Quant LetterNo. 92
180 items across 10 sections, as sent to readers on 9 April 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
Quantitative-finance and ML-for-finance preprints from arXiv.
28 items
A new deep hedging framework for index option portfolios, which includes surface-informed decisions and transaction costs, has been proposed and outperforms traditional methods in both simulated and historical data from 1996 to 2020.
20 shares9 citations todaySource ↗
A comparison of eight Deep Reinforcement Learning algorithms for dynamic hedging found that Monte Carlo Policy Gradient and Proximal Policy Optimization performed best, with the former outperforming the Black-Scholes delta hedge baseline.
17 shares7 citations todaySource ↗
Anonymous leaks on the Bloomberg Terminal about upcoming green bond issues significantly affect the equity trading dynamics of the issuing firms, indicating a strong impact on market behavior that should be considered in green bond studies.
16 shares1 citation todaySource ↗
A tick-by-tick model of price formation, which models buy and sell orders as self-exciting point processes, shows that the aggregation of these processes introduces positive correlations between order volumes from different agents, reflecting market features like herd behavior and contagion.
15 sharesSource ↗
The article introduces a new risk management framework that uses Bayesian and neural networks for efficient portfolio optimization, based on Common Causal Manifolds.
15 shares7 citations todaySource ↗
The paper presents a computational framework that uses deep reinforcement learning to solve financial market equilibria, providing predictions on asset returns and volatilities.
12 sharesSource ↗
The study introduces a computational framework that uses deep reinforcement learning to solve financial market equilibria, predicting asset returns and volatilities.
12 sharesSource ↗
The research explores optimal risk sharing contracts and wealth processes in situations of uncertainty, using a Spanish automobile insurance portfolio as a case study.
11 sharesSource ↗
Analysis of global software industry data shows Python users tend to have higher salaries and job requirements, contributing to the language's popularity.
21 shares1 citation todaySource ↗
A study suggests that the proposed U.S. Discounted Reciprocal Tariff could shift import demand and increase coffee prices for consumers.
15 sharesSource ↗
Research indicates U.S. presidential election cycles impact sectoral stock markets, with candidate preferences influencing asset prices in energy, defense, and clean energy sectors.
15 shares2 citations todaySource ↗
Studies show women's increased participation in agriculture can improve household nutrition and income, but also increase time burdens, highlighting the need for gender equity and time efficiency in agricultural policies.
15 shares7 citations todaySource ↗
Sustainable Aviation Fuels can cut carbon emissions by up to 80% in aviation, but high production costs in Brazil require policy changes and a regulated Carbon Market for economic feasibility.
12 shares4 citations todaySource ↗
Hybrid Technologies: Hybrid technologies aid in the development of emerging technology and market development, indicating that supporting new technology and destabilising existing technology can help reduce emissions.
11 sharesSource ↗
In Brazil, older white women and those intolerant of domestic violence are more likely to report intimate partner violence, while married women and those with alcoholic partners are less likely to do so.
11 sharesSource ↗
Optimal financial sector regulation can improve stability by considering the impact of banks' decisions and redistributing future net worth, reducing the likelihood of banking crises. Macroprudential policy should include both taxes and subsidies.
10 sharesSource ↗
The study introduces a faster, more accurate online model for predicting electricity prices.
27 shares5 citations todaySource ↗
The research compares an extended Black-Scholes model with a machine learning model for option pricing, finding the former more efficient despite the latter's higher accuracy.
17 sharesSource ↗
The implementation of Meat-Free Day in universities reduced greenhouse emissions and improved fiber intake, but increased sugar consumption and didn't affect meat consumption on other days.
15 shares7 citations todaySource ↗
The paper presents a new method for solving complex stochastic differential equations, proving its accuracy through numerical experiments.
15 shares1 citation todaySource ↗
Large AI language models can match human financial advisors but may lead to unsuitable investments due to struggle with conflicting needs, despite users often favoring extroverted AI personas.
14 shares35 citations todaySource ↗
The paper introduces DBOT, an AI system that can value any publicly traded company like an expert, discussing its potential impact on the financial industry and human analysts.
13 sharesSource ↗
The study examines the transition of AI agents from passive tools to active collaborators, highlighting the need for better alignment with human values and objectives, and suggesting a research outlook on human-AI collaboration.
13 shares22 citations todaySource ↗
The research identifies transparency about chatbot capabilities and providing average waiting times as key to increasing chatbot adoption in customer service, but also uncovers a user behavior of gatekeeper aversion.
12 shares3 citations todaySource ↗
Results and Insights: The article discusses a study on Circles UBI, a blockchain-based local currency system in Berlin. It explores the reasons why people participate, the economic advantages of community currency, and the innovative combination of basic income and local currency features.
15 sharesSource ↗
The study finds that while revealing the use of AI tools like ChatGPT in professional roles reduces information gaps, it doesn't significantly cut agency costs as managers undervalue analysts' input with AI use.
20 sharesSource ↗
The research proposes a new artifact to improve data trustworthiness and boost consumer trust in inter-organisational data sharing, focusing on trust from a data consumer perspective.
18 sharesSource ↗
The article presents a new robot-assisted process that greatly enhances efficiency in scanning, used to digitize a large collection of historical aerial photographs globally.
15 sharesSource ↗
Working papers in finance and economics from SSRN.
55 items
Research indicates that total return swaps used for corporate governance can negatively affect minority shareholders, but can be beneficial when used for risk management.
7 sharesSource ↗
The study shows that the ID3 algorithm combined with decision tree models can improve decision-making in machine learning.
2 sharesSource ↗
Research suggests that short selling can decrease systematic liquidity risk in stocks, largely due to increased information disclosure.
2 sharesSource ↗
The study introduces a machine learning-based antenna for 5G and IEEE 802.11baBe applications, offering a wide tuning range and total spectrum.
3 sharesSource ↗
The analysis reveals that gradient boosting models, specifically CatBoost and LightGBM, are more effective than traditional models in assessing credit risk.
2 sharesSource ↗
The essay suggests a new framework for visualizing global capital flows using minimalist terminal-based infrastructure, inspired by the open-source tool Mapscii.
3 sharesSource ↗
The study uses game theory to analyze how bidders' utility functions and valuation ranges affect their decision-making in the reverse auction process for mineral exploration licenses.
3 sharesSource ↗
The article suggests a machine learning system to adjust collateral requirements in decentralized finance lending, aiming to reduce liquidations and improve capital use.
2 sharesSource ↗
The study shows that automated data mining is more effective than manual visual inspection for defect detection in manufacturing.
2 sharesSource ↗
The research reveals that quantitative fund fire sales cause more market instability than traditional mutual funds due to similar trading strategies.
2 sharesSource ↗
NetCDFaster, a web-based platform with a lightweight machine learning model, significantly speeds up data retrieval from large NetCDF datasets.
2 sharesSource ↗
The study uses computer-based techniques to analyze transparency reports by Turkish audit firms, finding significant barriers to achieving sustainable reporting practices.
3 sharesSource ↗
The research introduces a Physics-Informed Modularized Neural Network for building energy modeling, addressing integration of physics priors and effectiveness of physics constraints.
2 sharesSource ↗
The study finds that financially free corporations in China tend to favor financial investments due to high agency costs and reduced financial risk.
2 sharesSource ↗
The paper suggests a Weighted Sparse Regression with Mutual Information model for feature selection in high-dimensional data, improving learning accuracy and result comprehensibility.
2 sharesSource ↗
The study shows that premarket notifications can lead to more trading halts in new stocks on the Turkish stock exchange, particularly in unstable markets.
6 sharesSource ↗
The research introduces a model for automated market makers to increase order flow by offering balanced contracts to liquidity providers, based on external and pool prices, and pool reserves.
6 sharesSource ↗
The paper discusses strategies for optimizing hybrid algorithms that merge Quantum Machine Learning with traditional machine learning to improve computational performance and accuracy, while addressing quantum noise and hardware issues.
3 sharesSource ↗
The study highlights the economic aspects of managing large datasets, focusing on the role of AI and cloud storage in reducing cost, complexity, and improving operational efficiency.
4 sharesSource ↗
The research suggests a new sentiment analysis method for investment decisions in the Japanese stock market, using scores from news headlines and market returns, which performs better than a ChatGPT-based approach.
3 sharesSource ↗
Theory and Evidence from UK and US Import Tariffs: The study uses simulation models to show how economic variables dynamically rebalance under retaliatory tariffs, providing insights for current trade policy and international trade economics.
4 sharesSource ↗
The research indicates that corporate bond ETFs trade lower liquidity risk for higher intermediary risk, with the effect being more noticeable for high-yield ETFs, those with less liquid portfolios, and funds dependent on weaker Authorized Participants.
3 sharesSource ↗
Biopharmaceutical supply chain operations are being improved through the use of cloud-based data integration and machine learning applications.
2 sharesSource ↗
DEA Panel Data: Russian banks' efficiency has declined from 2000-2023 due to economic and political crises, with megabanks being the most efficient.
3 sharesSource ↗
Multi-Scale Sketch Recognition: ViSketchGPT, a new algorithm, enhances the recognition and generation of detailed human sketches.
4 sharesSource ↗
Machine learning tools predicting U.S. stock returns have proven to be highly accurate and profitable when used with historical data, technical indicators, and firm fundamentals.
2 sharesSource ↗
The rise of the gig economy in China has led to a significant decrease in firm leverage, especially in non-state-owned enterprises and regions with weaker legal systems.
3 sharesSource ↗
A machine learning system using a BAT computational approach and fuzzy-neuron mode aims to save energy and prolong sensor life by reducing network redundancy.
2 sharesSource ↗
CAPM vs 50/50 Portfolio: A study found that a CAPM strategic asset allocation portfolio slightly outperformed a standard 50/50 equities and bonds portfolio from 1880-2015.
2 sharesSource ↗
A model study found that liquidity requirements enhance system-wide resilience in managing fund liquidity risk, while redemption restrictions may increase the risk of fire sales.
2 sharesSource ↗
A study shows that investing in videogame attributes, like CSGO skins, yields an average return of 40% per year, outperforming most traditional assets.
7 sharesSource ↗
Research reveals that physical climate risks, inflation rates, and bonds themselves influence risk across bond markets during periods of high volatility.
4 sharesSource ↗
A study investigates the macroeconomic effects of President Trump's Liberation Day tariffs, particularly their impact on inflation expectations, capital investment, and output.
3 sharesSource ↗
A paper questions the suitability of Bitcoin as a reserve asset for U.S. governments, citing its extreme volatility, lack of intrinsic value, and increasing correlation with other risk assets.
2 sharesSource ↗
Research analyzes the efficiency of management in European mutual fund markets, aiming to highlight differences among countries.
2 sharesSource ↗
Foreign exchange returns increase when U.S. macroeconomic news releases are preceded by Treasury auctions due to decreased Treasury demand and limited risk absorption by primary dealers.
4 sharesSource ↗
Global equity mutual fund and MSCI indices managers show poor market prediction skills, with no significant difference in asset selection abilities.
2 sharesSource ↗
Female mutual fund managers perform equally to male counterparts when considering fund-specific variables, with Ivy League degrees and MBAs improving performance.
2 sharesSource ↗
A new method combining KMeans clustering and Mahalanobis Distance provides a more stable and accurate classification of S&P 500 stocks into value and growth categories.
2 sharesSource ↗
Individual investors are more likely to sell stocks held for a longer period in December tax-loss sales, indicating that reviewing all losing positions can reduce recency bias.
2 sharesSource ↗
The 1936 U.S. ban on commodity options trading led to increased volatility and reduced hedging effectiveness in futures markets, emphasizing the role of options trading in market stability.
5 sharesSource ↗
Listed real estate can match the performance of direct real estate in the long run and can enhance the returns of a multi-asset portfolio.
5 sharesSource ↗
The SMCCF effectively stabilized the U.S. corporate bond market during the COVID-19 pandemic, reducing credit spreads and restoring a normal yield curve.
4 sharesSource ↗
The article explores the evolution of asset allocation methodologies from the traditional MVO framework to modern alternatives that address its limitations.
3 sharesSource ↗
About 60% of ETFs use derivatives, which influences market competition by offering lower fees or providing downside protection for investors.
3 sharesSource ↗
Speculators did not cause volatility in grain futures markets during the interwar period, but rather entered volatile markets, indicating no need for restrictions on speculative activity.
3 shares4 citations todaySource ↗
The study analyzes the performance of over 20,000 equity mutual funds from 1990-2024, investigating the persistence of their results and the adequacy of information provided to investors by regulators.
3 sharesSource ↗
Startups focusing on biodiversity attract a diverse range of investors, including impact funds and public institutions, but raise less capital, a machine learning study reveals.
3 sharesSource ↗
The Community Bank Leverage Ratio (CBLR) increases risk-taking and profitability of small U.S. community banks, primarily through asset contraction, a study finds.
3 sharesSource ↗
Firms' earnings announcements contain significant information that explains stock return variations, more than other textual measures, a study using a large language model shows.
3 shares40 citations todaySource ↗
European banks with high exposure to Russia face higher funding costs and lower stock returns due to the Russia-Ukraine war, a study on financial stability risks reveals.
3 sharesSource ↗
Long-run risk factors vary between Conventional and Islamic Capital Markets post-Shariah-screening, with the real sector activity reflected in the market, a study using Johansen cointegration and Granger causality tests shows.
3 sharesSource ↗
Information leaks about upcoming green bond issues significantly impact the equity trading dynamics of the issuing firms, leading to negative returns and increased trading volumes, a Bloomberg Terminal data study reveals.
3 sharesSource ↗
Models with percentage returns bounded by unity in absolute value improve pricing return variations and options, a study using characteristic functions and machine learning methods shows.
2 sharesSource ↗
Updated macroeconomic beliefs significantly aid in forecasting recessions and improving portfolio allocation strategies, a study analyzing data from the Survey of Professional Forecasters and the University of Michigan's Survey of Consumers reveals.
3 sharesSource ↗
Economics working papers from RePEc's NEP field reports.
30 items
The rise of algorithmic trading and passive investing can cause issues during market downturns, but a new Automated Adaptive Trading System could help stabilize emerging markets in times of crisis.
27 sharesSource ↗
Machine learning has been used to pinpoint assets causing downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization plan for effective asset allocation.
25 sharesSource ↗
Using expected shortfall as the risk measure in risk parity portfolio optimization can lessen sensitivity to volatility shocks, decrease portfolio turnover during market turmoil, and enhance risk-adjusted returns considering fat-tailed returns.
16 sharesSource ↗
The research finds that trading strategies based on the Sharpe Ratio are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis.
15 sharesSource ↗
The study introduces a new method for assessing decision-making efficiency over time, using the Whale Optimization Algorithm, and applies it to forex investment strategies and utility firms in the Ho Chi Minh City Stock Exchange.
11 sharesSource ↗
The paper uses a new data augmentation technique to study poverty in the Middle East and North Africa, specifically Lebanon, using alternative data sources when traditional income data is scarce or unavailable.
10 sharesSource ↗
The BRM method is introduced for analyzing incomplete data sets, improving processing speed and reducing data imputation.
20 sharesSource ↗
A new machine learning strategy, N-MDIS, is proposed to improve the accuracy of equity premium prediction, outperforming existing methods.
19 sharesSource ↗
Research shows that increased product market competition leads firms to adopt zero-leverage policies, especially those with high earnings volatility.
18 sharesSource ↗
The paper shows that accurately measured news sentiment significantly impacts intraday stock return volatility.
16 sharesSource ↗
A modified version of Stochastic Gradient Boosting is proposed for estimating production possibility sets in DEA, reducing overfitting and aiding in generalization scenarios.
16 sharesSource ↗
Machine learning models are more effective than traditional methods in predicting Chinese corporate mergers and acquisitions.
28 sharesSource ↗
Two new deep learning frameworks have been proposed for estimating financial risk measures, improving capital allocation in financial institutions.
27 sharesSource ↗
Machine learning can accurately predict Chinese stock market volatility using the volatility of long-term treasury bond contracts.
24 sharesSource ↗
The article proposes a new algorithm and machine learning model to improve the efficiency and accuracy of the Lot Streaming and Scheduling Problem with stochastic product arrival times.
16 sharesSource ↗
The paper introduces a new machine learning technique for decomposing and analyzing complex time series, providing an alternative to the Box-Jenkins methodology for financial modeling.
13 sharesSource ↗
The study uses machine learning to create a monetary policy frictions index from financial news, revealing that these frictions significantly impact the nonperforming loans of Chinese commercial banks.
12 sharesSource ↗
The research uses machine learning to study the international housing market, finding that the US housing market is the main source of systematic shocks and its interest rate is a key global predictor of spillover intensities.
10 sharesSource ↗
ML vs. DL: The study reveals that deep learning methods outperform machine learning in predicting oil prices, especially during crises.
31 sharesSource ↗
A new model, MFF-CPPM, has been tested in China and shown to be more accurate and adaptable in forecasting carbon trading prices than existing models.
10 sharesSource ↗
The article discusses a study that uses machine learning to predict the CBOE Volatility Index, with weekly jobless claim data as a key factor.
23 sharesSource ↗
The study reveals that traditional machine learning models outperform deep learning models in predicting Eurozone banking sector stock prices.
13 sharesSource ↗
The research indicates that AI capability directly affects firm performance, with a data-driven culture and AI infrastructure being vital.
5 sharesSource ↗
The article emphasizes the role of communication and a comprehensive approach in addressing climate change, using machine learning to analyze climate change discussions on social media.
4 sharesSource ↗
The study investigates the use of dark patterns in retail investment, and how behavioral sciences and AI can improve regulation and protect investors.
2 sharesSource ↗
The research profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth employment informality.
2 sharesSource ↗
The article discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency.
2 sharesSource ↗
The review investigates the link between e-governance initiatives and citizen participation, emphasizing the need for interdisciplinary research to evaluate these initiatives' effectiveness.
2 sharesSource ↗
The paper analyzes literature on factors influencing banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the COVID-19 pandemic.
1 sharesSource ↗
The study tests the Work Need Satisfaction Scale's (WNSS) suitability among online gig workers, suggesting modifications to the scale to better reflect online platform work.
1 sharesSource ↗
The general machine-learning papers the letter carried in 2023-25.
10 items
The article highlights the need for reliable large language models, criticizes current benchmarks for their inadequacy, and suggests the use of platinum benchmarks to reduce label errors and ambiguity.
54 shares54 citations todaySource ↗
Tokenizers for Diffusion Models: The study presents MAETok, an autoencoder for latent diffusion models, which enhances the quality of high-resolution image synthesis by learning a semantically rich latent space.
35 shares94 citations todaySource ↗
Representing Monocular Videos Efficiently: The paper unveils NutWorld, a system that converts monocular videos into dynamic 3D Gaussian representations, offering high-quality video reconstruction and facilitating real-time applications.
29 shares8 citations todaySource ↗
The authors introduce a novel gradient descent algorithm with adaptive randomness, which improves convergence rates and robustness when solving nonconvex optimization problems.
28 shares6 citations todaySource ↗
Generative AI Implications: The report covers the launch of DeepSeek's new reasoning model, DeepSeekR1, its technical progress, and its impact on Generative AI, despite the US's GPU export ban.
23 shares43 citations todaySource ↗
Scalable Best-First Tree Search: BFS-Prover is a scalable framework that uses Best-First Tree Search for automatic theorem proving, challenging the need for complex tree search methods.
22 shares92 citations todaySource ↗
Python Toolkit for Retrieval and Generation: Rankify is an open-source toolkit designed to unify retrieval, re-ranking, and retrieval-augmented generation, improving consistency and scalability in information retrieval research.
21 shares11 citations todaySource ↗
Open-Source Humanoid Platform for Loco-Manipulation: ToddlerBot is a low-cost, open-source humanoid robot platform for scalable policy learning and research in robotics and AI, enabling zero-shot policy transfer.
19 shares21 citations todaySource ↗
Unsupervised Learning of Browser Agents: NNetNav is a method for unsupervised interaction with websites, generating synthetic demonstrations for training browser agents and making the search more tractable.
14 shares57 citations todaySource ↗
Simulation-Ready 3D Outfit Generation: Dress-1-to-3 is a pipeline that reconstructs physics-plausible, simulation-ready garments and humans from an image, improving the geometric alignment of the reconstructed 3D garments and humans.
12 shares28 citations todaySource ↗
Papers that shipped their code, from the Papers with Code feed (2023-25).
5 items
Computer use agents are created to enhance human efficiency by automating digital tasks via direct interaction with user interfaces on computers and mobile devices.
1,816 shares
The report introduces Dolphin, a large-scale multilingual automatic speech recognition model that enhances the Whisper architecture to support additional languages.
237 shares
The article presents a two-step method to increase test diversity and improve robustness evaluation in question distributions, providing the corresponding code on GitHub.
153 shares
The article emphasizes the recent progress in Large Language Models (LLMs) that have enhanced their complex reasoning abilities, with the related code shared on GitHub.
44 shares
The article details how Large Reasoning Models (LRMs) boost the reasoning capacity of Large Language Models (LLMs), demonstrating promising outcomes in complex tasks, with the associated code on GitHub.
33 shares
Repositories the letter featured.
10 items
The article explores the application of the PyTorch library in quantitative finance.
157 shares
The piece introduces a Python package for causal discovery through Bayesian networks.
509 shares
TensorTradeNG is an article about an open-source Python framework for developing trading algorithms using reinforcement learning.
136 shares
The article presents a tool that automatically converts FastAPI endpoints into Model Context Protocol (MCP) tools.
504 shares
The report discusses the problem of label imbalance in high-frequency trading.
16 shares
The article offers guidance on effectively launching web applications with confidence.
97,431 shares
The article details the application of a sampling profiler in Python programming.
13,483 shares
The piece explains how the NCA Toolkit API simplifies API functionalities, reduces costs, and assists in media processing and Python code execution.
589 shares
Industry news: funds, hiring, markets and regulation.
20 items
Sandglass Capital founders, Genna Lozovsky and Michelle Kelner, saw a significant opportunity in distressed credit within emerging markets in 2013.
8 shares
Global hedge funds monitored by Morgan Stanley experienced significant losses due to escalating US-China trade tensions, leading to reduced risk and net leverage.
5 shares
Hedge funds like Citadel, Balayasny, and Qube are recruiting Asian power market traders due to increased volatility and opportunities in deregulated electricity systems in Japan and Australia.
5 shares
Saba Capital, led by Boaz Weinstein, has completely sold its stake in Keystone Positive Change, marking its exit from its activist campaign targeting the Baillie Gifford-managed UK investment trust.
4 shares
Brevan Howard Asset Management is altering its fee structure to encourage longer capital commitments from investors, as the firm faces a challenging start to the year.
4 shares
A computer-based asset manager's equity strategy saw an 8% drop in April.
4 shares
Hedge funds are considering lowering their fees due to consistent underperformance and growing investor pressure, according to IG Prime.
4 shares
Fasanara Capital has appointed Paolo Viale, previously Co-Head of Business Development for Europe at Winton Capital, as its new Head of Business Development Quant.
4 shares
A central risk book quant has left their job to join a hedge fund.
4 shares
US hedge funds are rapidly changing a common bet in US rates markets due to increasing tariff tensions and a liquidity crunch among US banks, says Bloomberg.
3 shares
US government bonds experienced a significant drop due to aggressive sell-offs by hedge funds and investors, marking a steep decline since the Covid19 crisis.
3 shares
Bradley Wickens, founder of Broad Reach Investment Management, predicts that the current market downturn is not yet over.
3 shares
Vulpes Investment Management has launched a new AI/ML-powered tail risk strategy fund in partnership with Noviscient’s technology platform, FundBox.
2 shares
Zhu Su and Kyle Davies, founders of the failed crypto hedge fund Three Arrows Capital, are attempting to dismiss court summonses issued by the fund’s liquidators.
2 shares
The article discusses a potential shift in high-frequency trading (HFT) towards a new form, possibly referred to as MHFT.
1 shares
The article explores the advantages and opportunities available for women in the algorithmic trading sector.
1 shares
The article details the rebound of cryptocurrencies following a significant decline due to US tariffs and global market instability.
0 shares
The article emphasizes the potential for significant financial returns from even small investments at XTX.
0 shares
The article discusses Elliott Management's intensified efforts to effect changes at Phillips 66, including nominating four directors to the board.
0 shares
The article announces the Depository Trust & Clearing Corporation's launch of a new digital collateral management platform, to be showcased at a live event on April 23.
0 shares
Episodes on markets, quant methods and economics.
10 items
Peter Mortensen of Russell Investments discusses risk management challenges and opportunities in the face of global uncertainty, including AI threats, inflation volatility, and liquidity risk.
18 shares
Mark Haefele of UBS Global Wealth Management talks about the influence of government spending on investment decisions, the significance of asset allocation, and the difficulties in transferring wealth across generations.
15 shares
April Strategies: The Advisors Option podcast explores the effects of market volatility and the trade war on options trading volume, highlighting strategies like put calendars for portfolio hedging.
12 shares
Cullen Capital's DIVP strategy offers a selective approach to covered call strategies, aiming to balance yield and growth by writing options on some portfolio holdings and investing in high-quality value stocks.
11 shares
The ReSolve Riffs podcast hosts guests from Takahē Capital discussing systematic trading in managed futures, including commodity markets, trend following, risk management, and portfolio construction.
9 shares
Quantify Funds has introduced four new ETFs that offer full exposure to two paired stocks in a single fund, offering a new strategy for thematic investing in unstable markets.
9 shares
Tracey Allen discusses the effects of Liberation Day tariffs on agricultural markets in a podcast recorded on 4 April 2025.
8 shares
A podcast discusses making AI accessible to all by running large AI models on affordable, low-spec devices, thus democratizing AI.
8 shares
Small vs Large: Adam Butler, CIO of ReSolve Asset Management Global, compares two implementations of a carry strategy across various asset classes in his latest research.
5 shares
Francis Diamond, Aditya Chordia, and Khagendra Gupta discuss the European rates markets' response to the recent tariff announcement in a podcast recorded on 04 April 2025.
5 shares
Posts from quant researchers on X.
6 items
Managed futures that follow trends have traditionally yielded good returns during prolonged equity market slumps.
2 shares
A new study paper explores the use of LLM in the finance sector.
1 shares
A recent study indicates that currency anomaly returns drop by approximately 66% post-publication, but FX carry stays consistent, suggesting risk premiums over mispricing.
1 shares
The recent investment research roundup discusses commodity signals, earnings and price momentum, sector allocation with LLMs, and the impact of macro news.
0 shares
A research paper on SSRN presents a tactical approach for Bitcoin and Altcoins, indicating increased interest in the $3 trillion cryptocurrency market.
0 shares
A study shows that the USD value increases during Democratic administrations and decreases under Republican ones, influenced by their respective tariff policies.
0 shares
Threads from r/quant, r/algotrading and friends.
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