Asset Pricing in Transformer
The paper introduces SERT, a new Transformer model for US large capital stock pricing, which performs better during extreme market fluctuations like the COVID-19 pandemic.
25 sharesSource ↗
Quant LetterNo. 96
May 2025, Week 1
163 items across 8 sections, as sent to readers on 7 May 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 163
- Papers
- 114
- Sections
- 8
- Issue
- No. 96
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
24 items
Finance9
Asset Pricing in Pre-trained Transformer
The study showcases the SERT Transformer model's superior performance in managing downside risks during market shocks and identifying patterns in sparse temporal data in asset pricing models.
25 sharesSource ↗
Latent Variable Estimation in Bayesian Black-Litterman Models
The research modifies the Bayesian Black-Litterman portfolio model to be fully data-driven, eliminating subjective investor views, improving Sharpe ratios, and reducing turnover.
20 sharesSource ↗
Multiscale Causal Analysis of Market Efficiency
The study uses the Financial Chaos Index to assess stock market efficiency, finding that daily asset price changes respond predictably to lagged news-based uncertainty, but not monthly, emphasizing the importance of time-scale decomposition.
17 shares1 citation todaySource ↗
MLP Models in Asset Pricing
The research uses MLP models for asset pricing, finding them more effective in controlling risk, particularly during the COVID-19 period.
16 sharesSource ↗
Stochastic Model for Cybersecurity Investment
A model is developed for optimal cybersecurity investment, showing that considering attack clustering improves investment policies and risk management.
15 shares4 citations todaySource ↗
Modelling Lifetime Default Risk
The study examines Cox-models in loan default estimates, suggesting that ignoring recurrent defaults may not significantly impact estimates depending on their frequency.
11 sharesSource ↗
Volatility of Single Stocks
The Nested factor model is used to represent stock correlations, showing that it can account for the large Hurst exponents of stock indexes.
11 sharesSource ↗
Systemic Risk in European Insurance Sector
The study investigates the relationship between the European insurance sector and financial markets, finding that the insurance market contributes to systemic risk, especially during financial crises.
10 shares2 citations todaySource ↗
Economics7
DebtStreamness: Ecological Credit Flows
Ecological Credit Flows: The research introduces DebtStreamness, a new metric to analyze firms' positions in credit chains, showing that these chains are typically short and some firms serve as lenders to others in the chain.
23 sharesSource ↗
Research and Policy in Medicare Centers
The research uses national coverage determination process data to link scientific articles and their funding sources to federal policies, emphasizing the need for transparency among all parties involved in funding and using evidence for federal policy.
14 sharesSource ↗
Earth Observation Data for Cost Evaluation
The research evaluates the economic impact of the 2025 Los Angeles wildfire, estimating a total direct loss of around 4.86 billion USD, and highlights the need for equitable wildfire management strategies.
13 shares6 citations todaySource ↗
25 LA Wildfire Impacts Evaluation
A study estimates the 2025 Los Angeles wildfires caused around 4.86 billion USD in direct economic losses, emphasizing the need for specific wildfire management strategies.
13 shares6 citations todaySource ↗
Japanese Marriage Market Efficiency Analysis
Research using data from Japan's largest matchmaking platform shows that digital intermediation has quadrupled monthly matching efficiency in the country's marriage market.
13 shares4 citations todaySource ↗
Customer Emotions in Gender and Culture
A study finds significant gender and cultural differences in emotional experiences on e-commerce platforms, with gender-based emotional differences more noticeable in Western cultures.
12 shares8 citations todaySource ↗
Macroeconomic Surprises and Trader Responses
A study creates a model to analyze trader reactions to shocks like scheduled macroeconomic news, finding that well-informed, less risk-averse traders take larger positions and achieve greater wealth.
12 sharesSource ↗
Miscellaneous3
Balancing Precaution in AI Regulation
The article proposes a 'wait-and-monitor' strategy, using regulatory sandboxes, to balance risk and innovation in AI governance.
14 shares1 citation todaySource ↗
DL Models for Energy Forecasting
The research compares seven Deep Learning models for use in the renewable energy sector, with Long-Short Term Memory and Multilayer Perceptron models proving most accurate.
13 shares6 citations todaySource ↗
Multi-Agent RL for Ancillary Market Coupling
The study uses game theory to analyze market coupling, finding that multi-agent deep reinforcement learning reduces market costs but increases profit variability.
12 sharesSource ↗
Historical Trending5
AI Recruitment Bias
Research shows that generative AI used in hiring processes tends to favor male candidates, particularly for high-paying roles, suggesting a gender bias.
50 shares9 citations todaySource ↗
Trading Strategy Enhancement
The ClusterLOB method groups individual market events from market-by-order data, offering insights into trading strategies and responses to market changes, and assisting in creating effective predictive trading signals.
40 shares3 citations todaySource ↗
Heston Model Approximations
A Ph.D. thesis investigates approximations and regularity for the Heston stochastic volatility model, including high-order weak approximations for the Cox-Ingersoll-Ross process and the partial differential equation of the log-Heston model.
20 sharesSource ↗
Portfolio Inference
The Nonparametric Angles-based Correlation (NAbC) method is introduced to define the finite-sample distributions of any dependence measure, improving the understanding and management of financial portfolios in a multivariate context.
19 sharesSource ↗
Elasticity Dynamics
The 2HOED framework merges machine learning, blockchain, and modern causal inference to represent various systems as energy-based Hamiltonians, offering a new causal energetic channel linking elasticity to macro level outcomes.
18 sharesSource ↗
SSRN
Working papers in finance and economics from SSRN.
60 items
Quantitative30
Solana Token Market Inefficiencies
The study highlights a 25% loss in Solana token market capitalization due to fraudulent activities, indicating a need for better transparency and regulation.
8 sharesSource ↗
AI in Financial Risk Management
The paper explores the use of artificial intelligence in improving financial risk management in financial institutions, focusing on its application in various risk types.
3 sharesSource ↗
SSR under Quadratic Rough Heston
The research uses the finite difference method to calculate the skew-stickiness ratio under quadratic rough Heston, demonstrating its effectiveness.
3 sharesSource ↗
Cyber-Attack Prevention with ML
The study assesses the use of machine learning in improving IoT cybersecurity in Colombia and cloud computing, discussing the pros and cons of different algorithms.
2 sharesSource ↗
LPFG Temperature Sensing Demodulation
The research introduces a new optical data augmentation technique using Denoising Diffusion Probabilistic Models to improve the precision of fiber optic sensor parameter measurements.
2 sharesSource ↗
Short-Term Rental Price Forecasting
The study introduces a forecasting model for short-term rental prices using open-access data, identifying key pricing factors and promoting digital equity through accessible advanced housing analytics.
3 sharesSource ↗
Competitive Strategies in Differential Game Theory
The paper reevaluates the use of signed and unsigned distance functions in collision-distance-based pursue-evader scenarios in differential game theory, suggesting trajectories can be modeled with fully differentiable piecewise cubic polynomial interpolation.
2 sharesSource ↗
Reverse Classification Challenge
The article suggests a new method for experimental research, using machine learning metrics to evaluate results, potentially enhancing their reliability.
3 sharesSource ↗
Efficient Sampling of Spanning Arborescences
The paper introduces a new sampling method for directed graphs, using dynamic programming for improved efficiency and quality, particularly on low-conductance graphs.
3 sharesSource ↗
Forecasting Technology Adoption
The research proposes a method to predict the adoption of innovative technology products, considering individual willingness to adopt and social influences.
2 sharesSource ↗
Optimal Non-swing Trading
The article presents a model to analyze the optimal non-swing trading strategy of corporate insiders, revealing that trading restrictions can reduce trading but can be offset by trading unrestricted stocks.
2 sharesSource ↗
Study on Negative Treasury Haircuts
The research investigates the supply of leverage in the Treasury market by large dealer banks, showing that their balance sheet capacity significantly influences the market's fragility.
2 sharesSource ↗
AI and ML for Educational Reform
The literature review discusses how artificial intelligence and machine learning can advance social justice and educational reform, highlighting the need for data privacy and equal technology access policies.
2 sharesSource ↗
Systematic Risks Network of Cryptos
The paper examines the relationship between the cryptomarket and financial markets, using a time-frequency connectedness framework to distinguish between temporary and persistent shocks in cryptocurrency prices.
3 sharesSource ↗
Predicting Laser Fabrication
The study uses machine learning to predict the properties of glass optical diffusers made by indirect laser machining, proving the effectiveness of combining this technique with machine learning models.
2 sharesSource ↗
Model Order Reduction for Large-Scale SVD Models
GAVI Geometry Agnostic Variationalautoencoder Integration is a new technique for reducing large data sets, capable of managing complex geometries.
8 sharesSource ↗
Joint Dynamics for Asset and IV Surface
A new model has been developed that links the implied volatility surface and its underlying asset, providing accurate risk management and VIX distribution forecasts.
4 sharesSource ↗
Digital Certification Model for NATO Defense
A new methodology combines operational data with advanced modeling to improve NATO's system qualification processes.
6 sharesSource ↗
Machine Learning: Theory to Practice
Theory to Practice: The book 'Machine Learning From Theory to Practice' provides a practical application of machine learning, using real-world examples and ethical considerations.
3 sharesSource ↗
Monetary Policy Sentiment and Tail Risk
A new model suggests that central banks should align policy communication with market sentiment to increase financial stability.
6 sharesSource ↗
Machine Learning for Option Exercise Prediction
Machine learning methods have been found to be more effective than traditional assumptions in predicting whether an American call option will be exercised.
3 sharesSource ↗
AI Development and Job Market Polarization
A study suggests that AI will displace 85 million jobs but create over 95 million new roles requiring advanced technology skills by 2025.
4 sharesSource ↗
Consumer Response to Travel Time and Crime
The research shows that consumers avoid travel to distant, high-crime areas, which also negatively impacts nearby safer regions.
5 sharesSource ↗
AI and ML in Future SOA Trends
The article explores the future of Service-Oriented Architecture (SOA) improved by AI and ML integration, enabling intelligent decision-making and real-time data processing.
3 sharesSource ↗
Investor Attention and Cryptocurrency Volatility
The study reveals that investor attention, especially from institutional investors, significantly predicts cryptocurrency market volatility.
2 sharesSource ↗
Commercial Real Estate Market Indicators in Germany
The paper proposes a statistical framework for commercial real estate market indicators, arguing for their consistency with macroeconomic factors.
3 sharesSource ↗
Smart Hiring Strategies in the Digital Age
The article presents innovative hiring strategies using social media, referrals, networking, and employer branding to build high-performing teams.
5 sharesSource ↗
Legal Authority for AI Development
The paper introduces a risk-based AI governance framework from the Philippines, mapping AI-related risks to existing Philippine laws.
5 sharesSource ↗
New Polish Government's Foreign Policy Implications
The analysis examines the impact of Poland's new government under Donald Tusk on Ukraine, Russia's war, and regional security, highlighting the need for regional cooperation and defense diversification.
4 sharesSource ↗
Data Preprocessing in Machine Learning for Intrusion Detection
The study emphasizes the importance of data preprocessing in improving the performance and reliability of machine learning algorithms used for intrusion detection.
2 sharesSource ↗
Financial30
Model Complexity in Asset Pricing
Complex algorithms in global models outperform regional models in cross-sectional asset pricing, contradicting previous studies favoring regional methods.
5 shares1 citation todaySource ↗
Volatility in Continuous Trading
Cryptocurrencies show a flat volatility pattern, unlike the U-shaped curve seen in stock markets with limited trading hours.
3 sharesSource ↗
Numerical Methods for Finance
The paper analyzes advanced numerical techniques in finance, discussing their applications, limitations, and challenges like computational complexity and model risk.
3 sharesSource ↗
Share Repurchase Legalization Impact
Legalizing stock-repurchase boosts investment by improving equity capital access and reallocating idle cash, implying that buyback restrictions could hinder efficient capital allocation.
3 sharesSource ↗
AGNOSTIC for Quantitative Finance
The AGNOSTIC tool, using online learning and convex optimization, helps overcome dimensionality and overfitting issues in Quantitative Finance without depending on assumptions or models.
4 sharesSource ↗
Expected Returns and Stock Performance
A few stocks significantly influence the performance of cross-sectional asset pricing anomalies, indicating that a large part of the returns may be due to mispricing.
3 sharesSource ↗
Human Capital in VC
Venture capital partners with diverse backgrounds are more likely to lead high-risk, innovative investments, which have a higher chance of major success or failure, highlighting their role in screening and enhancing firm performance.
2 sharesSource ↗
Love at First Trade
Chinese investors tend to favor the first stock they bought, indicating that initial investment experiences shape future portfolio decisions.
2 sharesSource ↗
Order Flows Impact Stock Prices
External order flows can affect stock prices, with significant purchases leading to a 6.4% increase in the Fama-French 5-factor alpha for CSI 500 index stocks.
2 sharesSource ↗
Neural Network Asset Return Prediction
Applying Fourier series expansion to the average asset return function can help solve the equity premium puzzle by capturing both sine and cosine components.
2 sharesSource ↗
Option Liquidity Measurement with EAS
The Elasticity-Adjusted Spread (EAS) is a new measure of option liquidity, correlating with underlying liquidity, market capitalization, and VIX.
2 sharesSource ↗
Unit Roots in G7 Macro Variables
A 200-year study of 40 macroeconomic variables across G7 economies shows mean reversion in the U.S. and significant differences between countries.
3 sharesSource ↗
ARXNAVIS: Blockchain Mobility
Blockchain Mobility: ARXNAVIS combines six smart-contract protocols to achieve fiscal sustainability through Asset-Backed Digital Currency (ABDC) treasuries and NEXUS3.
3 sharesSource ↗
Trump's Bitcoin Impact
The Trump family's support for cryptocurrency significantly impacts Bitcoin's financial performance, showing Bitcoin's vulnerability to political signals.
2 sharesSource ↗
Stablecoins as NQA Money
Stablecoins, acting as no-questions-asked (NQA) money, saw increased inflows during Korea's 2024 martial law crisis, indicating their role as money and liquidity providers.
2 sharesSource ↗
Local vs. Stochastic Volatility
The study questions the accuracy of local volatility models in economic and financial variables, indicating that volatility isn't always local.
2 sharesSource ↗
Luxury Watches Diversification
Luxury watches, especially Rolex, Patek Philippe, and Audemars Piguet, offer significant diversification benefits and perform better than stocks, bonds, and gold when adjusted for risk.
3 sharesSource ↗
Classical vs. Demand System Pricing
The study proposes that isoelastic demand more accurately reflects the shape of observed demand curves in traditional asset pricing models.
4 sharesSource ↗
Macroeconomic Announcement Risk
The study explores the high stock returns on days of scheduled macroeconomic announcements, suggesting that increased inflation leads to more uncertainty about future monetary policy.
3 sharesSource ↗
US Tariff Policy
The study contends that U.S. tariff policy under Trump's second administration is consistent with momentum-style investing and reinforcement learning, rather than being random.
3 sharesSource ↗
Option Returns in Crypto
The crypto market has developed a liquid derivatives market, but there are significant risk premiums for small maturities and at-the-money prices.
2 sharesSource ↗
Asset Manager Commonality
Asset managers of life insurers impact financial markets, with insurers using the same asset manager having similar portfolios and trades, but the increase in portfolio return correlation is minimal.
2 sharesSource ↗
UIP Violations in FX Markets
The research indicates that uncovered interest parity (UIP) is upheld during overnight trading but violated during U.S. intraday periods, affecting currency trading returns.
3 sharesSource ↗
Network Basket Loan
The article introduces the Network Basket Loan, a financial tool aimed at funding socially beneficial projects and addressing market failures.
3 sharesSource ↗
Financial Market Prediction with Least Action Paths
The study proposes a financial market prediction model that merges the Feynman path integral approach with neural network-based embeddings and XGBoost, enhancing forecast accuracy.
3 sharesSource ↗
Enhancing Trading Strategies with ClusterLOB
The paper presents ClusterLOB, a method for grouping individual market events in market-by-order data, offering insights into distinct trading behaviors.
2 sharesSource ↗
Model Validation: Out-of-sample vs. Out-of-time
Out-of-sample vs. Out-of-time: The research suggests that out-of-sample model validation may underestimate forecast errors and negatively impact model selection, particularly when models are misspecified.
2 sharesSource ↗
Geographic Shareholder Dispersion & Mutual Fund Flow
The study reveals that euro-area mutual funds with a wider geographic investor base experience more volatile flows, but this doesn't affect net performance due to improved liquidity management.
2 sharesSource ↗
Public Guaranteed Loans Allocation in Covid-19
The research shows that government-guaranteed loans are more likely to be given to safer, liquidity-constrained borrowers who are less likely to face repayment issues after a year.
2 shares1 citation todaySource ↗
Coherent Forecasting of Realized Volatility
The paper highlights improved forecast performance from a HAR model estimated using the QLIKE loss, particularly when evaluated using the same QLIKE loss.
2 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
30 items
Finance6
Enhanced EM Portfolios with AATS
The rise of algorithmic trading and passive investing has caused issues during market downturns, but a new Automated Adaptive Trading System could help stabilize emerging markets in such times.
27 sharesSource ↗
Efficient Volatile KSE-30 Equities Identification
Machine learning has been used to identify assets contributing to market downturns in the Pakistan Stock Exchange, proposing a portfolio optimization scheme for efficient asset allocation.
25 sharesSource ↗
Dynamic Correlations in Risk Parity Portfolio Optimization
Using expected shortfall as the risk measure in risk parity portfolio optimization reduces sensitivity to volatility shocks and decreases portfolio turnover during market turmoil, with a time series model enhancing risk-adjusted returns and overall risk management.
16 sharesSource ↗
Adaptive Market Hypothesis & Sharpe Ratio Strategies
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 ↗
Novel Window Analysis for HFT
The study introduces a new method for assessing decision-making units' 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 ↗
Monitoring Poverty in Data-Deprived Lebanon
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 ↗
Statistical5
BRM for Incomplete Data Prediction
The blockwise reduced modeling (BRM) method is introduced for better analysis of blockwise missing data patterns, offering faster and more accurate predictions by minimizing data imputation.
20 sharesSource ↗
New Momentum Strategy for Equity Premium
A new machine learning strategy, momentum-determined indicator-switching (N-MDIS), is proposed for enhancing equity premium prediction, outperforming existing methods.
19 sharesSource ↗
Product Market Competition and Zero-Leverage
Research shows that increased product market competition (PMC) prompts firms to adopt zero-leverage (ZL) strategies, particularly those with higher earnings volatility, affecting capital structure decisions.
18 sharesSource ↗
News Sentiment Impact on Risk Management
The study reassesses the impact of news sentiment on stock return volatility, finding that accurately measured news sentiment significantly influences intraday stock return volatility, with GPT-4 classification outperforming RavenPack.
16 sharesSource ↗
Stochastic Machine Learning for Production Technologies
A version of Stochastic Gradient Boosting is suggested to prevent overfitting in Data Envelopment Analysis (DEA), providing a useful tool for scenarios requiring generalization and showing strong performance in high-dimensional settings.
16 sharesSource ↗
Machine Learning7
Machine Learning for M&A
A study shows machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities using 60 variables.
28 sharesSource ↗
Tail Risk Management
New probabilistic deep learning frameworks have been proposed for estimating financial risk measures, improving capital allocation in financial institutions.
27 sharesSource ↗
Bond Market Volatility in China
Machine learning methods can more accurately predict Chinese stock market volatility using the volatility of long-term treasury bond contracts, outperforming traditional models.
24 sharesSource ↗
Lot Streaming and Scheduling
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 ↗
Dynamics in Chinese Financial Markets
The paper introduces a new machine learning technique for analyzing and modeling complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling.
13 sharesSource ↗
Monetary Policy Frictions and Nonperforming Loans
The study uses machine learning to analyze the impact of a monetary policy frictions index on commercial banks' nonperforming loans, advocating for more transparency in monetary policy transmission.
12 sharesSource ↗
Housing Market Quantile Connectedness
The research uses machine learning to study the global influence of the US housing market and its interest rates, emphasizing their significant impact on international housing market spillovers.
10 sharesSource ↗
Deep Learning2
Oil Price Forecasting: ML vs. DL
ML vs. DL: The study reveals that deep learning methods outperform machine learning in predicting oil prices, especially during crises.
31 sharesSource ↗
Multifrequency Data Fusion for Carbon Price Prediction
A new model, MFF-CPPM, has been tested in China and shown to be more accurate and adaptable in forecasting carbon trading prices than standard models.
10 sharesSource ↗
Historical Trending10
Predicting VIX Trends
The article discusses a study that uses machine learning to predict the CBOE Volatility Index, highlighting weekly jobless claim data as a significant factor.
23 sharesSource ↗
Euro Bank Stock Prediction
The study reveals that traditional machine learning models outperform deep learning models in predicting stock price direction in the Eurozone banking sector.
13 sharesSource ↗
AI Capability Impact
The research indicates that AI capability directly affects firm performance, with a data-driven culture and AI infrastructure playing key roles.
5 sharesSource ↗
Social Media Climate Talks
The article emphasizes the need for communication and a comprehensive approach to address climate change, using machine learning to analyze climate change discussions on social media.
4 sharesSource ↗
Dark Patterns in Retail
The study investigates the issue of dark patterns in retail investment, focusing on the use of behavioral sciences and AI to improve regulation.
2 sharesSource ↗
Young Informal Workers in the EU: Labor Market Dynamics
Labor Market Dynamics: The study profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth informality in the labour market.
2 sharesSource ↗
Resource Management in Cloud Computing: AI for DevOps
AI for DevOps: The paper discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency.
2 sharesSource ↗
EGovernance and Citizen Participation: Literature Review
Literature Review: The review investigates the link between e-governance initiatives and citizen participation, emphasizing the need for interdisciplinary research to assess these initiatives' effectiveness.
2 sharesSource ↗
Bank Performance Determinants: Future Research
Future Research: The paper analyzes literature on the factors influencing banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the COVID-19 pandemic.
1 sharesSource ↗
Online Gig Work: Structural Analysis
Structural Analysis: The study tests the Work Need Satisfaction Scale (WNSS) among online gig workers, suggesting the scale needs modification to better reflect the specifics of online platform work.
1 sharesSource ↗
GitHub
Repositories the letter featured.
7 items
Finance2
Global Macro DB
The repository includes the replication code and raw data utilized to construct the Global Macro Database.
116 shares
Trending5
System Leaks
Collection of leaked system prompts reveals a set of unauthorized system prompts that have been leaked.
5,460 shares
MetaGPT Software
The MultiAgent Framework First AI Software Company Towards Natural Language Programming discusses the pioneering AI company moving towards natural language programming.
55,170 shares
FB Type Checker
A fast type checker and IDE for Python introduces a speedy and efficient type checker and development environment for Python.
481 shares
Nuitka Compiler
Nuitka is a Python compiler written in Python describes the workings and compatibility of Nuitka, a Python compiler.
13,064 shares
News
Industry news: funds, hiring, markets and regulation.
20 items
Quantitative10
Derivatives Margin Calls Rise
Trump's tariff escalation has led to a rise in derivatives margin calls due to market volatility, causing financial strain on hedge funds and leveraged investors.
10 shares
Hedge Funds Adjust to Volatility
Due to market turbulence and macroeconomic uncertainty, hedge funds are altering their index dispersion trades strategy.
9 shares
SimCorp Improves Equity Risk Model
SimCorp has launched an upgraded version of its Axioma Worldwide Equity Factor Risk Model to assist hedge funds and asset managers in managing volatility and creating stronger portfolios.
6 shares
Exciting Hedge Fund Launch in 2025
The 2025 hedge fund landscape is predicted to change significantly, with strategic diversification, geographic fragmentation, and stratified capital access reshaping the competition.
6 shares
Systematic Hedge Funds Purchase Equities
Systematic hedge funds are expected to increase their equity exposure in the coming weeks, regardless of short-term market movements, according to a Goldman Sachs analysis.
6 shares
Sandglass Capital's Research Director
Charles-Antoine Wauters has been named a Director on the Investment Team at Sandglass Capital, a firm specializing in emerging market credit.
5 shares
Armistice Suffers Losses
Armistice Capital, a biotech-focused hedge fund, has experienced its third consecutive month of losses in 2025.
4 shares
Ackman Expands Hughes Stake
Bill Ackman is turning his Pershing Square Capital Management hedge fund into a diversified holding company by increasing his stake in Howard Hughes Holdings.
3 shares
Tudor Jones Predicts Tariff Reduction
Paul Tudor Jones predicts a 50% reduction in tariffs on Chinese goods by President Trump, but warns it may not stop equity markets from retesting recent lows.
3 shares
Haidar's Fund Loses in April
Haidar Capital Management's Jupiter Fund experienced a 25% loss in April due to macro volatility from President Trump's renewed trade war.
3 shares
Miscellaneous10
Strong Inflows for Digital Asset Fund
CoinShares' report reveals that digital asset investment products have seen a third week of inflows, totaling $5.5bn over three weeks.
3 shares
Two Senior PMs Depart Point72
Point72 Asset Management has lost two senior macro portfolio managers, Yau Ng and Alex Blanchard, based in Singapore and Dubai respectively.
3 shares
Astellas Teams Up with Activist Farallon
Farallon Capital Management, an activist hedge fund, has increased its involvement with Astellas Pharma, receiving public recognition from the company's leadership.
2 shares
Ken Griffin Uses ChatGPT Despite Citadels CTO's Doubts
The article explores the minor influence of artificial intelligence (AI).
2 shares
Niche C Specialist Joins Quant Fund
The article speculates about a quant potentially parting ways with Ada.
2 shares
Third Point US Steel
Third Point, a hedge fund run by Daniel Loeb, has acquired a significant stake in US Steel, anticipating its merger with Nippon Steel despite political obstacles.
2 shares
AQR Delphi Strategy
AQR Capital Management's Delphi LongShort Equity Strategy experienced a 3.2% rise in April, pushing its year-to-date return to 12.1%, as per an unidentified source.
2 shares
MFA Margin Rules Warning
The Managed Funds Association has cautioned US financial regulators that stringent margining practices in the Treasury repo market could potentially disrupt liquidity and heighten systemic risk.
1 shares
ExodusPoint April Gains
Despite geopolitical instability and shifting trade policies in April, large multistrategy hedge funds, led by ExodusPoint's 2.8% gain, reported positive returns.
1 shares
Tech Juniors vs. Directors Balance
There is widespread dissatisfaction among both parties over the size of bonuses.
0 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Diversification Over Conviction
Alex Shahidi warns that due to market uncertainty, the old investing playbook may be outdated, suggesting diversification across multiple asset classes, including gold.
11 shares
Market Signals and Bear Market Warnings
Vincent Randazzo believes a bear market could last longer than expected due to deteriorating market breadth, advising a risk-aware strategy for investors.
8 shares
Decoding Market Volatility
Jay Hatfield argues that the Federal Reserve fails to distinguish between one-time price increases and inflation, discussing the recent market selloff and recovery after Trump's tariff announcements.
8 shares
AgenticAI: The Future
The Future: Zeynep Tunc introduces AgenticAI, a dynamic decision-making approach with applications in fields like autonomous vehicles and portfolio management.
8 shares
Insights on EM Fixed Income
Jonny Goulden and Saad Siddiqui discuss the impact of recent market developments on the EM fixed income asset class in a May 2025 podcast.
8 shares
Related5
Investment Strategy Update
Seth Cogswell warns that a potential reversal of globalization could disrupt traditional investment strategies, advocating for a disciplined approach, especially in midcap companies.
7 shares
US Rates Update
JP. Morgan strategists Jay Barry and Meera Chandan analyze recent developments in the Treasury and FX markets in relation to employment data, trade negotiations, and the Treasury's May refunding announcement.
6 shares
Global FX Update
JP. Morgan's Global FX team discusses the significant move in USDTWD and its implications for USDCNY, Asia FX, and global FX, along with recent macro data and central bank decisions.
5 shares
Decarbonizing Strategies
Raj Shah investigates if factor portfolios can be decarbonised without impacting their risk and return characteristics in a new research paper.
5 shares
Ben Cohen Interview
Ben Cohen, former Global Head of Data Strategy at WorldQuant, discusses the changing role of data sourcing, team recruitment, and the influence of AI on the data industry in an interview.
4 shares
X / Twitter
Posts from quant researchers on X.
6 items
Quantitative3
Equity Premium Fades, Alpha Shines
The blog emphasizes the significance of alpha in investment during times of reduced equity premium.
3 shares
AllianceBernstein Argues for Portable Alpha
AllianceBernstein's article proposes portable alpha as a remedy for increased geopolitical risks and market concentration.
3 shares
Ernie Chan's New Trading Book on Generative AI
Ernie Chan is preparing to publish a new trading book centered on Generative AI.
1 shares
Miscellaneous3
Investing Research Roundup
The investment research roundup covers topics like Macro Announcement Risk Premia, MeanReversion Strategy, model complexity, real estate diversification, and highlights relevant blogs, repositories, and podcasts.
1 shares
High Sharpe Ratios
The article hints at the unveiling of certain high-performing Sharpe Ratios.
0 shares
Weekend Reading Joy
The author is looking forward to reading a specific article during the weekend.
0 shares
Threads from r/quant, r/algotrading and friends.
6 items
Quantitative1
Model Complexity
217 shares
Rising5
QR Onboarding
61 shares
Graduate Trader Tips
70 shares
Timeseries Clustering
98 shares
Claude 3 Provider
233 shares
Jane Street Estimathons
85 shares