporting hyperparameters and their tuning. (2024-11-13, shares: 21) · https://www.ml-quant.com/papers/repec/cup-pscirm-v-12-y-2024-i-4-p-841-848-9/
- __[Investors' Risk Perception](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2024.2364831%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A17%3Ap%3A2032-2058)__: An unsupervised machine learning algorithm analyzed corporate disclosures, finding that most risk factors decrease return volatility when disclosed. (2024-11-13, shares: 19) · https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-17-p-2032-2058/
- __[Asset Pricing Uncertainty](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927539824000367%3Bh%3Drepec%3Aeee%3Aempfin%3Av%3A78%3Ay%3A2024%3Ai%3Ac%3As0927539824000367)__: A machine learning-constructed economic uncertainty index effectively predicted stock market returns, especially during high uncertainty and sentiment periods. (2024-11-13, shares: 18) · https://www.ml-quant.com/papers/repec/eee-empfin-v-78-y-2024-i-c-s0927539824000367/
- __[Public Debt Analysis with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324011930%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A69%3Ay%3A2024%3Ai%3Apa%3As1544612324011930)__: The research uses machine learning to determine that income channel significantly affects welfare changes due to public debt, while investment ratio channel has the least effect. (2024-11-13, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finlet-v-69-y-2024-i-pa-s1544612324011930/
- __[Stress Testing US Banks with ML](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924004083%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A95%3Ay%3A2024%3Ai%3Apc%3As1057521924004083)__: The article highlights the role of machine learning in improving risk analysis during stress tests, uncovering complex macro-financial connections and enhancing risk evaluation in economic downturns. (2024-11-13, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004083/
- __[Naïve Bayes for Spam Detection](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs40745-023-00479-z%3Bh%3Drepec%3Aspr%3Aaodasc%3Av%3A11%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s40745-023-00479-z)__: The research uses the Naive Bayes Classifier machine learning algorithm to categorize emails as spam or not, utilizing the Kaggle spam mails dataset and R software for data analysis. (2024-11-13, shares: 16) · https://www.ml-quant.com/papers/repec/spr-aodasc-v-11-y-2024-i-6-d-10-1007-s40745-023-00479-z/
- __[Support Vector for Gender Classification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11750-024-00671-1%3Bh%3Drepec%3Aspr%3Atopjnl%3Av%3A32%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s11750-024-00671-1)__: The paper introduces a new stopping criterion for support vector optimization algorithms to identify a person's gender from biographical text, especially in strongly inflected languages like Spanish. (2024-11-13, shares: 13) · https://www.ml-quant.com/papers/repec/spr-topjnl-v-32-y-2024-i-3-d-10-1007-s11750-024-00671-1/
- __[AI for Innovation: Bibliometric Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS1363919624500208%3Bh%3Drepec%3Awsi%3Aijimxx%3Av%3A28%3Ay%3A2024%3Ai%3A05n06%3An%3As1363919624500208)__: Bibliometric Analysis: The study discusses the significant role of AI, machine learning, and big data in fostering innovation, and highlights new potential research areas for scholars and practitioners. (2024-11-13, shares: 13) · https://www.ml-quant.com/papers/repec/wsi-ijimxx-v-28-y-2024-i-05n06-n-s1363919624500208/

### Deep Learning

- __[DeepVol: Volatility Forecasting with Dilated Causal Convolutions](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2387222%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A8%3Ap%3A1105-1127)__: Volatility Forecasting with Dilated Causal Convolutions: The study introduces DeepVol, a model using Dilated Causal Convolutions, which effectively uses high-frequency data to predict next-day market volatility. (2024-11-13, shares: 27) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-8-p-1105-1127/
- __[Index Tracking with Shapley Explanations](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924004198%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A95%3Ay%3A2024%3Ai%3Apc%3As1057521924004198)__: The paper suggests using a one-dimensional Pointwise Convolutional Autoencoder and Shapley Additive Explanations for index tracking, outperforming other stock selection strategies in various financial markets. (2024-11-13, shares: 17) · https://www.ml-quant.com/papers/repec/eee-finana-v-95-y-2024-i-pc-s1057521924004198/

### Historical Trending

- __[Asset Pricing from News](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frfs%2Fhhad042%3Bh%3Drepec%3Aoup%3Arfinst%3Av%3A36%3Ay%3A2023%3Ai%3A12%3Ap%3A4759-4787.)__: A study uses Wall Street Journal news text to develop a superior narrative factor pricing model that predicts investment opportunities with fewer errors. (2023-01-04, shares: 6) · https://www.ml-quant.com/papers/repec/oup-rfinst-v-36-y-2023-i-12-p-4759-4787/
- __[EU News Engagement on Facebook](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cogitatiopress.com%2Fpoliticsandgovernance%2Farticle%2Fview%2F4775%3Bh%3Drepec%3Acog%3Apoango%3Av10%3Ay%3A2022%3Ai%3A1%3Ap%3A121-132)__: Research finds that negative news about the EU gets more reactions and shares on social media, emotional content gets more comments, but conflict reduces engagement. (2022-12-14, shares: 4) · https://www.ml-quant.com/papers/repec/cog-poango-v10-y-2022-i-1-p-121-132/
- __[Collusion Regulation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1146%2Fannurev-economics-051520-021936%3Bh%3Drepec%3Aanr%3Areveco%3Av%3A15%3Ay%3A2023%3Ap%3A177-204)__: The article stresses the need to understand the existing legal system to effectively regulate collusion, rather than relying on economists' idealized views. (2023-02-26, shares: 1) · https://www.ml-quant.com/papers/repec/anr-reveco-v-15-y-2023-p-177-204/

## Machine learning

### Recently Published

- __[Shared Semantic Representations](https://arxiv.org/abs/2411.04986)__: Modern language models can process various languages and forms by learning a shared representation space used during input processing. (2024-11-07, shares: 65) · https://www.ml-quant.com/papers/arxiv/2411.04986/
- __[Sparse Multi-Modal Transformer](https://arxiv.org/abs/2411.04996)__: The Mixture-of-Transformers (MoT) is a sparse multi-modal transformer architecture that reduces pretraining costs and allows modality-specific processing with global self-attention. (2024-11-07, shares: 58) · https://www.ml-quant.com/papers/arxiv/2411.04996/
- __[Building Large Knowledge Bases](http://arxiv.org/abs/2411.04920)__: A large general-domain knowledge base (GPTKB) can be built entirely from a large language model, containing 105 million triples for over 2.9 million entities. (2024-11-07, shares: 45) · https://www.ml-quant.com/papers/arxiv/2411.04920/
- __[Generative Diffusion](https://arxiv.org/abs/2411.07233)__: The generative performance of diffusion models can be enhanced by using noise sources with temporal correlations for data destruction in the forward process. (2024-11-11, shares: 25) · https://www.ml-quant.com/papers/arxiv/2411.07233/
- __[Generative Video Camera Controls](https://arxiv.org/html/2411.05003v1)__: ReCapture is a method for creating new videos with unique camera trajectories from a single video, allowing for the regeneration of the video from different angles and cinematic camera motion. (2024-11-07, shares: 23) · https://www.ml-quant.com/papers/arxiv/2411.05003/
- __[DynaMem: Mobile Manipulation](https://arxiv.org/abs/2411.04999)__: Mobile Manipulation: DynaMem is a new method that uses dynamic spatio-semantic memory to help robots explore and adapt to new environments and track object movements. (2024-11-07, shares: 20) · https://www.ml-quant.com/papers/arxiv/2411.04999/
- __[Stronger Models vs. Tuning](https://arxiv.org/abs/2411.07133)__: A study introduces Compatibility-Adjusted Reward (CAR), a new metric to evaluate the effectiveness of language models, challenging the belief that larger models are better for instruction tuning. (2024-11-11, shares: 19) · https://www.ml-quant.com/papers/arxiv/2411.07133/
- __[Watermark Locally](https://arxiv.org/abs/2411.07231)__: The Watermark Anything Model (WAM) is a deep-learning model that can embed and extract hidden watermarks in specific areas of an image. (2024-11-11, shares: 17) · https://www.ml-quant.com/papers/arxiv/2411.07231/
- __[Recycled Attention for Inference](https://arxiv.org/abs/2411.05787)__: Recycled Attention is a method for large language models that alternates attention between full context and a subset of input tokens, improving performance and reducing computational load in long-context tasks. (2024-11-08, shares: 14) · https://www.ml-quant.com/papers/arxiv/2411.05787/
- __[Add-it: Object Insertion](https://arxiv.org/abs/2411.07232)__: Object Insertion: Add-it is a training-free approach for semantic image editing that uses diffusion models to add objects into images based on text instructions, ensuring natural placement and detail preservation. (2024-11-11, shares: 11) · https://www.ml-quant.com/papers/arxiv/2411.07232/

### Historical Trending

- __[API LLMs Info Leak](https://arxiv.org/abs/2403.09539)__: Researchers have discovered a method to extract hidden information from large language models like OpenAI's gpt-3.5-turbo using API queries, exploiting a weakness known as the softmax bottleneck. (2024-03-14, shares: 615) · https://www.ml-quant.com/papers/arxiv/2403.09539/
- __[ChatGPT in Academic Writing](https://arxiv.org/abs/2404.08627)__: A study of a million arXiv papers shows that large language models, specifically ChatGPT, are significantly impacting the writing style of academic abstracts, especially in computer science. (2024-04-12, shares: 293) · https://www.ml-quant.com/papers/arxiv/2404.08627/
- __[Qwen.5-Coder Report](https://arxiv.org/abs/2409.12186)__: The Qwen2.5-Coder series, an upgrade from CodeQwen1.5, shows remarkable code generation abilities and achieves top performance in multiple code-related tasks, potentially advancing code intelligence research. (2024-09-18, shares: 121) · https://www.ml-quant.com/papers/arxiv/2409.12186/
- __[SelfSupervised Gradients Representation Enhancements](https://arxiv.org/abs/2407.10964)__: The FUNGI method improves transformer encoders' features using self-supervised gradients, enhancing performance in vision, natural language processing, and audio tasks and datasets. (2024-07-15, shares: 78) · https://www.ml-quant.com/papers/arxiv/2407.10964/
- __[AI for Health in Africa](https://arxiv.org/abs/2409.12197)__: Research highlights the potential of AI in African healthcare, but emphasizes the need for culturally sensitive approaches and addresses concerns about trust, ethics, and systemic barriers. (2024-09-04, shares: 77) · https://www.ml-quant.com/papers/arxiv/2409.12197/
- __[Optimization on Random Generalized Stiefel Manifold](https://arxiv.org/abs/2405.01702)__: A new method for optimization over matrices is proposed, which is cost-effective and efficient in various machine learning applications. (2024-05-02, shares: 57) · https://www.ml-quant.com/papers/arxiv/2405.01702/
- __[Transformers and Propositional Logic Problems](https://arxiv.org/abs/2411.04105)__: A study reveals the internal mechanisms of large language models that enable complex logical reasoning, identifying specific planning and reasoning circuits. (2024-11-06, shares: 40) · https://www.ml-quant.com/papers/arxiv/2411.04105/
- __[Metamodels for Transfer Learning in Source Localisation](https://arxiv.org/abs/2305.08657)__: A Bayesian multilevel approach is used to predict model hyperparameters in acoustic emission experiments, demonstrating its use in source localization. (2023-05-15, shares: 40) · https://www.ml-quant.com/papers/arxiv/2305.08657/
- __[SynCode: LLM Generation with Grammar Augmentation](https://arxiv.org/abs/2403.01632)__: LLM Generation with Grammar Augmentation: SynCode, a new framework for syntactical decoding with large language models, is introduced, significantly reducing syntax errors in Python and Go code generation. (2024-03-03, shares: 37) · https://www.ml-quant.com/papers/arxiv/2403.01632/

## Papers with code

### Trending

- __[OpenHands: AI for Generalist Agents](https://github.com/all-hands-ai/openhands)__: AI for Generalist Agents: OpenDevin is an AI platform capable of writing code, interacting with command lines, and browsing the web similarly to a human developer. (2024-11-10, shares: 35480)
- __[Geometric Transformer for Molecular Modeling](https://github.com/microsoft/AI2BMD)__: Transformer architectures are now being used in molecular modeling, expanding their applications in data modalities. (2024-11-10, shares: 322)
- __[SVDQunat: Absorbing Outliers in Diffusion Models](https://github.com/mit-han-lab/deepcompressor)__: Absorbing Outliers in Diffusion Models: Nunchaku is an inference engine that merges the kernels of the low-rank branch into the low-bit branch to minimize redundant memory access. (2024-11-10, shares: 165)
- __[WebRL: Training LLM Web Agents](https://github.com/THUDM/WebRL)__: Training LLM Web Agents: WebRL employs a self-evolving curriculum, a robust outcome-supervised reward model, and adaptive reinforcement learning strategies for consistent progress. (2024-11-08, shares: 146)
- __[ADOPT: Modified Adam Convergence](https://github.com/ishohei220/adopt)__: Modified Adam Convergence: Adam is a popular optimization algorithm used extensively in deep learning. (2024-11-08, shares: 126)

### Rising

- __[HTML for Modeling Retrieved Knowledge](https://github.com/plageon/HtmlRAG)__: The article introduces HtmlRAG, a tool that uses HTML in place of plain text for RAG, with the code accessible on GitHub. (2024-11-08, shares: 118)
- __[Training Android Autonomous Agents](https://github.com/THUDM/Android-Lab)__: The article explores a code that accommodates both large language models and multimodal models within the same action space, available on GitHub. (2024-11-08, shares: 115)
- __[Large Multimodal Model with Tabular Data Integration](https://github.com/tablegpt/tablegpt-agent)__: The article presents TableGPT2, a model trained with a vast amount of table-related data, with the code available on GitHub. (2024-11-08, shares: 113)
- __[LLMtimesMapReduce: LongSequence Processing](https://github.com/thunlp/llmxmapreduce)__: LongSequence Processing: The LLMtimesMapReduce framework splits documents into sections for LLMs to handle and merges the results for the final product. (2024-11-13, shares: 104)
- __[Addressing Representation Collapse](https://github.com/youngsheen/SimVQ)__: VQ models often struggle with representation collapse in the latent space, which results in poor codebook usage and hinders scalability for extensive training. (2024-11-08, shares: 89)
- __[MVSplat360: 360 Scene Synthesis](https://github.com/donydchen/mvsplat360)__: 360 Scene Synthesis: MVSplat360's performance surpasses other methods in visual quality for wide-ranging or 360-degree NVS tasks when tested on the DL3DV10K dataset. (2024-11-08, shares: 41)

## GitHub

### Finance

- __[Algorithmic Trading](https://github.com/AliHabibnia/Algorithmic_Trading_with_Python)__: The course provides a comprehensive understanding of algorithmic trading, targeting individuals with basic Python programming and financial market knowledge. (2023-07-31, shares: 127)
- __[Shapley ML Interactions](https://github.com/mmschlk/shapiq)__: The article explores the use of Shapley values in machine learning in the piece Shapley Interactions for Machine Learning. (2023-10-17, shares: 213)
- __[FactorLab Library](https://github.com/systamental/factorlab)__: FactorLab is a Python tool designed to assist in identifying and analyzing alpha and risk factors in investment algorithm creation. (2022-10-05, shares: 13)
- __[Price Data Downloader](https://github.com/Leo4815162342/dukascopy-node)__: The project enables users to access historical price tick data for various financial instruments such as Crypto Stocks, ETFs, CFDs, and Forex through CLI and Node. (2019-06-08, shares: 362)
- __[Pairs Trading Project](https://github.com/KidQuant/Pairs-Trading-With-Python)__: The project employs statistics and financial theory to demonstrate the Pairs Trading strategy often used in equity markets. (2019-09-04, shares: 308)

### Trending

- __[DearPyGui](https://github.com/hoffstadt/DearPyGui)__: Dear PyGui is an article about a fast and reliable GUI toolkit for Python with few dependencies. (2020-05-28, shares: 13270)
- __[Sharebookkrpykrx](https://github.com/sharebook-kr/pykrx)__: KRX stock information scraping discusses the process of extracting stock data from the Korea Exchange. (2018-12-12, shares: 696)
- __[Pytrade.org](https://github.com/PFund-Software-Ltd/pytrade.org)__: Pytrade is an article about a trading platform that is based on Python. (2024-02-16, shares: 55)
- __[Aphroditeengine](https://github.com/PygmalionAI/aphrodite-engine)__: Largescale LLM inference engine discusses a large-scale inference engine designed for logical latent models. (2023-06-23, shares: 1122)
- __[AwesomeFastAPI](https://github.com/mjhea0/awesome-fastapi)__: A curated list of awesome things related to FastAPI is a collection of useful resources and tools for FastAPI. (2020-05-03, shares: 8658)

## News

### Quantitative

- __[Hedge Fund Risk on the Rise](https://www.hedgeweek.com/hedge-fund-risk-management-and-regulation-concerns-on-the-rise/)__: Beacon Platform's research reveals that hedge funds are boosting their risk management budgets due to increasing regulatory scrutiny. (2024-11-13, shares: 11)
- __[Brigade Gets 300m from Blackstone](https://www.hedgeweek.com/brigade-secures-300m-from-blackstone-for-private-credit-and-clo-investment/)__: Brigade Capital has received a $300m investment from Blackstone to enhance its private credit strategy and collateralised loan obligations platform, according to Reuters. (2024-11-13, shares: 8)
- __[Graduates Making 250k in Algorithmic Trading](https://www.efinancialcareers.com/news/graduates-are-earning-250k-salaries-in-algorithmic-trading)__: The article offers advice on landing a lucrative job in the finance industry. (2024-11-13, shares: 6)
- __[Raptor Group Invests in US Housing Market](https://www.hedgeweek.com/raptor-group-invests-in-hedge-fund-targeting-distressed-us-housing-market/)__: Raptor Group is investing in Trevally Capital, a new hedge fund focusing on distressed US housing market sectors, as per Bloomberg. (2024-11-11, shares: 5)
- __[Free Resources for Quant Finance](https://news.google.com/rss/articles/CBMipAFBVV95cUxPQXpic08yRnlRbGlOVEtFXzBSclNwV19jb1hhS1dtd3NvNWdNd3Q2SG1DYU53VDI0VURrLUN5Sk9sRDVoaC1qMG84dXhOTHc5Rk4yb2FpUVhEbUdKZFpqRDJONTg4Z2ZJcVRLakFSOFB5VGxYN2hIU2ZBWHN0TzZSUE1kdnd6Q01fdHNodFU3X25sWkN5UFdaQ1l6VlBsQzBSVk55aw?oc=5)__: In his 2024 article for DataDrivenInvestor, Jovan S Hernandez lists five free tools he utilized to enter Quant Finance. (2024-11-12, shares: 4)
- __[SFERS Boosts Allocations](https://www.hedgeweek.com/sfers-ups-hedge-fund-and-vc-fund-allocations-by-67m/)__: The San Francisco City & County Employees Retirement System (SFERS) plans to invest in a new hedge fund and venture capital allocation ahead of its November board meeting. (2024-11-11, shares: 3)
- __[FTX Sues Scaramucci](https://www.hedgeweek.com/ftx-sues-scaramucci-and-skybridge-capital-in-bid-to-recover-creditor-funds/)__: Bankrupt cryptocurrency exchange FTX is suing Anthony Scaramucci and his hedge fund SkyBridge Capital to recover funds for its creditors. (2024-11-12, shares: 3)
- __[Citadel Hires Elliott Partner](https://www.hedgeweek.com/citadel-poaches-elliott-partner-bhanji/)__: Citadel, a hedge fund owned by Ken Griffin, has hired Nabeel Bhanji from Elliott Investment Management in a significant recruitment move. (2024-11-12, shares: 3)
- __[Brazil’s Verde Invests in Bitcoin](https://www.hedgeweek.com/brazils-verde-made-bitcoin-play-ahead-of-us-election/)__: Brazilian hedge fund Verde Asset Management strategically invested in bitcoin prior to the US election, benefiting from the cryptocurrency's rally triggered by Trump's return to office. (2024-11-13, shares: 2)
- __[Hedge Funds Lose on Tesla Shorts](https://www.hedgeweek.com/hedge-funds-lose-over-5bn-on-tesla-shorts-amid-trump-musk-alliance/)__: Hedge funds that bet against Tesla have suffered over $5bn in losses since Trump's election victory, due to a surge in Tesla's shares after CEO Elon Musk endorsed Trump. (2024-11-11, shares: 2)

### Miscellaneous

- __[WTI Bullish Hedge Funds](https://www.hedgeweek.com/hedge-funds-up-bullish-wti-bets-to-highest-level-since-march/)__: Due to OPEC's delayed output increase and rising Middle East tensions, hedge funds have raised their positive outlook on West Texas Intermediate crude to a March high. (2024-11-11, shares: 2)
- __[Citadel Hires C Nerd](https://www.efinancialcareers.com/news/herb-sutter-citadel-securities)__: Citadel Securities has recruited the highly respected king of C. (2024-11-11, shares: 2)
- __[BlackRock Talks Millennium Stake](https://www.hedgeweek.com/blackrock-in-early-talks-for-minority-stake-in-millennium/)__: BlackRock is in preliminary discussions with Millennium Management about a potential strategic partnership, which could lead to BlackRock acquiring a minority stake in the hedge fund firm. (2024-11-08, shares: 2)
- __[Elliott IM's Female Partner](https://www.hedgeweek.com/elliott-im-appoints-first-female-partner/)__: Elliott Investment Management has named Samantha Algaze as its first female Partner and promoted two other Partners to its management committee. (2024-11-12, shares: 2)
- __[Family Offices in 2025](https://www.hedgeweek.com/family-offices-of-the-future-1/)__: A Hedgeweek report indicates growing opportunities for family offices in 2025, particularly in APAC and the Middle East, with increased investments in private credit and other non-traditional asset classes. (2024-11-13, shares: 2)
- __[Elliott Urges Honeywell Split](https://www.hedgeweek.com/activist-elliott-pushing-for-honeywell-split/)__: Elliott Investment Management is pushing Honeywell International to split its Aerospace and Automation divisions to increase value. (2024-11-13, shares: 2)
- __[Point72 Japan Head Steps Down](https://www.hedgeweek.com/point72-japan-head-to-step-down/)__: Point72 Asset Management is looking for a new Japan Head as Toby Bartlett is set to resign next year. (2024-11-13, shares: 1)
- __[Quant Fund Offers 45k Internships](https://www.efinancialcareers.com/news/top-paying-hedge-fund-internship)__: Graduates have the potential to earn up to 500k. (2024-11-11, shares: 1)
- __[Nissan Stock Surges post Activist Acquisition](https://www.hedgeweek.com/nissan-sees-stock-surge-after-hedge-fund-linked-activist-acquires-2-5-stake/)__: Nissan Motor's shares experienced their biggest rise in 15 years after Suntera Cayman bought a 2.5% stake in the company. (2024-11-13, shares: 1)
- __[Trump Rally Nets Rokos 1bn Profit](https://www.hedgeweek.com/trump-market-rally-nets-rokos-almost-1bn-single-day-profit/)__: Chris Rokos of Rokos Capital Management earned nearly 1bn in profits during the market surge after Trump's reelection. (2024-11-11, shares: 1)

## Podcasts

### Quantitative

- __[Futures Trading Evolution](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16075273-anthony-crudele-on-futures-trading-evolution-risk-management-tactics-and-embracing-mindful-market-strategies.mp3)__: Trader Anthony Crudele discusses his transition from CME Group floor to mindful trading, focusing on strategies for market navigation and risk management in futures trading. (2024-11-11, shares: 24)
- __[Options Market Insights](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16018428-cem-karsan-on-options-market-evolution-global-investment-dynamics-and-navigating-economic-complexity.mp3)__: Cem Karsan talks about the evolution of options from derivatives to key elements in market analysis, highlighting risk management, collateral leveraging, and the impact of geopolitical tensions. (2024-11-07, shares: 15)
- __[Gold Investing Strategies](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16054640-axel-merk-on-gold-investing-dynamics-mining-sector-strategies-and-diversification-essentials.mp3)__: Axel Merk provides insights into gold investing, discussing the influence of economic cycles, Federal Reserve policies, and strategies of mining firms on gold's trajectory. (2024-11-08, shares: 14)
- __[Technical Analysis Mastery](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/16075277-katie-stockton-on-technical-analysis-mastery-sector-rotation-strategies-and-navigating-market-shifts.mp3)__: Katie Stockton shares tips on mastering technical analysis in investing, emphasizing diversified exposure, strategies to limit losses, and the role of technical analysis in assessing liquidity and macro trends. (2024-11-10, shares: 8)
- __[US Election Impact](https://atanyrate.podbean.com/e/em-fixed-income-us-election-first-reactions/)__: Jonny Goulden and Saad Siddiqui discuss the effects of recent market developments on the EM fixed income asset class post-US elections in a November 2024 podcast. (2024-11-08, shares: 8)

### Related

- __[Treasury Roll Dynamics](https://atanyrate.podbean.com/e/at-any-rate-treasury-futures-quarterly-roll/)__: In a podcast, Srini Ramaswamy and Ipek Ozil discuss the dynamics of the upcoming Treasury futures roll cycle. (2024-11-12, shares: 7)
- __[ChinaScope Insights](https://shows.acast.com/the-alternative-data-podcast/episodes/the-chinascope-episode)__: Tom Liu talks about China's changing attitudes towards data and the market for alternative data in a podcast interview. (2024-11-08, shares: 6)
- __[Andrew O'Connell: Trading Champ](https://rss.com/podcasts/confessionsmm/1746854)__: Trading Champ: Andrew O’Connell shares his investment strategies and experiences in a podcast episode. (2024-11-11, shares: 6)
- __[Implied Volatility](https://interactive-brokers-podcast.podbean.com/e/lean-in-to-implied-volatility/)__: Dmitry Pargamanik and Will McBride discuss the impact of implied volatility on option quotes in a podcast with Jeff Praissman. (2024-11-11, shares: 6)
- __[David Kelly: Diversification](https://traffic.megaphone.fm/TIFM9019091237.mp3?updated=1731007450)__: Diversification: Dr. David Kelly discusses economic themes such as inflation, consumer sentiment, and government deficit in a podcast episode. (2024-11-08, shares: 5)

## X / Twitter

### Quantitative

- __[Research Recap: Fixed Income, Stock Returns, ML Models, Arbitrage, and More](https://twitter.com/quantseeker/status/1856302479182303348)__: Fixed Income, Stock Returns, ML Models, Arbitrage, and More: The article summarizes recent research on various financial topics including fixed-income investing, stock return predictability, economic constraints in machine learning models, and statistical arbitrage. It also mentions resources like blogs, repositories, and podcasts. (2024-11-12, shares: 0)

### Miscellaneous

- __[Competitive Advantages & Market Performance](https://twitter.com/quantseeker/status/1856278089061298482)__: Firms with significant competitive edges usually outperform those without, but not always the overall market. (2024-11-12, shares: 0)
- __[Stocks Added to S&P 500](https://twitter.com/ConcretumR/status/1854590938980442617)__: The article investigates the performance of stocks when they are included in the S&P 500, a crucial measure of the U.S. economy's health. (2024-11-07, shares: 0)

## Reddit

### Quantitative

- __[Signs of Closure](https://www.reddit.com/r/quant/comments/1glf28x/for_those_who_worked_at_a_prop_shop_that/)__:  (2024-11-07, shares: 80)
- __[Grafana Users](https://www.reddit.com/r/algotrading/comments/1gkqmdc/does_anyone_else_use_grafana_for_dashboards/)__:  (2024-11-06, shares: 78)
- __[Thinkers in Quant](https://www.reddit.com/r/quant/comments/1gkz3pc/fast_thinkers_vs_slow_thinkers_in_the_quant_world/)__:  (2024-11-06, shares: 647)
- __[Years of Investment Data](https://www.reddit.com/r/quant/comments/1govkqg/effort_to_provide_open_investment_data_25_years/)__:  (2024-11-11, shares: 74)
- __[Impact of No PhD](https://www.reddit.com/r/quant/comments/1gkptgk/does_not_having_a_phd_hurt_in_the_long_run/)__:  (2024-11-06, shares: 59)

### Rising

- __[Started Guide](https://www.reddit.com/r/algotrading/comments/1gmbog6/highlevel_overview_of_how_to_get_started/)__:  (2024-11-08, shares: 836)