Deep BSDE Pricing and Delta-Gamma
A new method for pricing and hedging high-dimensional Bermudan options using a deep BSDE approach has been demonstrated, showing accuracy and robustness with up to 100 risk factors.
6 shares4 citations todaySource ↗
Quant LetterNo. 85
February 2025, Week 3
151 items across 9 sections, as sent to readers on 19 February 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 151
- Papers
- 86
- Sections
- 9
- Issue
- No. 85
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
22 items
Finance5
Generative AI in Public Sector
The application of Generative AI in public sector tasks showed mixed results, improving document understanding but decreasing data analysis quality.
6 shares1 citation todaySource ↗
Robust Equity-Indexed Annuity Pricing
A new method for pricing equity-indexed annuities with cliquet-style payoffs and early surrender risk has been proposed, using a tree-based framework and local volatility optimization.
6 shares1 citation todaySource ↗
Cholesky Decomposition Asset Selection
A new asset selection method for mean-variance portfolios has been proposed, allowing for quicker optimization and construction of portfolios with fewer assets.
5 shares1 citation todaySource ↗
Actuarial xVA Hedging Approach
The pricing and hedging of counterparty credit risk and funding when there's no chance to hedge the jump to default is considered, using local risk-minimization and a BSDE.
5 sharesSource ↗
Economics7
Measurement Error in FAO-GAEZ Productivity Data
The article proposes a new method to measure the impact of agricultural productivity on the economy, suggesting that previous estimates may have been inflated due to measurement errors.
31 shares1 citation todaySource ↗
XOR Package Bids in Electricity Auctions
The research introduces decision support algorithms to enhance package bid selection in combinatorial auctions, specifically in electricity auctions, to improve computational feasibility and overall welfare.
11 shares8 citations todaySource ↗
ChatGPT and DeepSeek in Stock Market Prediction
The research shows that ChatGPT, a language model, can predict stock market and macroeconomic trends more accurately than other models like DeepSeek by analyzing information from the Wall Street Journal.
11 shares18 citations todaySource ↗
Flood Risk & Home Prices in Italy
The Covid-19 pandemic has sparked a rise in entrepreneurship in the UK, mainly among men aged 35-49 in London, potentially increasing wealth inequalities.
10 shares1 citation todaySource ↗
Understanding Development Projects with AI
Continuous flooding, not just specific events, leads to a drop in Italian home prices, with younger, lower-income buyers more likely to live in these risky areas.
8 sharesSource ↗
Covid-19 Crisis & Entrepreneurship in the UK
Machine learning and natural language processing have been used to analyze the OECD's Creditor Reporting System dataset, revealing hidden aspects of development finance.
8 sharesSource ↗
Analyzing Flood Risk & Home Prices
Artificial intelligence has been used to uncover hidden topics in development finance from the OECD's Creditor Reporting System dataset, improving understanding of donor priorities.
8 sharesSource ↗
Miscellaneous4
Generative AI Benchmarking for Finance
LOB-Bench, a Python benchmark tool, has been launched to assess the quality of generative message-by-order data for limit order books, with the GenAI approach showing superior performance.
13 shares9 citations todaySource ↗
AI vs Web: Evidence from Sierra Leone Teachers
Evidence from Sierra Leone Teachers: An AI chatbot used by teachers in Sierra Leone has proven to be more efficient and relevant than traditional web search, indicating AI's potential in areas with limited internet access.
7 shares4 citations todaySource ↗
Neural Network Model for Regression
A novel method combining non-parametric regression, factor models, and neural networks has been introduced, showing effectiveness in predicting equity ETF indices prices and macroeconomic data.
7 sharesSource ↗
FLAGTrader: Fusion LLM-Agent
Fusion LLM-Agent: FLAG-Trader, a new architecture combining linguistic processing and reinforcement learning, has been proposed to enhance decision-making in interactive financial markets.
5 shares33 citations todaySource ↗
Crypto & Blockchain2
Blockchain Ecommerce Survey
A study reveals that 33% of blockchain users in e-commerce engage in fraud, proposing a solution of a trusted authority downgrading fraudulent parties' credit records on a permissioned blockchain.
6 sharesSource ↗
Cryptocurrency in UniswapV2
An analysis of decentralized exchanges (DEXs) shows high risks in investing in new tokens due to liquidity traps and fraud, emphasizing the importance of understanding the financial dynamics and risks of decentralized markets.
5 shares5 citations todaySource ↗
Historical Trending4
RiskSensitive RL with LLMs
The article introduces a trading agent that uses reinforcement learning and language models to analyze financial news and make risk-sensitive trading recommendations, tested on the Nasdaq-100 index.
30 shares22 citations todaySource ↗
Sectoral Production Heterogeneity & GDP Effects
The article presents a strategy to estimate the impact of a negative sectoral shock on GDP, highlighting the varying effects based on sectors' ability to substitute inputs and their role as input suppliers.
15 sharesSource ↗
Entropy of Expectation & Price
The article explores the non-linear pricing in incomplete securities markets, measuring strategic risks using an entropic risk metric and adjusting the price for market incompleteness and default risk.
15 shares1 citation todaySource ↗
Ecommerce Advertising & Marketplace Functions
The article suggests that separating advertising from e-commerce platforms can benefit sellers but harm consumers and may not necessarily enhance social welfare due to differing economic incentives.
9 shares1 citation todaySource ↗
SSRN
Working papers in finance and economics from SSRN.
34 items
Quantitative18
Alpha Spectral Events and Alcohol Exposure
Research shows that age decreases the duration of alpha power events in both normal individuals and those exposed to alcohol prenatally.
11 sharesSource ↗
AI and ML for Cloud Migration
A review indicates that AI and machine learning can simplify the process of cloud migration, despite issues like shortage of skilled workers and data security risks.
10 sharesSource ↗
Scaling Political Actors with Embedding Representations
A novel method using natural language processing enables a more comprehensive scaling of lawmakers and their parties, covering a wider array of issues and political theories, such as views on the EU and party populism.
9 sharesSource ↗
Evolution of Portfolios
The article studies the evolution of portfolio management over 70 years, focusing on the challenges of integrating investment signals into optimization frameworks.
253 sharesSource ↗
Volatility Predictions in Credit Markets
The research presents a predictive causality network among corporate bond issuers to aid proactive portfolio management and diversification analysis.
229 sharesSource ↗
Enhanced Factor Portfolio Optimization
The paper explores the use of an Enhanced Portfolio Optimization model for factor investors to optimize asset allocation, considering the recent poor performance of the value factor in the US equity market.
55 sharesSource ↗
Intraday Returns Forecasting in Brazil
The study compares machine learning methods for forecasting Brazilian stock returns, with Ridge Regression performing best when considering transaction costs.
30 sharesSource ↗
Private Firm News Disclosure Effects
The research reveals that voluntary news disclosure by private firms increases the investment sensitivities of public peer firms, especially in volatile industries with less local newspaper coverage.
87 sharesSource ↗
Options Trading Impact on Stock Market
The paper investigates the effect of equity options trading and investor sentiment on stock market returns and volatility, concluding that both call and put option trading increase stock price volatility.
22 sharesSource ↗
Mutual Fund Investors and Seeking Alpha
The study shows increased sensitivity to alpha risk and expenses among mutual fund investors from 1991 to 2016, with poor timing in alpha-chasing proving harmful to most investors.
17 sharesSource ↗
Crude Oil Market Risk Premium
The Tail Risk Premium (TRP) in the crude oil market is a stronger predictor of future returns than the Variance Risk Premium (VRP), despite being smaller.
83 sharesSource ↗
FX Forecast Volatility in Risk Management
A dynamic Bayesian model using skewed distributions improves currency risk management and hedging strategies by better capturing financial data asymmetry.
10 sharesSource ↗
Presidential Economic Approval Asset Liquidity
The Presidential Economic Approval Rating (PEAR) influences firms' asset liquidity strategies, with higher PEAR leading to increased external financing and investments.
20 sharesSource ↗
Oil Production Decline Prediction
Ensemble residual machine learning models are more effective than traditional models in oil production forecasting due to their ability to handle high nonlinearity in data.
14 sharesSource ↗
Stanfords s1 vs. DeepSeek-R1
The s1 model, trained on a compact dataset, is cost-efficient and accurate in complex reasoning tasks, with a mechanism that allows controllable test-time scaling.
286 sharesSource ↗
Material Models Measured Strain Fields
The Onestep SelfSim method uses machine learning to create material models from measured strain fields, accurately capturing the elastoplastic behavior of materials.
15 sharesSource ↗
Value Investing Theory Practice
An accounting-based valuation model supports value investing theories, aligns with strategies used by legendary investors, and accommodates return prediction patterns documented by researchers.
80 shares3 citations todaySource ↗
Corporate Hedging Debt Costs Emerging Market
Corporate hedging has varied effects on Brazilian firms' debt costs, increasing primary market costs but reducing risk in the secondary market, with subsidized credit not significantly affecting this relationship.
10 sharesSource ↗
Financial16
Improving Beta Strategy
The article introduces a new investment strategy called Betting Against Bad Beta. This strategy enhances the performance of Betting Against Beta strategies by considering both good and bad beta. However, its success is reliant on effective transaction cost management.
14 sharesSource ↗
Flaws in 4% Rule
The article critiques the 4% withdrawal rule in retirement planning, highlighting its historical shortcomings and advocating for more flexible strategies.
301 sharesSource ↗
Credit Risk Upgrade
The piece suggests that data from US corporate bond holdings can provide more accurate and timely information than traditional credit ratings in fixed income markets.
40 sharesSource ↗
Cryptocurrency Liquidity
The study examines the link between market volatility and liquidity in cryptocurrency markets, using a model to assess the impact.
35 sharesSource ↗
Portfolio Optimization
The paper presents a unified framework for portfolio optimization, combining traditional Mean-Variance analysis with additional risk constraints for robust investment strategies.
108 sharesSource ↗
FearBased Pricing
The article introduces a new fear-based model for returns, arguing that it could have predicted most anomalies and factors in the past 50 years.
244 sharesSource ↗
Climate Risks in Real Estate
The study shows how physical climate risks, specifically river floodings, can affect the credit risk parameters and internal capital calibration of banks.
94 sharesSource ↗
Monetary Policy Impact
The research shows that hedge funds adjust their market exposure based on monetary policy, using information from FOMC announcements to predict market trends.
53 sharesSource ↗
Price Momentum in Indian Equity Markets
The research evaluates the success of a price momentum-based strategy in India's equity market using different weighting methods.
47 sharesSource ↗
Simple Climate Stress Testing
The BKMN model is presented to help financial institutions perform climate stress tests, connecting temperature and CO2 prices to financial market effects.
116 sharesSource ↗
Corporate Bond Returns Analysis
A study of U.S. corporate bonds identifies four factors that provide strong return premiums after costs.
66 shares3 citations todaySource ↗
Forecasting Corporate Bond Index Returns
The research explores the return predictability of U.S. corporate bond indexes, identifying key predictors and potential economic benefits for investors.
65 sharesSource ↗
Volatility Connectedness in Global Forex Markets
The study examines volatility links among top traded currencies, identifying the Swiss franc and Japanese yen as ideal for managing currency risk.
25 sharesSource ↗
Risks of Investing in Meme Coins
The paper explores the risks of investing in meme coins, using the TRUMP token as an example, and highlights issues of transparency, market manipulation, and insider advantages.
48 sharesSource ↗
Return Connectedness Among Cryptocurrencies
The research analyzes the interconnectedness in returns among five major cryptocurrencies, identifying Bitcoin and Ethereum as net return transmitters and Cardano and Ripple as effective for portfolio optimization.
21 sharesSource ↗
Foreign Exchange Trading Volume Impact
The paper studies the effect of foreign exchange trading volume on exchange rate volatility, emphasizing the significant impact of the U.S. dollar through a third-party channel.
12 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
30 items
Finance10
Enhanced Emerging Market Portfolio Performance
A second-generation Automated Adaptive Trading System could help stabilize emerging markets during downturns, addressing challenges posed by algorithmic trading and passive investing.
27 sharesSource ↗
Volatile KSE-30 Equities Allocation
Machine learning has been used to identify assets contributing to downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization strategy for effective asset allocation.
25 sharesSource ↗
Country Equity Risk Premia Factor Model
A new model using instrumented principal component analysis has been developed to predict emerging market returns, outperforming other models in predicting country equity risk premia.
21 sharesSource ↗
Financial Model Feature Importance
The application of machine learning in financial models can produce misleading feature importance ranks, emphasizing the need for careful use of these techniques.
18 sharesSource ↗
Portfolio Optimization with Risk Parity
A new risk parity portfolio optimization method considers fat-tailed and heteroscedastic asset returns, reducing portfolio turnover during market turmoil and enhancing risk-adjusted returns.
16 sharesSource ↗
FAANG Stocks as Safe Havens
Research shows that high-performing US tech stocks like FAANG can act as a safety net for Bitcoin and Ethereum investors, offering diversification benefits.
16 sharesSource ↗
Growth-Optimal Portfolio with Risk Control
A study on portfolio choice for log-returns in a complete market reveals that Value-at-Risk increases losses, while Expected Shortfall minimizes losses during market downturns.
14 sharesSource ↗
Multi-Objective Optimization for Systemic Risk
A new portfolio optimization framework that considers systemic and individual risk suggests potential inefficiencies in current portfolio structures.
14 sharesSource ↗
Shrinkage of Covariance Matrices for GMV Portfolios
The study suggests an optimal shrinkage intensity selection for linear shrinkage covariance estimators, leading to better global minimum-variance portfolios.
12 sharesSource ↗
Mellin Transform Approach for American Options
A new method for calculating option Greeks using the Mellin transform is introduced, offering a fresh approach to risk mitigation in option trading.
11 sharesSource ↗
Statistical3
New Momentum Strategy for Equity Prediction
The new machine learning strategy, N-MDIS, has been introduced to enhance the accuracy of equity premium prediction, outperforming previous methods.
19 sharesSource ↗
Model Clustering for Crypto Volatility Prediction
A study reveals that a combined approach enhances the accuracy of cryptocurrency volatility prediction, aiding investors in optimizing risk management strategies.
19 sharesSource ↗
Market Competition and Zero-Leverage Policies
Research indicates that increased product market competition leads firms, particularly those with high earnings volatility, to adopt zero-leverage policies, emphasizing the impact of earnings volatility on capital structure decisions.
18 sharesSource ↗
Machine Learning6
Bond Market Volatility Forecasting for Chinese Stocks
The study shows that the fluctuation of 10-year treasury bond contracts can predict China's stock market volatility, with machine learning methods proving more accurate than traditional models.
24 sharesSource ↗
Stochastic Lot Streaming and Scheduling with Machine Learning
The article proposes a new algorithm and machine learning model for the Lot Streaming and Scheduling Problem (LSSP) with uncertain product arrival times, aiming to enhance efficiency and precision.
16 sharesSource ↗
Multiscale Dynamics in Chinese Financial Markets
The paper introduces a new statistical machine learning method for breaking down and analyzing complex time series, proving its effectiveness on financial data from the COVID-19 pandemic, suggesting it could replace traditional methods.
13 sharesSource ↗
Random Forest for Ordered Choice Model
The article introduces a new machine learning tool, Ordered Forest, that estimates conditional choice probabilities and marginal effects, with software available in R and Python.
13 sharesSource ↗
Multilayer Network Metrics for Table Tennis
The research presents new metrics for analyzing technical-tactical styles in table tennis using a multilayer network and machine learning, which accurately predict game outcomes.
13 sharesSource ↗
Differential Returns in Germany
The study uses machine learning to analyze rates of return on wealth in Germany, revealing a negative return for the bottom 50% when adjusted for inflation and interest, with socio-economic factors predicting wealth distribution.
11 sharesSource ↗
Deep Learning1
Detecting Asset Price Bubbles with Deep Learning
The article discusses a deep learning algorithm designed to detect financial asset bubbles through the analysis of observed call option prices. This algorithm was tested on tech stock market data and under different models.
15 sharesSource ↗
Historical Trending10
Predicting VIX Trends
The study uses machine learning to predict the CBOE Volatility Index, finding that weekly jobless claim data significantly impacts market volatility and improves trading strategies' resilience.
23 sharesSource ↗
Sales Prediction on Jumia
The research uses machine learning to predict sales on Jumia, revealing that the gradient boosting machine model is superior to the linear regression model, and sales are driven by pricing, promotions, and seasonal factors.
17 sharesSource ↗
Stock Price Prediction in Eurozone Banks
The paper compares the effectiveness of different models in predicting European banking sector stock prices, concluding that traditional machine learning models outperform advanced deep learning models.
13 sharesSource ↗
Money Market Trading
The article examines the opportunities and risks of money market trading in the Swiss banking sector, providing valuable information for professionals and clients and outlining the basic requirements for money market traders.
8 sharesSource ↗
Selective-Combined Inflation Forecasting
The study aims to enhance inflation forecasting by incorporating machine learning methods, demonstrating that this hybrid approach significantly reduces forecasting errors and improves the reliability of short-term forecasts.
7 sharesSource ↗
TimeVarying Parameters in Fama-French Model
The research finds that time-variable parameters in the Five-Factor Model influence its pricing capability.
4 sharesSource ↗
Lessons from Social Media for Climate Policy
The study uses machine learning to analyze social media discussions on climate change and suggests diverse policies for net-zero goals.
4 sharesSource ↗
Translating Thirukural: MsT vs. HT
MsT vs. HT: The research compares the accuracy of Microsoft and Human translations of ancient Tamil literature into English, noting changes in the targeted text.
3 sharesSource ↗
AI Techniques for Cloud Resource Management
The paper discusses the use of AI techniques to improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency.
2 sharesSource ↗
Strategic AI Governance in Moldova
The article suggests a framework for AI governance in Moldova to meet EU standards, highlighting the role of responsible AI governance in supporting Moldova's EU aspirations.
2 sharesSource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
8 items
Trending4
MatterGen: Generative Model for Materials Design
Generative Model for Materials Design: The article presents adapter modules that help fine-tune property constraints using a labeled dataset.
1,121 shares
LIMO: Less is More for Reasoning
Less is More for Reasoning: The article shows that complex mathematical reasoning can be achieved with a minimal number of examples.
561 shares
SEALRG: Scaling TestTime Compute with Latent Reasoning
Scaling TestTime Compute with Latent Reasoning: The article talks about the expansion of a prototype model to 3.5 billion parameters and 800 billion tokens.
405 shares
Meta Audiobox: Unified Quality Assessment for Audio
Unified Quality Assessment for Audio: The article investigates the difficulty of measuring audio aesthetics in audio processing due to its subjective nature.
284 shares
Rising4
CodeIO: Reasoning Patterns
Reasoning Patterns: The article discusses the inherent reasoning capabilities of Large Language Models.
284 shares
PIKERAG: Knowledge Generation
Knowledge Generation: The piece highlights the limitations of Retrieval-Augmented Generation systems in meeting the varied needs of industrial applications.
194 shares
Temporal Memory for Understanding
The article introduces Temporal Working Memory, a cognitive module designed to enhance the temporal modeling abilities of MFMs.
94 shares
Agentic Reasoning for LLMs
The article presents Agentic Reasoning, a new framework that incorporates external tool-using agents to improve the reasoning of Large Language Models.
92 shares
GitHub
Repositories the letter featured.
10 items
Finance5
HRPA
The article explores the use of hierarchical risk parity algorithms in managing financial risks.
26 shares
NexusTrader
NexusTrader, a professional-level open-source platform for quantitative trading, is introduced.
229 shares
Microsoft KMAI
The use of RAG architecture, LLM, and natural language in data indexing, querying, and source tracking is discussed.
1,771 shares
Zjh819LLMDataHub
The guide offers tips on fine-tuning datasets for better trending analysis.
2,847 shares
Sinaptikaipandasai
The article introduces PandasAI, a tool that facilitates conversational data analysis using LLMs and RAG.
14,502 shares
Trending5
ABIDES Simulation
ABIDES AgentBased Interactive Discrete Event Simulation discusses an interactive simulation system.
408 shares
Warez and Piracy Links
A curated list of awesome warez and piracy links compiles links related to software piracy.
24,528 shares
AI Web Browsing
Use your locally running AI models to assist you in your web browsing explains how to use AI for better web browsing.
4,852 shares
Research Assistant
Fully local web research and report writing assistant describes a tool for offline web research and report writing.
2,251 shares
Vercel Builder
Build AIpowered applications with React Svelte Vue and Solid guides on creating AI applications using different web development frameworks.
11,930 shares
News
Industry news: funds, hiring, markets and regulation.
20 items
Quantitative10
Graham Capital's Leadership Change
Jens Foehrenbach is now the President and Co-Chief Investment Officer at Graham Capital Management, a $20bn investment firm.
6 shares
Investors Flock to Hedge Funds
A BNP Paribas survey reveals that institutional investors are turning to hedge funds as private equity deals decrease.
5 shares
Hedge Funds Boost Bitcoin ETF Exposure
Tudor Investment Corp and Hunting Hill Capital have increased their investments in US bitcoin exchange-traded funds in Q4 2024.
4 shares
Allocators Bullish on Hedge Funds
At Kepler Partners' CIO Perspectives event, senior investment professionals expressed a positive outlook on the future of hedge funds.
4 shares
Fidelity Executive Joins Rokos
Rokos Capital Management has hired former Fidelity International executive, Sabina Awan, as a Trading Solutions Consultant in London.
4 shares
Hazeltree's New CEO
Lokesh Seth is the newly appointed CEO of Hazeltree, a company offering cloud-based treasury and liquidity management solutions.
4 shares
Discovery Capital Readies for Correction
Discovery Capital Management's founder, Robert Citrone, is reducing his firm's equity exposure in anticipation of a potential stock market correction.
4 shares
China Hedge Funds Draw Investors
A BNP Paribas SA survey reveals that global investors are regaining interest in China-focused hedge funds after years of capital withdrawals.
3 shares
Point72 Boosts Sphere Entertainment Stake
Point72 Asset Management has upped its investment in Sphere Entertainment to 7.3% amidst the company's ongoing debt restructuring negotiations.
3 shares
QRT Explores Iceland Edge
Qube Research & Technologies, a London-based hedge fund, is building a high-tech data centre in Iceland to improve its data analysis capabilities.
3 shares
Miscellaneous10
Aussie Dollar Defies Expectations
Despite negative market sentiment, the Australian dollar remains strong, potentially causing losses for hedge funds betting against it, according to RBC Capital Markets and Westpac Banking Corp.
3 shares
AI Hedge Fund Beats Market
Minotaur Capital, a Sydney-based hedge fund startup using AI, has outperformed the global stock market and reduced research costs in its first six months, as reported by Bloomberg.
3 shares
Hedge Funds Bet on Bond Clause
DE Shaw and other hedge funds are profiting from a lesser-known corporate bond clause, forcing European companies to repurchase debt at above-market prices during asset sales or breakups, says the Financial Times.
3 shares
Altana Misused Trade Secrets
London's High Court has found UK hedge fund Altana Wealth guilty of using a competitor's confidential information to establish its Venezuelan debt-focused fund, according to Reuters.
3 shares
Tata Quant Fund to Merge
Tata Quant Fund is expected to merge with Tata Flexi Cap Fund by March 2025, as reported by StudyCafe.
2 shares
Elliott vs BP
BP is embroiled in a conflict between Elliott Management and institutional investors regarding its approach to climate change and capital distribution.
2 shares
Matthews' Governance Changes
Matthews International is altering its corporate governance in response to pressure from Barington Capital Group during a proxy fight.
2 shares
Bridgewater Founder Urges Debt Slash
Ray Dalio, founder of Bridgewater Associates, cautions of severe economic fallout if the US government's debt issue isn't promptly tackled.
1 shares
Bridgewater Boosts Tesla
Bridgewater Associates has increased its investment in Tesla and decreased its holdings in the top seven tech stocks in Q4.
1 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Commodity Trading Dynamics
Jake Hanley and Sal Gilberti discuss the effects of tariffs and dollar strength on capital markets, especially agricultural commodities, and the potential impact of Trump's possible 2024 re-election.
15 shares
Fragile Markets Strong Portfolios
Jim Masturzo talks about the changing asset allocation landscape, the vulnerability of US markets, and the influence of AI on productivity.
13 shares
SmallCap Stocks
Jay Hatfield shares insights on the relationship between tariffs, political narratives, inflation expectations, and the importance of thorough analysis for market opportunities.
12 shares
EM Fixed Income Analysis
Jonny Goulden and Saad Siddiqui discuss recent market developments and their effects on the EM fixed income asset class.
8 shares
US Tariffs and European Equity Markets
Ben Bennett discusses the early weeks of Trump's second presidency, mixed signals from the UK central bank, and Europe's strong equity market performance.
7 shares
Related5
Neoliberal Finance
Dr. Melinda Cooper's book examines the contradiction of neoliberal public finance and its influential theories.
7 shares
Global Market Impact
A podcast by Natasha Kaneva, Meera Chandan, and Anezka Christovova discusses recent trends in commodities and FX markets.
7 shares
Consumer Staples Shift
Rob Almeida and Genevieve Gilroy discuss the changing consumer staples sector and the need for global research collaboration in a podcast.
4 shares
Forex Fortune Chase
A podcast explores the volatile world of forex trading and the factors influencing the market.
3 shares
Uncomfortable Money Truth
Paul Podolsky's book provides financial education, teaching readers to handle financial uncertainty and make independent decisions.
3 shares
X / Twitter
Posts from quant researchers on X.
7 items
Quantitative3
Investing Research
The recent investment research roundup discusses cryptocurrency, return reversals, momentum, using ChatGPT for return predictions, and volatility timing.
2 shares
Short-Term Reversion Signal
A recent blog post explores and tests a short-term mean reversion signal between stocks and bonds.
2 shares
Corporate Bond Pricing
A new study highlights five key factors that effectively price corporate bonds, endorsing factor-based active and defensive strategies.
2 shares
Miscellaneous4
ChatGPT vs DeepSeek
ChatGPT surpasses DeepSeek in accurately predicting stock market returns.
0 shares
The Dead Horse
The Dead Horse Theory article explores the human inclination to persist with unsuccessful systems or strategies.
0 shares
Value Investing: Academic to Graham and Buffett
Academic to Graham and Buffett: The piece connects academic research with Graham and Buffett's value investing strategies.
0 shares
NYT on AI Character Agents
The New York Times article explores the potential influence of AI character agents on future cinema.
0 shares
Threads from r/quant, r/algotrading and friends.
10 items
Quantitative5
QRT Secrets
149 shares
Market Makers
122 shares
New Quant AMA
98 shares
NDA Interview
75 shares
Impact Models
160 shares
Rising5
ADX Strategy Backtest Results
80 shares
Georgia Tech Quant Target
73 shares
Creating a Quant
225 shares
Algotrading Realism in Market Patterns
119 shares