Aggregated Snell Envelopes
The article discusses the creation of an aggregator for Snell envelopes in a non-dominated setting, used to establish a reliable hedging strategy for American-style options in a semi-martingale setting.
11 sharesSource ↗
Quant LetterNo. 102
June 2025, Week 3
175 items across 10 sections, as sent to readers on 18 June 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 175
- Papers
- 107
- Sections
- 10
- Issue
- No. 102
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
26 items
Finance7
Optimal Execution
The research investigates the best strategy for buying a large number of shares over a set time, considering factors like price impact and market conditions, and uses numerical examples to demonstrate the findings.
9 shares1 citation todaySource ↗
Implied Probabilities in Credit Risk
The paper outlines a two-stage method for pricing credit risk using the Merton model, introducing a new mapping between risk-neutral and physical parameters for stress testing and credit risk analysis.
8 sharesSource ↗
Choquet Rating and Risk Consistency
The study explores the concept of risk consistency in Choquet rating criteria, providing a comprehensive analysis of Choquet risk measures and rating criteria that meet risk consistency standards.
7 sharesSource ↗
Quantum BSDE Solver for High-Dimensional PDEs
The research introduces a quantum machine learning method for approximating solutions to complex partial differential equations, showing that Variational Quantum Circuits offer better accuracy and lower variance, especially in highly nonlinear situations.
6 shares3 citations todaySource ↗
Small Volatility Approximation in Multi-Factor HJM Models
The paper showcases the use of Small Volatility Approximation in calibrating the Multi-Factor HJM model, highlighting that the calibration quality is high and independent of the number of factors.
5 sharesSource ↗
Credit Risk for Green and Brown Loan Portfolios
The study presents a credit risk model for portfolios of green and brown loans, expanding the ASRF framework and demonstrating how value-at-risk is influenced by various factors, providing a foundation for future credit risk modeling advancements.
5 sharesSource ↗
Economics8
Network Experimentation Methods
The article explores different techniques for conducting experiments that involve interaction networks between subjects.
22 sharesSource ↗
Dynamic Allocation Model
The article introduces a complex model for forecasting the potential risks in the global financial market, enhancing global asset allocation strategies.
13 shares1 citation todaySource ↗
High SES Consumption
The article presents empirical data showing a strong correlation between higher income and diverse consumption habits across various brands and price points.
10 shares2 citations todaySource ↗
EconGym AI Testbed
The article presents EconGym, a scalable testbed that integrates various economic tasks with AI algorithms for large-scale simulations and policy optimization in economic research.
8 shares10 citations todaySource ↗
Predicting Inflation
A study shows machine learning algorithms, particularly the Extreme Gradient Boosting model, are more effective than traditional methods in predicting Indonesia's inflation.
8 shares4 citations todaySource ↗
Price Adjustment
Research indicates that small price changes asymmetry varies with the business cycle, with more asymmetry during low unemployment periods, implying firms' pricing behavior is influenced by the economy.
8 shares5 citations todaySource ↗
The U.S. Phillips Curve
A study using MSA-level panel data investigates if the U.S. Phillips Curve's slope changed during and post-COVID-19, providing insights into the unemployment cost of disinflation.
7 sharesSource ↗
Incentivizing Flexibility
Research examines the impact of a centralized capacity market and an advanced reliability reserve on investments in demand-side flexibility technologies in the power sector, favoring the advanced reliability reserve as a more effective solution.
6 sharesSource ↗
Miscellaneous5
AI for FDI Facilitation
The article suggests an AI system that uses OCR and Large Language Models to simplify the verification of tariff exemptions for Foreign Direct Investment in manufacturing, enhancing operational efficiency.
12 sharesSource ↗
Prosocial Design
The chapter promotes Prosocial Design, a platform design method that encourages positive interactions and minimizes harmful behavior, advocating for more research and implementation to bolster Trust and Safety.
12 shares2 citations todaySource ↗
Large Language Models
The research shows that both humans and Large Language Models have difficulty distinguishing between genuine and fake product reviews, exposing a susceptibility to automated fraud and emphasizing the need for reliable purchase verification.
8 shares7 citations todaySource ↗
AI Standards Impact
The concept paper introduces an analytical method to assess the influence of AI standards on innovation and trust, using existing evaluation frameworks and encouraging dialogue on its potential among stakeholders.
7 shares1 citation todaySource ↗
Dynamic Reinsurance Treaty
The paper introduces a multi-agent reinforcement learning framework for reinsurance treaty bidding, showing its ability to enhance risk transfer efficiency and surpass traditional pricing methods in reinsurance markets.
6 shares2 citations todaySource ↗
Crypto & Blockchain2
Cryptocurrency Options Pricing Models
Research indicates that Kou and Bates models, which include jumps and stochastic volatility, are the most accurate for pricing Bitcoin and Ether cryptocurrency options.
6 shares3 citations todaySource ↗
DeFi Protocol Risk Management
The latest versions (v3) of Aave and Compound lending protocols show improved risk management compared to their previous versions (v2), with liquidation events boosting total value and revenue, particularly on the L2 blockchain.
5 shares3 citations todaySource ↗
Historical Trending4
Recession Detection with Classifiers
The article introduces a novel method for real-time detection of US recessions using unemployment and vacancy data, predicting a 71% chance of a current recession based on May 2025 data.
25 shares3 citations todaySource ↗
TrendFolios Framework for Portfolios
The study presents a portfolio construction framework using momentum and trend-following signals across various asset classes, showing its potential to generate excess returns and manage risk over 22 years.
19 sharesSource ↗
Interest Rate Announcements Communication Quality
The paper analyzes the Bank of Israel's interest rate announcements using text-mining techniques, finding them more comprehensible than those of the Federal Reserve and European Central Bank, and their sentiment aligns with economic fluctuations.
19 sharesSource ↗
Nonconvex Game for Ancillary Markets
The study uses noncooperative game theory to characterize zonal ancillary market coupling, finding that multi-agent deep reinforcement learning leads to lower market costs but higher profit allocation variability.
18 shares14 citations todaySource ↗
SSRN
Working papers in finance and economics from SSRN.
41 items
Quantitative24
Bayesian VAR Forecasting
A new method for predicting and modeling time series of count data has been created, allowing for the simultaneous modeling of multiple variables and managing data irregularities.
5 sharesSource ↗
Market Power in Electricity Markets
A study investigates the relationship between hedging and market power abuse in electricity markets, assessing the economic incentives to deviate from competitive behavior.
4 sharesSource ↗
Liquidity Flows in Broker Dealers
Research indicates that internal borrowing rates within the same bank holding company are higher than external rates, implying that regulatory capital requirements increase the value of internal funding.
3 sharesSource ↗
Testing Time Series Stationarity Guide
The article discusses the use of the Dickey-Fuller Test and Augmented Dickey-Fuller Test in confirming time series stationarity, offering insights for professionals in various quantitative fields.
2 sharesSource ↗
Fraud Detection with Diffusion Model
The article presents a new model for better credit card fraud detection by creating high-quality samples and removing noisy synthetic ones.
2 sharesSource ↗
Electricity Price Volatility & Financial Stress
The research explores the link between electricity price changes and financial stress in Europe, suggesting market-based pricing and diverse energy supplies.
2 sharesSource ↗
Fourier Feature Physics-Informed NN
The study introduces a tuning-free framework that accurately represents multifrequency responses in structural dynamics equations, removing the need for manual tuning.
2 sharesSource ↗
Social Group Bias in AI Finance
The article examines racial bias in financial decision-making models, suggesting a method to reduce racial disparities without affecting model performance.
2 sharesSource ↗
ChatGPT for Student Engagement
The paper highlights the use of ChatGPT to increase student engagement in online and hybrid learning settings.
2 sharesSource ↗
Optimal Lotteries in Non-Convex Economies
A new method has been developed for solving optimal lotteries in models with nonconvexities, proving more efficient than traditional methods.
36 sharesSource ↗
Quantum Machine Learning for Trading Strategies
The study investigates the use of quantum machine learning to optimize high-frequency trading strategies in US treasuries and forex markets.
3 sharesSource ↗
Hedging Risks with Reinforcement Learning
A proposed deep reinforcement learning framework optimizes the hedging of specific risk factors in financial instruments using Shapley value decompositions.
5 sharesSource ↗
Gamma Scalping for American Option Valuation
The paper highlights gamma scalping profitability as a crucial factor in the strategy and valuation for American-style options contracts.
4 sharesSource ↗
Forecasting Count Data with Bayesian VAR
A new framework for modeling and forecasting time series of count data extends the traditional Vector Autoregression framework to accommodate count-like outcomes.
5 sharesSource ↗
Big Data Analytics in Finance
The essay discusses the benefits of Big Data Analytics and predictive modeling in Risk Management for optimizing transactions in the banking sector.
2 sharesSource ↗
Optimising Large Language Models
The article reviews the optimization strategies of Large Language Models, categorizing gradient-based and non-gradient-based methods and discussing future research.
16 sharesSource ↗
Machine Learning in Market Crash Prediction
The article explores how Machine Learning can be used to predict market crashes, detailing the complexities and techniques involved.
2 sharesSource ↗
Quantum Model for Credit Default Prediction
The study suggests a hybrid quantum-classical machine learning model to improve the accuracy of credit default predictions in emerging markets.
2 sharesSource ↗
Impact of Venturing Venture Capitalists
The research shows that individual investments by venture capital partners negatively affect the performance of their institutional investments.
5 sharesSource ↗
SP 00 Option Returns
The study provides evidence supporting demand-based option pricing theory and discusses how market illiquidity affects return reversals.
2 sharesSource ↗
Kelly Betting with Recovery Constraints
The paper suggests a modified Kelly optimization that balances long-term growth with short-term recovery risk in skewed return environments.
6 sharesSource ↗
Reference-dependent Preferences in Asset Pricing
The article presents a model that explains how reference-dependent preferences can lead to sentiment-driven asset prices, solving several empirical puzzles in asset pricing.
3 sharesSource ↗
The Hype Index for Market News Attention
The paper introduces the Hype Index, a metric that uses Natural Language Processing to measure media attention towards large-cap equities and extract predictive signals from financial news.
3 sharesSource ↗
Dickey-Fuller Tests for Time Series Stationarity
The article explains the role of the Dickey-Fuller Test and Augmented Dickey-Fuller Test in validating time series stationarity, offering insights for professionals in actuarial science, quantitative finance, and machine learning.
2 sharesSource ↗
Financial17
Firm Linkages: QCML vs. Euclidean Similarity
QCML vs. Euclidean Similarity: The first article presents a new technique, Characteristic Vector Linkages (CVLs), for estimating firm linkages, which when combined with Quantum Cognition Machine Learning (QCML), can create profitable trading strategies.
3 sharesSource ↗
Anti-ESG Policies in Municipal Bond Market
The second article explores the effect of anti-Environmental, Social, and Governance (ESG) policies in states like Texas and Oklahoma on municipal finance, concluding that these policies do not significantly raise borrowing or transaction costs.
3 sharesSource ↗
HighDimensional Finance Learning
The article investigates the use of machine learning for financial forecasting, focusing on the role of within-sample standardization in Random Fourier Features and the analysis of ridgeless regressions.
8 sharesSource ↗
Volatility Spillovers Modelling
The research compares four GARCH methods in modeling the relationship between petroleum prices and stock indices in Canada, Saudi Arabia, the US, and China, highlighting diverse volatility interdependencies.
4 sharesSource ↗
RiskFree Asset-Less Portfolio Theory
The paper introduces a new portfolio theory that considers the lack of a universally accepted risk-free asset, suggesting safety is an investor-specific property that varies across different boundaries.
3 sharesSource ↗
Technological Usefulness Learning
The study uses natural language processing and machine learning to create a technology dataset from patent descriptions and U.S. public firms, uncovering the core technologies of non-patenting firms.
5 sharesSource ↗
RealTime Option IV Surface Modeling
The article proposes a two-step forecasting framework for the option implied volatility surface, which can handle large datasets and high data frequencies, and performs better than random walk forecasts.
3 sharesSource ↗
Dynamic Currency Arbitrage
The research identifies widespread mispricing in currency markets using a conditional latent factor model, showing that currency characteristics contribute more to mispricing than macroeconomic fundamentals.
3 sharesSource ↗
Commodity Futures Investment
Hilary Till discusses the commodity investment universe, investment focus, return rationale, investment process, return composition, portfolio construction, and risk management at the Alternative Investments Group of Calyon Financial.
3 sharesSource ↗
Deep IV Factor Models
The article proposes a model using neural networks and linear regression to better estimate daily volatility of stock options, especially during earnings announcements and sparse data periods.
2 sharesSource ↗
Blended Finance Fund
The study offers a framework for structuring blended finance funds, which direct private capital to impactful projects in developing countries, focusing on two-tranche structures.
3 sharesSource ↗
ESG Factors and Debt Cost
The research indicates that banks with higher environmental, social, and governance (ESG) scores have lower funding costs, and changes in ESG ratings significantly impact bond yields.
4 shares7 citations todaySource ↗
Portfolio Moments Relaxation
The study presents a method to approximate portfolio skewness and other higher odd moments, demonstrating how incorporating skewness can increase the optimal portfolio's skewness.
2 sharesSource ↗
Relationship and Housing Model
The research uses a life cycle model to demonstrate how capital, housing, and labor market returns affect individuals' life choices, leading to varied wealth, consumption, asset allocation, and housing profiles.
3 sharesSource ↗
Quantum Volatility Estimation
The paper introduces two new methods to estimate stochastic volatility diffusions, one using Quantum-Inspired Classical Hidden Markov Models and the other using Quantum Hidden Markov Models.
2 sharesSource ↗
Extending FAIR Framework
The study expands the Finance-Aware Implementation and Remediation framework to address time-related challenges in financial operations, offering guidelines for financial institutions adopting Large Language Models and autonomous systems.
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 during such times.
27 sharesSource ↗
Efficient Volatile KSE-30 Equities Identification
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 ↗
Dynamic Correlations in Risk Parity Portfolio Optimization
Using expected shortfall as the risk measure in risk parity portfolio optimization reduces sensitivity to volatility shocks, decreases portfolio turnover during market turmoil, and enhances risk-adjusted returns considering fat-tailed returns.
16 sharesSource ↗
Sharpe Ratio & Adaptive Market Hypothesis
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 Strategies
The study introduces a new window analysis method using the Whale Optimization Algorithm to identify stable trading strategies and companies, avoiding local extremes in decision-making efficiency.
11 sharesSource ↗
Monitoring Poverty in 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 Predictions with Missing Patterns
The BRM method is introduced to analyze blockwise missing data patterns, reducing data imputation and enhancing predictive performance.
20 sharesSource ↗
New Momentum Indicator for Equity Premium Prediction
A new N-MDIS strategy using machine learning is proposed to improve equity premium prediction, outperforming existing strategies.
19 sharesSource ↗
Product Market Competition and Earnings Volatility
The study suggests that increased product market competition leads firms to adopt zero-leverage policies, especially those with high earnings volatility.
18 sharesSource ↗
News Sentiment Impact on Risk Management
The study shows that both negative and positive news significantly influence intraday stock return volatility.
16 sharesSource ↗
Stochastic Machine Learning for Production Technologies
A modified version of Stochastic Gradient Boosting is proposed to estimate production possibility sets in DEA, reducing overfitting and enhancing 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 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 enhance efficiency and accuracy in the Lot Streaming and Scheduling Problem with unpredictable product arrival times.
16 sharesSource ↗
Dynamics in Chinese Financial Markets
The paper introduces a new machine learning technique for decomposing and analyzing complex time series, providing an alternative to the Box-Jenkins method for financial modeling.
13 sharesSource ↗
Monetary Policy Frictions and Nonperforming Loans
The study uses machine learning to create a monetary policy frictions index from financial news, revealing a significant positive impact on Chinese commercial banks' nonperforming loans.
12 sharesSource ↗
Housing Market Connectedness
The research uses machine learning to study the global housing market's interconnectedness, identifying the US market as the primary source of systematic shocks and its interest rate as a key global predictor.
10 sharesSource ↗
Deep Learning2
Oil Price Forecasting: ML vs. DL
ML vs. DL: Research shows deep learning methods outperform traditional machine learning in predicting oil prices, particularly during crises.
31 sharesSource ↗
Multifrequency Data Fusion for Carbon Price Prediction
The newly introduced MFF-CPPM model in China has demonstrated higher accuracy and flexibility in predicting carbon trading prices compared to standard models.
10 sharesSource ↗
Historical Trending10
Predicting VIX Trends
The article discusses a machine learning study that uses weekly jobless claim data to predict the CBOE Volatility Index (VIX).
23 sharesSource ↗
Euro Bank Stock Prediction
The study reveals that traditional machine learning models outperform deep learning models in predicting Eurozone banking sector stock prices.
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 social media discussions on the subject.
4 sharesSource ↗
Dark Patterns in Retail
The study investigates the use of dark patterns in retail investment, suggesting the use of behavioral sciences and AI to improve regulation and safeguard investors.
2 sharesSource ↗
Understanding Young Informal Workers in the EU
The study profiles young informal workers in the EU pre-pandemic, aiming to inform future research on Covid-19's impact on youth labor market informality.
2 sharesSource ↗
Resource Management in Cloud Computing
The paper discusses how artificial intelligence can enhance resource management in cloud environments, improving DevOps workflows' performance and efficiency.
2 sharesSource ↗
EGovernance and Citizen Participation
The review explores the link between e-governance initiatives and citizen participation, identifying knowledge gaps, especially concerning the initiatives' long-term sustainability and impact.
2 sharesSource ↗
Bank Performance Determinants
The paper discusses the determinants of banks' performance, suggesting new research avenues, particularly in digital transformation, artificial intelligence, and FinTechs.
1 sharesSource ↗
Online Gig Work Satisfaction Scale
The study assesses the Work Need Satisfaction Scale's applicability to online gig workers, suggesting the need for adaptation to better understand online platform work and promote worker well-being.
1 sharesSource ↗
Machine learning
The general machine-learning papers the letter carried in 2023-25.
10 items
Historical Trending10
QGuided Stepwise Search for Language Agents
QLASS system enhances the performance and efficiency of language agents by using Q-values to provide step-by-step guidance, even with limited supervision.
188 shares19 citations todaySource ↗
Reliability of Large Language Model Benchmarks
The study introduces platinum benchmarks, designed to reduce label errors and ambiguity, to improve the accuracy of large language model assessments.
55 shares54 citations todaySource ↗
Masked Autoencoders for Diffusion Models
The MAETok system uses an autoencoder to create a semantically rich latent space, enhancing the quality of high-resolution image synthesis.
38 shares94 citations todaySource ↗
Efficient Representation of Monocular Videos with NutWorld
NutWorld is a novel framework that converts monocular videos into dynamic 3D Gaussian representations, improving video reconstruction and enabling real-time applications.
29 shares8 citations todaySource ↗
Algebraically Converging Stochastic Gradient Descent
A new gradient descent algorithm with adaptive randomness tuning enhances the global convergence rate for nonconvex optimization problems.
28 shares6 citations todaySource ↗
Evaluating Unanswerable Queries
The article introduces UAEval4RAG, a framework for evaluating the performance of retrieval-augmented generation (RAG) systems in handling unanswerable queries, emphasizing the role of component selection and prompt design.
27 shares10 citations todaySource ↗
DeepSeek R1
The report discusses DeepSeek's new reasoning model, DeepSeekR1, which is cost-effective and competitive with OpenAI's models, showcasing the innovative use of various techniques in recent Chinese models.
23 shares43 citations todaySource ↗
Decision Theory
The article develops a connection between uncertainty quantification using prediction sets and risk-averse decision-making, introducing an algorithm, Risk-Averse Calibration (RAC), to optimize action policies from predictions within a user-defined risk limit.
20 shares46 citations todaySource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
13 items
Trending6
InfLLM v2: Longcontext Processing
Longcontext Processing: The article introduces InfLLM v2, a new model with a trainable sparse attention mechanism designed for quicker processing of long-context data.
7,887 shares
TradingAgents: Financial Trading Framework
Financial Trading Framework: The second article explores the progress in automated problem-solving using societies of agents driven by large language models (LLMs).
3,721 shares
RWKV Goose: State Evolution
State Evolution: The third article presents RWKV7 Goose, a new sequence modeling architecture that ensures consistent memory usage and inference time per token.
2,647 shares
TabM: Tabular DL Advancement
Tabular DL Advancement: The article explores different deep learning structures for managing and learning from structured data, including basic and advanced models like Transformers.
384 shares
MEIA: Multimodal Perception
Multimodal Perception: The article presents the Multimodal Embodied Interactive Agent (MEIA), a system that can convert complex tasks described in everyday language into a series of actionable steps.
299 shares
SurveyForge: Auto Survey Writing
Auto Survey Writing: The article highlights the crucial role of review articles in scientific research, especially given the fast-paced increase in research publications.
222 shares
Rising7
PixelsDB Data Analytics
The article explores a serverless query engine that performs queries and provides diverse pricing based on performance service levels.
213 shares
RFUAV Dataset for UAV Detection
The article presents the RFUAV dataset, a baseline preprocessing method, and tools for model evaluation.
125 shares
MASLab MultiAgent Systems Codebase
The article unveils MASLab, a complete codebase for LLM-based MAS designed to tackle specific challenges.
114 shares
PreTraining Framework for Agentic Search
The Retrieval Augmented Mask Prediction (RAMP) task improves Large Language Models' retrieval and reasoning skills by teaching them to use search tools during the pretraining stage.
108 shares
Spiking Graph Convolution Networks
Graph Convolutional Networks (GCNs) excel due to their superior capacity to learn and process graph information.
103 shares
Evaluating Language Models in Games
Large Language Models (LLMs) are evolving quickly, with potential applications as digital employees like analysts, teachers, and programmers.
98 shares
Autonomous Knowledge Graph Construction
AutoSchemaKG is a novel framework that enables the autonomous creation of knowledge graphs, removing the requirement for predefined schemas.
69 shares
GitHub
Repositories the letter featured.
10 items
Finance5
Pixeltable Data Infrastructure
Pixeltable is an AI system that uses a step-by-step method to manage various types of workloads.
386 shares
Alchemist Trading System
Alchemist is a fast, automated trading system that uses Ray technology.
7 shares
Proactive Time Series Forecasting
KDD25 is a new system for predicting online time series that can adapt to changes in concepts.
24 shares
AutoHedge
The article explores automated methods for risk protection and performance testing in financial trading.
64 shares
OCR Layout Analysis
The article introduces an OCR tool that can identify reading order tables in 90 languages.
17,612 shares
Trending5
Amazing OSINT List
The article presents a detailed list of exceptional Open Source Intelligence tools and resources.
21,656 shares
Node
The article delves into the functionalities and features of the Node.js JavaScript runtime.
111,698 shares
Whisper
The article outlines the procedure of converting OpenAI's Whisper model into C language.
40,703 shares
Coding Environments
The article investigates coding environments for multiple, independent, and secure agent operations.
1,600 shares
Python PGlite Wrapper
The article presents a PGLite wrapper in Python for lightweight app testing with Postgres, similar to SQLite.
420 shares
News
Industry news: funds, hiring, markets and regulation.
20 items
Quantitative10
Portfolio Manager at Fulcrum
Former Rokos Capital Management partner, Luke Sadrian, has been appointed as a Portfolio Manager at Fulcrum Asset Management, focusing on commodities.
6 shares
Hedge Fund Performance and Inflows
SSampC Technologies reports a positive 0.85 gross return for May, indicating good performance and capital flows in hedge funds.
6 shares
ExMan Group Credit Specialist Aims for $500M
Yves Blechner, former portfolio manager at Man Group, plans to launch his own hedge fund, 44 Hill Capital Management, targeting global high-yield and distressed credit markets.
6 shares
Landing a 64k Jane Street Internship
The article offers advice on how to break into the field of algorithmic trading.
5 shares
Macro Hedge Funds Beat Trend Followers
Discretionary macro hedge funds are outperforming systematic ones in 2025 due to market volatility caused by unpredictable policy decisions of US President Donald Trump, according to PivotalPath data.
5 shares
Saudi License
Alternative investment firm King Street Capital Management is reportedly seeking a license to operate in Saudi Arabia to capitalize on the kingdom's growing capital markets.
4 shares
Hedge Funds Capital Influx
Hedge funds focusing on Japan are seeing increased inflows due to the country's improving economy, sustainable inflation, and strong equity market performance.
4 shares
L Onchain Hedge Fund Strategies
L, an onchain asset management platform, has launched high-alpha investment strategies managed by crypto-native hedge funds, targeting financial advisors and accredited investors.
4 shares
Quant Developers vs Researchers
Quadrature may be challenging for those deeply involved in quantitative research to understand or get into.
3 shares
FTAV QA with Gappy Paleologo
The head of quantitative research at Balyasny Asset Management discusses the role of algorithms, hedge funds, correlations, and even cats in their work.
3 shares
Miscellaneous10
NH Capital's Chief Risk Officer
Stephan Brohme is appointed as Chief Risk Officer at New Holland Capital, overseeing $6bn in absolute return strategies for institutional clients.
3 shares
Schonfeld Invests in Abu Dhabi Fund
Schonfeld Strategic Advisors invests $500m in a new Abu Dhabi-based long-short equity fund, managed by veteran Waha Capital Portfolio Manager Omar Newera.
3 shares
Pharo Management Eyes Abu Dhabi for Hedge Fund
Pharo Management, a $7bn global macro hedge fund, is set to open an office in Abu Dhabi to restructure its Africa-focused investment team.
3 shares
Millennium Talks Minority Stake Sale
Millennium Management, a $75bn hedge fund, contemplates selling a 10-15% minority stake in its management company, valuing the business at approximately $14bn.
2 shares
Talent Scout Departs BlueCrest
Michael Grad, Global Head of Business Development at BlueCrest Capital Management, is reportedly leaving the hedge fund-turned-family office founded by Michael Platt.
2 shares
Palliser campaign at Keisei Electric
ISS backs Palliser Capital's push for board restructuring at Keisei Electric Railway, including a vote against CEO Toshiya Kobayashi.
2 shares
Farallon urges TD Holdings
Farallon Capital Management is urging T&D Holdings to divest cross-shareholdings and address alleged hidden holdings.
2 shares
Rokos leads in May returns
Despite economic volatility, macro hedge funds like Rokos Capital Management showed positive results in May.
2 shares
SEBI approves AlphaGrep
AlphaGrep has received SEBI approval to start a quant-driven mutual fund business, reports Hindustan Times.
2 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Carbon Markets: Alternative Investment
Alternative Investment: The carbon credit market offers a unique opportunity for portfolio diversification and high returns due to its low correlation with US equities and government-mandated demand.
14 shares
US Rates Market Outlook
JP. Morgan's team provides an outlook for the US rates market in the second half of 2025, discussing Treasury yields, swap spreads, TIPS, and short-term fixed income markets.
9 shares
Global Rates: European Market Outlook
European Market Outlook: In a podcast, Francis Diamond and Khagendra Gupta share their views on Euro area and UK rates markets for the second half of the year, focusing on yields curves, swap spreads, and volatility.
7 shares
Unconstrained Fixed Income Strategies
Portfolio Manager Enda Mulry discusses the advantages of an unconstrained active fixed income strategy, especially during times of market volatility.
6 shares
Global FX: Dollar's Range Breaks
Dollar's Range Breaks: Arindam Sandilya, James Nelligan, and Patrick Locke discuss the future of currencies in light of tariff and geopolitical tensions and upcoming central bank meetings.
5 shares
Related5
Summer Volatility
Jeff Praissman and Scott Bauer analyze the current market stability, the reasons for the low Volatility Index (VIX), and discuss if traders should invest in protection while it's affordable.
5 shares
Aubrey's Evolution
In Confessions Next Gen, AllxDayxRay interviews Aubrey about his trading journey, his trading philosophy, and the significance of self-awareness in trading.
4 shares
Orchid: AI for Hedge Funds
AI for Hedge Funds: Zuber Seth and Professor Zoro talk about the establishment of Orchid, an AI company for Hedge Funds, which was created through networking, a Math degree, and a random meeting with a prince.
4 shares
Deepak Gurnani Investment
Deepak Gurnani, the founder of Versor Investments, emphasizes the role of data in investment management, the use of AI/machine learning, and the distinction between traditional and alternative data.
4 shares
AccessFintech's Par Cassells Settlement Cycles
Par Cassells and Nyela discuss the shift to shorter settlement cycles, the role of vendors in this transition, and the forthcoming moves to T1 in the EU and UK.
2 shares
X / Twitter
Posts from quant researchers on X.
5 items
Quantitative2
Optimal Kelly Leverage for SP 500
The best Kelly leverage for daily SP 500 returns between 1997 and 2024 is around 2.4, as higher values decrease long-term growth due to increased volatility and drawdowns.
3 shares
Lowvol Factor in Asset Pricing
A new study emphasizes the importance of the low-volatility factor in asset pricing models, especially in relation to factor asymmetry and frictions.
1 shares
Miscellaneous3
Trend Following and Drawdowns
ManGroup analyzes the current situation of trend following and drawdowns, questioning if the current scenario is unique.
1 shares
SEAL: LLMs Updating Weights
LLMs Updating Weights: SEAL, a new framework, enables LLMs to create their own training data and adjust their weights based on new inputs, using the improved model's performance as a reward.
1 shares
Investing Research Roundup
The recent investment research roundup discusses topics like predicting cryptocurrency using sentiment, a strategy based on foreign exchange mispricings, multiple option-based predictors, a regime-switching model, and more.
0 shares
Threads from r/quant, r/algotrading and friends.
10 items
Quantitative5
Risk Management
121 shares
Hedge Fund Strategies
128 shares
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