---
title: Quant Letter No. 104: July 2025, Week 1
url: https://www.ml-quant.com/issues/2025-07-03/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
issue_date: 2025-07-03
---


# Quant Letter No. 104: July 2025, Week 1

Sent 2025-07-03. 162 items.

## arXiv

### Finance

- __[Deep Hedging](http://arxiv.org/abs/2506.22611v1)__: The study uses deep neural networks to enhance portfolio risk management, leading to significant risk reduction and practical market strategy insights. (2025-06-27, shares: 23) · https://www.ml-quant.com/papers/arxiv/2506.22611/
- __[Posterior Drift](http://arxiv.org/abs/2506.23619v1)__: The research warns about the sensitivity of large linear machine learning models in predicting equity premiums, suggesting caution in their use. (2025-06-30, shares: 7) · https://www.ml-quant.com/papers/arxiv/2506.23619/
- __[Predicting Fed's Next Move](http://arxiv.org/abs/2506.22763v1)__: The study reveals that combining structured data with unstructured text from Federal Reserve communications improves the accuracy of central bank policy predictions. (2025-06-28, shares: 4) · https://www.ml-quant.com/papers/arxiv/2506.22763/
- __[Customer Lifetime Value](http://arxiv.org/abs/2506.22711v1)__: The research presents a framework that uses Open Banking data to estimate customer value across firms, potentially boosting profitability by 21.06%. (2025-06-28, shares: 4) · https://www.ml-quant.com/papers/arxiv/2506.22711/
- __[Predicting Fed's Next Move](http://arxiv.org/abs/2506.22763v1)__: Hybrid models that blend structured data with Federal Reserve communications are more effective in predicting central bank policy changes, especially in U.S. federal funds rate shifts. (2025-06-28, shares: 4) · https://www.ml-quant.com/papers/arxiv/2506.22763/
- __[SABRMTGP](http://arxiv.org/abs/2506.22888v1)__: The SABR-MTGP method, which views the creation of the Implied Volatility Surface as a multi-task learning issue, performs better than standard Gaussian process regression and SABR under different market conditions. (2025-06-28, shares: 4) · https://www.ml-quant.com/papers/arxiv/2506.22888/
- __[Local Volatility in Cheyette Model](http://arxiv.org/abs/2506.23876v1)__: An analytical approximation for the local volatility function in the Cheyette interest rate model has been developed, expanding the Dupire framework to fixed-income markets and aiding model calibration. (2025-06-30, shares: 4) · https://www.ml-quant.com/papers/arxiv/2506.23876/
- __[Pricing Fractal Derivatives](http://arxiv.org/abs/2506.24111v1)__: A study on derivative securities pricing in markets modeled by a sub-mixed fractional Brownian motion with jumps shows the model's precision and adaptability in capturing market phenomena like memory and heavy-tailed jumps, especially for barrier options. (2025-06-30, shares: 3) · https://www.ml-quant.com/papers/arxiv/2506.24111/

### Economics

- __[Violence Impact on Migration in Afghanistan](http://arxiv.org/abs/2507.00279v1)__: Research using satellite imagery and phone records shows that long-term conflict, such as Taliban control, impacts seasonal migration in Afghanistan, but extreme violent events do not significantly disrupt labor flows. (2025-06-30, shares: 10) · https://www.ml-quant.com/papers/arxiv/2507.00279/
- __[LLMs Impact on Developers](http://arxiv.org/abs/2506.22704v2)__: Large language models like ChatGPT can boost productivity and knowledge sharing among Open-Source Software developers, especially in complex or rapidly changing contexts. (2025-06-28, shares: 7) · https://www.ml-quant.com/papers/arxiv/2506.22704/
- __[Global Energy Demand and Temperature](http://arxiv.org/abs/2506.22768v1)__: A study found that global residential energy demand rises at temperatures below -5 degrees Celsius and above 30 degrees Celsius, with developed countries more sensitive to high temperatures. (2025-06-28, shares: 2) · https://www.ml-quant.com/papers/arxiv/2506.22768/
- __[Tracking Affordability of Healthy Diets](http://arxiv.org/abs/2506.22965v1)__: Two Food Policy articles promote the use of least-cost benchmark diets to monitor and improve food security, offering a new indicator of food access and guiding interventions for universal access to healthy diets. (2025-06-28, shares: 2) · https://www.ml-quant.com/papers/arxiv/2506.22965/
- __[Digital Transformation in Chinese Firms](http://arxiv.org/abs/2506.23230v1)__: Chinese companies' digital transformation is changing job structures, increasing the need for managerial and technical roles and decreasing manual labor demand. (2025-06-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2506.23230/
- __[EU Carbon Border Adjustment Mechanism Impacts](http://arxiv.org/abs/2506.23341v2)__: The European Carbon Border Adjustment Mechanism slightly increases EU's national expenditure and reduces emissions in EU imports by 3%. (2025-06-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2506.23341/
- __[Factors Affecting Change Orders in Construction](http://dx.doi.org/10.32474/TCEIA.2023.04.000192)__: In Florida, the size, duration, and work type of Design-Bid-Build projects significantly affect change orders frequency, and a discrete choice model can enhance contract type selection. (2025-06-30, shares: 2) · https://www.ml-quant.com/papers/doi/10-32474-tceia-2023-04-000192/
- __[Global Textile Supply Chain Disruptions](http://dx.doi.org/10.7596/jebm.1636662)__: The COVID-19 pandemic and geopolitical conflicts have disrupted global textile and fashion supply chains, causing order cancellations, layoffs, and a shift towards automation and digitalization. (2025-06-30, shares: 2) · https://www.ml-quant.com/papers/doi/10-7596-jebm-1636662/

### Miscellaneous

- __[Preserving Human Autonomy in AI Decision-Support](http://arxiv.org/abs/2506.23952v2)__: The article explores the effects of AI on specialized fields, noting its potential to diminish skill and value. It suggests a framework for creating AI systems that maintain human autonomy in these areas. (2025-06-30, shares: 6) · https://www.ml-quant.com/papers/arxiv/2506.23952/

### Crypto & Blockchain

- __[Decentralised Fund Framework](http://arxiv.org/abs/2507.00978v1)__: A new decentralized framework for capital allocation combines multiple strategies and allows both humans and AI to participate in strategy development and allocation, all implemented on-chain. (2025-07-01, shares: 7) · https://www.ml-quant.com/papers/arxiv/2507.00978/
- __[FairMarket-RL: Fairness Shaping](http://arxiv.org/abs/2506.22708v1)__: Fairness Shaping: FairMarket-RL, a hybrid model combining Large Language Models and Reinforcement Learning, is introduced to create fairness-aware trading agents in a simulated microgrid, leading to more equitable outcomes. (2025-06-28, shares: 7) · https://www.ml-quant.com/papers/arxiv/2506.22708/
- __[Multifractality in Bitcoin Volatility](http://arxiv.org/abs/2507.00575v1)__: Rough volatility models are found to be misaligned with Bitcoin volatility due to a multifractal structure that contradicts the homogeneity assumptions of rough volatility estimation. (2025-07-01, shares: 4) · https://www.ml-quant.com/papers/arxiv/2507.00575/
- __[Optimal Benchmark Design](http://arxiv.org/abs/2506.22142v1)__: A study using a model inspired by blockchain smart contracts reveals that the best price benchmark varies based on the significance of fixed and variable manipulation costs. (2025-06-27, shares: 4) · https://www.ml-quant.com/papers/arxiv/2506.22142/

### Historical Trending

- __[RobustiPy Library](http://arxiv.org/abs/2506.19958v1)__: RobustiPy is a new Python tool for analyzing model uncertainty, providing efficient methods for confidence intervals, model selection, and out-of-sample evaluation. (2025-06-24, shares: 32) · https://www.ml-quant.com/papers/arxiv/2506.19958/
- __[Hidden Costs of Passive Investing](http://arxiv.org/abs/2506.21775v1)__: Passive investing can lead to higher costs than strategies that gradually acquire shares, with traders earning significant profits from providing liquidity at reconstitution events. (2025-06-26, shares: 12) · https://www.ml-quant.com/papers/arxiv/2506.21775/
- __[Suspense in European Football](http://arxiv.org/abs/2506.21253v1)__: The suspense and surprise of sports matches could be used as alternative policy targets for league organizers, as analysis shows lower suspense for top teams and consistent surprise values. (2025-06-26, shares: 11) · https://www.ml-quant.com/papers/arxiv/2506.21253/
- __[Empirical Diversification Estimator](http://arxiv.org/abs/2506.20385v1)__: The Diversification Quotient (DQ) is a robust measure of portfolio diversification, showing more resilience under various distributional settings than the diversification ratio (DR). (2025-06-25, shares: 11) · https://www.ml-quant.com/papers/arxiv/2506.20385/
- __[Narrative Shift Detection Approach](http://arxiv.org/abs/2506.20269v1)__: Large Language Models combined with topic models can model narrative shifts over time, but they struggle to differentiate between content and narrative shifts, as shown in a study of The Wall Street Journal articles. (2025-06-25, shares: 7) · https://www.ml-quant.com/papers/arxiv/2506.20269/

## SSRN

### Quantitative

- __[Machine Learning for Option Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241260)__: The study uses machine learning to accurately predict the exercise of American call options, outperforming traditional assumptions. (2025-05-29, shares: 61) · https://www.ml-quant.com/papers/ssrn/5241260/
- __[Volatility Forecasting Models Comparison](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241995)__: The paper finds that volatility models forecast most accurately when they match the data-generating process. (2025-05-07, shares: 42) · https://www.ml-quant.com/papers/ssrn/5241995/
- __[FMA Indicator for Dividend Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241825)__: The article introduces a technical analysis method that uses dividends to predict a share's lifetime maximum and minimum prices. (2025-05-07, shares: 35) · https://www.ml-quant.com/papers/ssrn/5241825/
- __[NonParametric Inflation Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5244264)__: The paper presents a new inflation model that shows inflation reacts more to larger shocks due to nonlinear shock transmission. (2025-05-07, shares: 64) · https://www.ml-quant.com/papers/ssrn/5244264/
- __[Operational Flexibility Impact on Firm Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234344)__: The study establishes a link between operational flexibility and firms' equity risk-return characteristics, showing that an exit option can reduce risk and increase equity values. (2025-05-19, shares: 32) · https://www.ml-quant.com/papers/ssrn/5234344/
- __[Quantum Machine Learning for Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5282586)__: The study discusses the potential of quantum machine learning in optimizing high-frequency trading strategies in US treasuries and forex markets. (2024-12-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/5282586/
- __[Fiscal Financing and Investment Irreversibility](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245203)__: The research reveals that deficit financing dividend taxation can influence investment, debt-to-output fluctuations, and amplify asset price fluctuations. (2025-05-08, shares: 32) · https://www.ml-quant.com/papers/ssrn/5245203/
- __[NLP Axioms in Tamil Dialects](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245598)__: The study examines the challenges and opportunities in using Machine Learning for processing Classical Tamil language and its dialects, with a focus on linguistic and cultural aspects. (2025-05-07, shares: 13) · https://www.ml-quant.com/papers/ssrn/5245598/
- __[Simulation Study for Port Flows](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239631)__: The research uses a simulation model and machine learning to analyze import container flows at the Port of New York-New Jersey, showing improved accuracy. (2025-05-05, shares: 27) · https://www.ml-quant.com/papers/ssrn/5239631/
- __[AI in Tourism: Kerala Study](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242805)__: Kerala Study: The study introduces the SMART AI-Driven Tourism Marketing Framework to boost tourist engagement in Kerala, noting a lack of AI-based strategies in the region's tourism marketing. (2025-04-22, shares: 14) · https://www.ml-quant.com/papers/ssrn/5242805/
- __[Racial Challenges of AI in Economics](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237156)__: The article explains why creating ethical, equitable, and racially-just machine learning is currently impossible, using examples from economics and finance. (2025-05-23, shares: 16) · https://www.ml-quant.com/papers/ssrn/5237156/
- __[Resilient Supply Chain Design](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5235268)__: The article proposes a framework for building supply chain resilience during large-scale disruptions, based on an analysis of successful global brands. (2018-01-05, shares: 42) · https://www.ml-quant.com/papers/ssrn/5235268/
- __[Stock Returns in Supply Chain Pressure](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245195)__: The study explores the effect of global supply chain pressures on U.S. stock market returns, providing insights for corporate managers on risk management and supply chain strategy. (2025-05-07, shares: 20) · https://www.ml-quant.com/papers/ssrn/5245195/
- __[Unified Econometrics Discipline](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245790)__: The article discusses the rapid growth and transformation of econometrics, highlighting advances in the analysis of cross-sectional data, policy analysis, and time series techniques. (2006-05-08, shares: 23) · https://www.ml-quant.com/papers/ssrn/5245790/
- __[AI and Relationship Lending in Banking](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241807)__: The research studies the interaction between banks' use of AI in credit scoring and relationship lending, finding that AI investments help banks manage the effects of relationship lending on firms' credit supply and decisions. (2025-05-05, shares: 33) · https://www.ml-quant.com/papers/ssrn/5241807/

### Financial

- __[Pharmaceutical Stocks: Anomalies Explained](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245162)__: Anomalies Explained: Pharmaceutical stocks offer higher returns when writing options due to their high growth potential and the unpredictability of drug trials and development. (2025-05-07, shares: 431) · https://www.ml-quant.com/papers/ssrn/5245162/
- __[Incentivizing Innovation with Common Task Framework](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5242901)__: The Common Task Framework (CTF) can enhance innovation and honesty in research, and could be used in financial economics to assess asset pricing models. (2025-05-07, shares: 246) · https://www.ml-quant.com/papers/ssrn/5242901/
- __[Economic Indicators and LLM Analysis in Day Trading](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5246516)__: A new intraday trading strategy for the USTEC CFD, using a large language model to filter trading signals based on news sentiment, significantly boosts profitability. (2025-06-16, shares: 63) · https://www.ml-quant.com/papers/ssrn/5246516/
- __[Tax Outcomes of IRS Officials' Stock Trades](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245652)__: IRS officials' personal stock trades yield positive abnormal returns and are linked to future tax enforcement outcomes for the companies they invest in. (2025-05-08, shares: 660) · https://www.ml-quant.com/papers/ssrn/5245652/
- __[Currency Markets: FOMC Announcement Premia](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5237922)__: FOMC Announcement Premia: Currency risk premiums fluctuate on U.S. FOMC announcement days, with currencies expecting a larger reduction in implied variance earning significantly higher returns. (2025-05-07, shares: 213) · https://www.ml-quant.com/papers/ssrn/5237922/
- __[Credit Asset Returns and Ambiguity Preference](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5246313)__: Ambiguity preference variables can forecast credit asset comovements, with lower-rated US credit assets being more affected by ambiguity aversion. (2025-05-08, shares: 44) · https://www.ml-quant.com/papers/ssrn/5246313/
- __[Personal Finance Knowledge of WPI Students](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245648)__: College students' financial and economic understanding improves with more finance/economic courses, but significant gaps in general financial knowledge and misconceptions about financial tools persist. (2025-05-08, shares: 43) · https://www.ml-quant.com/papers/ssrn/5245648/
- __[Geographic Shareholder Dispersion](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239359)__: Mutual funds in the Euroarea with a diverse geographic investor base have more fluctuating flows, but it doesn't impact overall performance. (2025-05-05, shares: 33) · https://www.ml-quant.com/papers/ssrn/5239359/
- __[Digital Asset Regulation in the U.S.](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5245602)__: The U.S.'s individual approach to digital asset regulation could isolate its markets and weaken its monetary power, indicating a need for global collaboration. (2025-05-07, shares: 62) · https://www.ml-quant.com/papers/ssrn/5245602/
- __[The Bond Agio Premium](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5243376)__: Investors should be rewarded for the increased default risk associated with higher-priced bonds, an aspect overlooked by common measures like yield or Z and I spreads. (2025-05-07, shares: 59) · https://www.ml-quant.com/papers/ssrn/5243376/
- __[Public Loans Allocation in Covid-19](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239382)__: During the pandemic, government-backed loans were more often given to safer, liquidity-strapped borrowers, who were less likely to struggle with repayments later. (2025-05-05, shares: 25) · https://www.ml-quant.com/papers/ssrn/5239382/
- __[Tax Losses and Capped Call Spreads](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238942)__: Capital-loss carryforwards can be assessed using option-pricing, providing a consistent market basis for determining when these strategies offer real economic benefits. (2025-05-07, shares: 67) · https://www.ml-quant.com/papers/ssrn/5238942/
- __[Returns to Scale in Fund Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5246703)__: Fund managers can mitigate the adverse effects of competition on fund alpha by adjusting their level of active management, especially in response to competition from passive funds. (2025-05-08, shares: 29) · https://www.ml-quant.com/papers/ssrn/5246703/
- __[Unit Roots in Macro Variables](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5238504)__: A study of 43 macroeconomic variables across the G7 economies over 200 years shows evidence of mean reversion in the U.S. and significant differences between countries. (2025-05-07, shares: 37) · https://www.ml-quant.com/papers/ssrn/5238504/
- __[Inflation Risk and Production Cost](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5241864)__: Companies with high fixed costs have a negative reaction to inflation surprises, primarily due to variable costs, which form the majority of the cost structure and are positively linked with inflation beta. (2025-05-05, shares: 35) · https://www.ml-quant.com/papers/ssrn/5241864/

## RePEc

### Finance

- __[Enhanced EM Portfolios with AATS](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-025-00754-3%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A11%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1186_s40854-025-00754-3)__: A new Automated Adaptive Trading System may help stabilize emerging markets during downturns, addressing issues caused by the rise of algorithmic trading and passive investing. (2025-07-03, shares: 27) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Efficient Volatile KSE-30 Equities Identification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs43069-025-00421-4%3Bh%3Drepec%3Aspr%3Asnopef%3Av%3A6%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1007_s43069-025-00421-4)__: Machine learning has been utilized to identify assets driving downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization strategy for effective asset allocation. (2025-07-03, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Dynamic Correlations in Risk Parity Portfolio Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjtsa.12792%3Bh%3Drepec%3Abla%3Ajtsera%3Av%3A46%3Ay%3A2025%3Ai%3A2%3Ap%3A353-377)__: 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. (2025-07-03, shares: 16) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Adaptive Market Hypothesis](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Farchive.conscientiabeam.com%2Findex.php%2F29%2Farticle%2Fview%2F4102%2F8464%3Bh%3Drepec%3Apkp%3Ateafle%3Av%3A12%3Ay%3A2025%3Ai%3A1%3Ap%3A120-142%3Aid%3A4102)__: The research compares trading strategies globally and finds that Sharpe Ratio-based strategies are more profitable than the buy-and-hold strategy, supporting the Adaptive Market Hypothesis. (2025-07-03, shares: 15) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Novel Window Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10528-7%3Bh%3Drepec%3Akap%3Acompec%3Av%3A65%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10614-023-10528-7)__: The study introduces a new method for assessing decision-making units' efficiency over time, using the Whale Optimization Algorithm to identify stable trading strategies and companies. (2025-07-03, shares: 11) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Monitoring Poverty in Lebanon](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Froiw.12708%3Bh%3Drepec%3Abla%3Arevinw%3Av%3A71%3Ay%3A2025%3Ai%3A1%3An%3Ae12708)__: The article uses a new data augmentation technique to analyze poverty in the Middle East and North Africa, highlighting the significance of using alternative data sources for poverty analysis. (2025-07-03, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Predictions with Missing Patterns](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fijds.2022.9016%3Bh%3Drepec%3Ainm%3Aorijds%3Av%3A4%3Ay%3A2025%3Ai%3A1%3Ap%3A85-99)__: The BRM method is introduced for analyzing missing data patterns, reducing data imputation and enhancing predictive performance. (2025-07-03, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Indicator for Equity Premium Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3200%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A424-435)__: A new N-MDIS strategy using machine learning is proposed to improve the accuracy of equity premium prediction. (2025-07-03, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[Product Market Competition on Zero-Leverage Policies](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F18%2F2%2F73%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A18%3Ay%3A2025%3Ai%3A2%3Ap%3A73-%3Ad%3A1582023)__: The study suggests that firms are more likely to adopt zero-leverage policies as product market competition intensifies, especially those with higher earnings volatility. (2025-07-03, shares: 18) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/
- __[News Sentiment and Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165176524006086%3Bh%3Drepec%3Aeee%3Aecolet%3Av%3A247%3Ay%3A2025%3Ai%3Ac%3As0165176524006086)__: The paper shows that accurately measured news sentiment significantly impacts intraday stock return volatility. (2025-07-03, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Stochastic Machine Learning for Production Technologies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0377221724008993%3Bh%3Drepec%3Aeee%3Aejores%3Av%3A323%3Ay%3A2025%3Ai%3A1%3Ap%3A224-240)__: 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. (2025-07-03, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ejores-v-323-y-2025-i-1-p-224-240/

### Machine Learning

- __[Machine Learning for M&A](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521925000201%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A99%3Ay%3A2025%3Ai%3Ac%3As1057521925000201)__: Machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities, with certain variables impacting prediction accuracy. (2025-07-03, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Tail Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135)__: Two new deep learning frameworks have been proposed for estimating financial risk measures, outperforming existing methods and aiding in better capital allocation for financial institutions. (2025-07-03, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3215%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A547-555)__: The volatility of long-term treasury bond contracts, especially 10-year ones, can predict Chinese stock market volatility, with machine learning methods offering more accurate forecasts than traditional models. (2025-07-03, shares: 24) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Lot Streaming and Scheduling](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F24725854.2023.2294816%3Bh%3Drepec%3Ataf%3Auiiexx%3Av%3A57%3Ay%3A2025%3Ai%3A4%3Ap%3A408-422)__: The article proposes a new algorithm and machine learning model to enhance efficiency and accuracy in the Lot Streaming and Scheduling Problem (LSSP) with unpredictable product arrival times. (2025-07-03, shares: 16) · https://www.ml-quant.com/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/
- __[Dynamics in Chinese Financial Markets](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2329156%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A97-110)__: The paper introduces a new machine learning technique for decomposing and analyzing complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling. (2025-07-03, shares: 13) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Monetary Policy Frictions and Nonperforming Loans](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS106294082400278X%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A76%3Ay%3A2025%3Ai%3Ac%3As106294082400278x)__: The study uses machine learning to create a monetary policy frictions index from financial news, revealing significant impacts on nonperforming loans of Chinese commercial banks. (2025-07-03, shares: 12) · https://www.ml-quant.com/papers/repec/eee-ecofin-v-76-y-2025-i-c-s106294082400278x/
- __[Housing Market Quantile Connectedness](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0261560625000014%3Bh%3Drepec%3Aeee%3Ajimfin%3Av%3A152%3Ay%3A2025%3Ai%3Ac%3As0261560625000014)__: The research uses machine learning to study the global housing market's interconnectedness, identifying the US market as the main source of systematic shocks with its interest rate as the most influential factor. (2025-07-03, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: ML vs. DL](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-023-05400-8%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A345%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10479-023-05400-8)__: ML vs. DL: Deep learning methods have been found to be more effective than traditional machine learning in predicting oil prices, especially during crises. (2025-07-03, shares: 31) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/
- __[Multifrequency Data Fusion for Carbon Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3198%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A436-458)__: The newly introduced MFF-CPPM model in China has shown higher accuracy and flexibility in predicting carbon trading prices compared to standard models. (2025-07-03, shares: 10) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-436-458/

### Historical Trending

- __[Predicting VIX Trends](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2439458%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A12%3Ap%3A1857-1873)__: The study uses machine learning to predict the CBOE Volatility Index, highlighting the importance of weekly jobless claim data in enhancing trading strategies. (2024-12-26, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Stock Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.icfm.ro%2FRePEc%2Fvls%2Fvls_pdf%2Fvol28i4p29-42.pdf%3Bh%3Drepec%3Avls%3Afinstu%3Av%3A28%3Ay%3A2024%3Ai%3A4%3Ap%3A29-42)__: The research finds traditional models more effective than machine learning and deep learning models in predicting stock price movements in the Eurozone banking sector. (2024-01-19, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability Impact](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10796-023-10460-z%3Bh%3Drepec%3Aspr%3Ainfosf%3Av%3A26%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10796-023-10460-z)__: The paper suggests that a data-driven culture and AI infrastructure are key to enhancing firm performance with AI capability. (2024-02-17, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Climate Discussions](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS0027950124000073%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Anierev%3Av%3A266%3Ay%3A2023%3Ai%3A%3Ap%3A22-29_3)__: The study uses machine learning to analyze social media discussions on climate change, advocating for diverse policies and a holistic approach to achieve net-zero goals. (2023-07-13, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[Dark Patterns in Retail](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.rivisteweb.it%2Fdownload%2Farticle%2F10.1435%2F115112%3Bh%3Drepec%3Amul%3Ajqmthn%3Adoi%3A10.1435%2F115112%3Ay%3A2024%3Ai%3A3%3Ap%3A499-531)__: The article discusses the problem of dark patterns in online retail investment platforms, proposing the use of behavioral sciences and AI for better regulation and investor protection. (2024-11-28, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Understanding Young Informal Workers in the EU](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.2478%2Fjses-2024-0010%3Bh%3Drepec%3Avrs%3Ajsesro%3Av%3A13%3Ay%3A2024%3Ai%3A2%3Ap%3A82-97%3An%3A1005)__: The study profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth informality in the labour market. (2024-03-05, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Intelligent Resource Management in Cloud Computing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fnewjaigs.com%2Findex.php%2FJAIGS%2Farticle%2Fview%2F262%3Bh%3Drepec%3Adas%3Anjaigs%3Av%3A6%3Ay%3A2024%3Ai%3A1%3Ap%3A397-408%3Aid%3A262)__: The paper discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency. (2024-10-07, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[EGovernance and Citizen Participation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fpublishing.globalcsrc.org%2Fojs%2Findex.php%2Fsbsee%2Farticle%2Fview%2F3089%2F1770%3Bh%3Drepec%3Asrc%3Asbseec%3Av%3A6%3Ay%3A2024%3Ai%3A3%3Ap%3A317-336)__: The review investigates the link between e-governance initiatives and citizen participation, emphasizing the need for interdisciplinary research to assess these initiatives' effectiveness. (2024-11-22, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Bank Performance Determinants](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fapi.eurokd.com%2FUploads%2FArticle%2F704%2FNCAF.2023.09.03.pdf%3Bh%3Drepec%3Abco%3Ancafaa%3A%3Av%3A9%3Ay%3A2023%3Ap%3A26-41)__: The paper analyzes literature on the factors influencing banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the impact of COVID-19. (2023-06-10, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Work Need Satisfaction in Online Gig Work](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjppc.ro%2Findex.php%2Fjppc%2Farticle%2Fdownload%2F868%2F470%3Bh%3Drepec%3Acta%3Ajcppxx%3A4241)__: 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. (2024-04-25, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Machine learning

### Historical Trending

- __[QLASS: Language Agent](http://arxiv.org/abs/2502.02584v1)__: Language Agent: QLASS is a new system designed to enhance the performance of language agents by offering step-by-step guidance and Q-value estimations, even with minimal supervision. (2025-02-04, shares: 188) · https://www.ml-quant.com/papers/arxiv/2502.02584/
- __[Decision Theory for Prediction](https://arxiv.org/abs/2502.02561)__: The study establishes a link between prediction uncertainty and risk-averse decision-making, resulting in a new algorithm, Risk-Averse Calibration (RAC), that optimizes action policies. (2025-02-04, shares: 20) · https://www.ml-quant.com/papers/arxiv/2502.02561/
- __[RoPEs: Position Encodings](https://arxiv.org/abs/2502.02562)__: Position Encodings: STRING, a Rotary Position Encodings extension, offers exact translation invariance and efficient 3D token representation, useful in robotics and object detection. (2025-02-04, shares: 13) · https://www.ml-quant.com/papers/arxiv/2502.02562/
- __[LoRAX: Model Adaptation](https://arxiv.org/abs/2501.16559)__: Model Adaptation: LoRA-X is a new method that allows the transfer of LoRA parameters across models without original or synthetic training data, proving effective in text-to-image generation. (2025-01-27, shares: 13) · https://www.ml-quant.com/papers/arxiv/2501.16559/
- __[Particle Trajectory Learning](https://arxiv.org/abs/2502.02558)__: PoLAr-MAE, a self-supervised masked modeling framework, is introduced for 3D particle trajectory analysis in Time Projection Chambers, achieving high classification scores without labeled data. (2025-02-04, shares: 10) · https://www.ml-quant.com/papers/arxiv/2502.02558/
- __[Articulate Anymesh](https://arxiv.org/abs/2502.02590)__: Articulate Anymesh is a new system that transforms any 3D mesh into a movable object, broadening the scope of 3D datasets and assisting in the development of robotic object manipulation skills. (2025-02-04, shares: 10) · https://www.ml-quant.com/papers/arxiv/2502.02590/
- __[SeedVR](https://arxiv.org/abs/2501.01320)__: SeedVR, a diffusion transformer, is capable of restoring real-world videos of any length and resolution, outperforming existing methods and excelling in both synthetic and real-world tests. (2025-01-02, shares: 8) · https://www.ml-quant.com/papers/arxiv/2501.01320/
- __[Hierarchical Sparse Bayesian Model](https://arxiv.org/abs/2502.02552v1)__: A new hierarchical Bayesian multitask learning model has been developed for multi-task binary classification learning, showing strong results in predicting human health based on microbiome profiles. (2025-02-04, shares: 8) · https://www.ml-quant.com/papers/arxiv/2502.02552/
- __[Mosaic3D](https://arxiv.org/abs/2502.02548)__: Mosaic3D, a new data generation and training framework, has been introduced for understanding 3D scenes, achieving top results in 3D semantic and instance segmentation tasks. (2025-02-04, shares: 7) · https://www.ml-quant.com/papers/arxiv/2502.02548/
- __[COCONut-PanCap](https://arxiv.org/abs/2502.02589)__: The COCONut-PanCap dataset, featuring advanced panoptic masks and detailed captions, improves panoptic segmentation and image captioning, setting a new standard for model evaluation on joint tasks. (2025-02-04, shares: 6) · https://www.ml-quant.com/papers/arxiv/2502.02589/

## Papers with code

### Trending

- __[PyTorch: Deep Learning Library](https://github.com/pytorch/pytorch)__: Deep Learning Library: The article explores the trade-off between user-friendliness and performance in deep learning platforms. (2025-06-28, shares: 91080)
- __[Absorbing States in Reinforcement Learning](https://github.com/Unity-Technologies/ml-agents)__: The research indicates that the complexity of supervised learning tasks grows with the number of absorbing states, but attention can adjust to different input sizes. (2025-06-28, shares: 18319)
- __[Quantized Training of Decision Trees](https://github.com/Microsoft/LightGBM)__: The article emphasizes the widespread success of Gradient Boosting Decision Trees in diverse machine learning tasks recently. (2025-06-28, shares: 17344)
- __[LLM Alignment Survey](https://github.com/bradyfu/awesome-multimodal-large-language-models)__: The paper offers an in-depth analysis of alignment algorithms used in Multi-Level Language Models (MLLMs). (2025-06-28, shares: 15657)
- __[Study of Mamba Language Models](https://github.com/NVIDIA/Megatron-LM)__: The hybrid model outperforms or equals the Transformer in 23 tasks involving long-context. (2025-06-28, shares: 12681)
- __[Hyperparameter Optimization Framework](https://github.com/optuna/optuna)__: The article outlines strategies for creating robust software that fulfills certain requirements. (2025-06-28, shares: 12191)
- __[Efficient Inference Engine](https://github.com/alibaba/MNN)__: The article explores the growing trend of implementing deep learning models on mobile devices. (2025-06-28, shares: 12096)

### Rising

- __[RAGAs Framework](https://github.com/explodinggradients/ragas)__: The article presents RAGAs, a new framework for assessing Retrieval Augmented Generation pipelines without a reference. (2025-06-28, shares: 9688)
- __[GPT Bias Study](https://github.com/rfordatascience/tidytuesday)__: The study examines the effectiveness of different GPT detectors using English writing samples from both native and non-native speakers. (2025-06-28, shares: 7496)
- __[ML Serving Desiderata](https://github.com/SeldonIO/seldon-core)__: The article emphasizes the crucial role of inference in the infrastructure of machine learning software. (2025-06-28, shares: 4559)
- __[Enhanced minimap2 Alignment](https://github.com/lh3/minimap2)__: The paper highlights recent enhancements to minimap2, a flexible aligner for nucleotide sequences. (2025-06-28, shares: 1988)
- __[Hyperbolic Data Distillation](https://github.com/Guang000/Awesome-Dataset-Distillation)__: Dataset distillation condenses large datasets for deep learning without compromising model performance. (2025-06-28, shares: 1701)
- __[SymbolicAI Logic Framework](https://github.com/ExtensityAI/symbolicai)__: A new framework uses in-context learning to create and assess explainable computational graphs. (2025-06-30, shares: 1416)
- __[Deep Learning for SingleCell Analysis](https://github.com/scverse/scvi-tools)__: The article reviews the latest advancements in classical and deep learning methods, outlining their strengths and weaknesses. (2025-06-28, shares: 1401)
- __[Efficient Prediction of Equivariant Hamiltonian Matrices](https://github.com/divelab/AIRS)__: Efficient SO2-equivariant operations have been introduced, removing the need for SO3 tensor products and enhancing feature updates and message passing. (2025-06-28, shares: 647)

## GitHub

### Finance

- __[Winner Takes All](https://github.com/Victorletzelter/timeMCL)__: The article explores a winner-takes-all strategy for predicting multivariate probabilistic time series. (2025-04-03, shares: 24)
- __[Kalman Filter for Python](https://github.com/pykalman/pykalman)__: The piece presents a Python-based tool for implementing the Kalman Filter Smoother and EM Algorithm. (2012-08-06, shares: 1196)
- __[Automated Speedrunning Benchmark](https://github.com/facebookresearch/llm-speedrunner)__: The article introduces the Automated LLM Speedrunning Benchmark, a performance measurement tool for LLM agents in language modeling. (2025-06-05, shares: 57)
- __[Efficient Scaling Library for RL](https://github.com/alibaba/ROLL)__: The article discusses a new, user-friendly scaling library designed for large language model reinforcement learning. (2025-05-28, shares: 1267)
- __[Python SEC Filings API](https://github.com/janlukasschroeder/sec-api-python)__: The piece details a Python SEC EDGAR Filings API, supporting over 18 million filings and 150 types, with features like full-text search and real-time stream API. (2021-06-12, shares: 241)

### Trending

- __[Best Programmer Websites](https://github.com/sdmg15/Best-websites-a-programmer-should-visit)__: The article shares a compilation of useful websites for coders. (2017-03-05, shares: 70792)
- __[Oraios Serena Toolkit](https://github.com/oraios/serena)__: The article reviews a coding toolkit integrated with MCP server Agno, featuring semantic retrieval and editing. (2025-03-23, shares: 3218)
- __[Ryoppippicc Usage CLI Tool](https://github.com/ryoppippi/ccusage)__: The article presents a CLI tool for analyzing Claude Code usage from local JSONL files. (2025-05-29, shares: 2945)
- __[RapidFuzz String Matching](https://github.com/rapidfuzz/RapidFuzz)__: The article provides a guide on executing quick fuzzy string matching in Python using various string metrics. (2020-02-29, shares: 3193)
- __[YouTube Transcript API](https://github.com/jdepoix/youtube-transcript-api)__: The article introduces a Python API for extracting transcripts or subtitles from YouTube videos. (2018-04-20, shares: 5567)

## News

### Quantitative

- __[Citi Hits Record in Hedge Fund FX Volume](https://www.hedgeweek.com/citi-surges-past-6tn-in-hedge-fund-fx-volume/)__: Citigroup saw a 23% increase in FX trading volumes from hedge fund clients in the first four months of 2025, reaching $6.1tn due to volatility and infrastructure investment. (2025-06-27, shares: 7)
- __[Crypto Hedge Fund Partners with World Liberty](https://www.hedgeweek.com/crypto-hedge-und-re7-capital-partners-with-trumps-world-liberty/)__: Re7 Capital, a cryptocurrency hedge fund, is partnering with World Liberty Financial, a Trump family-linked platform, supported by a $10m investment from VMS Group. (2025-06-30, shares: 6)
- __[Bridgewater's Pure Alpha Gains in H1](https://www.hedgeweek.com/bridgewaters-pure-alpha-makes-17-h1-gain/)__: Bridgewater Associates' Pure Alpha fund surpassed the hedge fund industry with a 17% gain in the first half of 2025 due to volatile macro conditions. (2025-07-02, shares: 5)
- __[Quant Veteran Leads Research at AJO Vista](https://www.hedgeweek.com/quant-veteran-to-lead-research-at-ajo-vista/)__: Harindra de Silva, Ryan Brown, and David Krider, quant equity specialists, have joined boutique quant firm AJO Vista, led by Ted Aronson. (2025-07-01, shares: 4)
- __[Denmark Recovers Funds](https://www.hedgeweek.com/denmark-recovers-e232m-linked-to-solo-capital-founder-shah/)__: Denmark's tax agency has recovered €232m from funds associated with hedge fund founder Sanjay Shah, who is involved in the CumEx dividend tax fraud. (2025-06-30, shares: 3)
- __[Parvus Increases Stake](https://www.hedgeweek.com/parvus-lifts-kering-stake-to-5/)__: Parvus Asset Management, a London-based hedge fund, has increased its stake in French luxury group Kering to about 5%, says France's AMF regulator. (2025-06-30, shares: 3)
- __[Digital Assets Funds Raise](https://www.hedgeweek.com/digital-assets-funds-pull-in-17-87bn-in-h1/)__: Digital asset investment products saw $2.7bn in inflows last week, marking the 11th straight week of gains and bringing H1 totals near last year's $17.8bn, according to CoinShares. (2025-07-01, shares: 3)
- __[PanAgora Appoints Director](https://www.hedgeweek.com/panagora-appoints-managing-director-head-of-global-distribution/)__: PanAgora Asset Management has named Tim Stanton as Managing Director Head of Global Distribution, giving him responsibility for the firm's institutional growth initiatives. (2025-07-02, shares: 3)

### Miscellaneous

- __[Hedge Funds Buy US Banks](https://www.hedgeweek.com/hedge-funds-accelerate-us-bank-buying-spree-as-stocks-hit-record-highs/)__: Goldman Sachs data reveals that hedge funds are buying US bank stocks at the highest rate in nearly 10 years, expecting more growth in the sector. (2025-07-02, shares: 3)
- __[Whetstone Tech Stock Surge](https://www.hedgeweek.com/whetstone-surges-21-in-may-with-unloved-tech-stock-bets/)__: Whetstone Capital, a $250m hedge fund, recorded its best monthly performance with a 21% return in May by investing in undervalued growth stocks. (2025-07-02, shares: 2)
- __[Citis Wealth Tech Chief Hires](https://www.efinancialcareers.com/news/citi-s-new-wealth-tech-chief-has-brought-in-an-old-morgan-stanley-colleague)__: Citi Wealth has shown a preference for hiring AI staff from a specific bank. (2025-07-02, shares: 2)
- __[Citadel Hires Goldman Sachs Tech](https://www.efinancialcareers.com/news/claudio-rodrigues)__: There is a significant level of cleverness observed in the field of end user computing. (2025-07-02, shares: 1)
- __[Citadel trails smaller managers](https://www.hedgeweek.com/citadel-trails-smaller-multi-managers-amid-trade-war-turbulence/)__: Ken Griffin's hedge fund, Citadel, recorded a modest 2.5% gain in H1 2025, underperforming rivals Balyasny and ExodusPoint. (2025-07-02, shares: 1)
- __[King Street closes real estate fund](https://www.hedgeweek.com/king-street-closes-real-estate-special-situations-fund-at-950m/)__: King Street Capital Management hit its $950m cap for its latest European real estate fund in a year, amid a distressed property market. (2025-07-02, shares: 1)
- __[Goldman Sachs MD shines](https://www.efinancialcareers.com/news/jesse-cohen-hrt)__: A 28-year-old individual has been promoted to Managing Director at Goldman Sachs. (2025-06-30, shares: 1)
- __[Supreme Court to hear FS appeal](https://www.hedgeweek.com/supreme-court-to-hear-fs-appeal-against-saba-ruling/)__: The US Supreme Court is set to hear a case that could affect how activist hedge funds challenge corporate governance in closed-end funds. (2025-07-01, shares: 1)
- __[ASL demands Avadel board](https://www.hedgeweek.com/asl-demands-avadel-board-overhaul-over-missteps-in-lumryz-launch/)__: ASL Strategic Value Fund is calling for a board reshuffle at Avadel Pharmaceuticals, criticizing the company's handling of its narcolepsy drug Lumryz's launch. (2025-07-01, shares: 1)

## Podcasts

### Quantitative

- __Victor Haghani on Market Prediction__: Victor Haghani discusses the significance of position sizing, disciplined asset allocation, and the role of foreign stocks in investment strategy on a podcast. (2025-06-27, shares: 15)
- __[Bitwise Jeff Park on Bitcoin](https://rss.com/podcasts/confessionsmm/2097334)__: Jeff Park introduces his Radical Portfolio Theory, challenging the traditional 60/40 model, and discusses the role of Bitcoin and decentralized assets in portfolio resilience. (2025-07-01, shares: 14)
- __[US Rates DM Swap Spread](https://atanyrate.podbean.com/e/us-rates-dm-swap-spread-outlook/)__: Ipek Ozil and Khagendra Gupta discuss the main drivers of DM swap spreads, focusing on US and German swap spreads, in a JPMorgan Chase & Co. podcast. (2025-06-27, shares: 11)
- __[Inside the BDH with Patrick Wieland](https://rss.com/podcasts/confessionsmm/2093621)__: Patrick Wieland shares his trading philosophy, mental strategies, and the effort behind his success as a futures day trading streamer in a podcast episode. (2025-06-29, shares: 11)
- __[Global FX Derivatives](https://atanyrate.podbean.com/e/global-fx-derivatives-thin-cushion-a-slippery-slope-from-calm-to-uncertainty/)__: Arindam Sandilya, Juan Duran-Vara, and Ladislav Jankovic discuss FX Derivatives themes for the second half of 2025, including carry, USD skew, correlations, and directional exposure in JPY and EUR. (2025-06-30, shares: 9)

### Related

- __[Global Commodities Update](https://atanyrate.podbean.com/e/global-commodities-big-crops-are-unlikely-to-build-world-stocks-agri-outlook-into-2h25/)__: The podcast discusses the current state of agricultural markets, noting that increased supply is being met by demand, resulting in a decrease in global agricultural commodity availability. (2025-06-27, shares: 5)
- __[MarketAxess Block Update](https://soundcloud.com/waterstechnology/episode-323-marketaxesss-chowdhury-and-burke-plus-some-cusip-updates)__: The podcast features a conversation on block trading in fixed income with experts from MarketAxess, and updates on a related class action lawsuit. (2025-06-27, shares: 4)
- __[European Rates Update](https://atanyrate.podbean.com/e/global-rates-european-rates-markets-roundup-german-fiscal-nato-meeting-carry-themes-de-dollarisation-flows-and-uk-rates/)__: The podcast covers recent German fiscal and NATO events, perspectives on carry as a theme, updates on dedollarisation flows, and opinions on UK rates. (2025-06-27, shares: 3)
- __[Thematic Markets Interview](https://macrohive.libsyn.com/ep-314-marvin-barth-on-trumps-us-resurgence-no-fed-cuts-and-dire-europe)__: The podcast includes a discussion with Marvin Barth about his career, his work at the Federal Reserve, and his views on the global political economy. (2025-06-27, shares: 3)
- __[Global FX Update](https://atanyrate.podbean.com/e/global-fx-mid-year-outlook-tell-me-something-new/)__: The podcast discusses upcoming trends for currencies in the second half of 2025, with insights from the DM and EM FX strategy team. (2025-06-27, shares: 3)

## X / Twitter

### Quantitative

- __[Investing Research Roundup](https://x.com/quantseeker/status/1940142916737106056)__: The recent investment research explores subjects like asset distribution, currency crashes, momentum, fluctuating factor risk premiums, and predictability in prediction markets. (2025-07-01, shares: 3)
- __[Turtle Talk: Trend Following](https://x.com/quantseeker/status/1938910945461575890)__: Trend Following: Article 2: Turtle Talk, a useful tool offering important information on trend following, has been found and suggested. (2025-06-28, shares: 1)

### Miscellaneous

- __[AI Trends Survey](https://x.com/carlcarrie/status/1939506322137038918)__: Article: The article emphasizes the significance of AI talent in setting apart AI trends based on a survey. (2025-06-30, shares: 0)
- __[Buying and Sizing Correctly](https://x.com/quantseeker/status/1939260081163432261)__: Article: The article underscores the importance of purchase quantity and correct sizing in preventing bankruptcy, even with incorrect choices, based on an episode review. (2025-06-29, shares: 0)

## Reddit

### Quantitative

- __[Chill Risk](https://www.reddit.com/r/quant/comments/1ll4ahv/risk_is_really_chill/)__:  (2025-06-26, shares: 521)
- __[Meta Labeling](https://www.reddit.com/r/algotrading/comments/1lnm48w/meta_labeling_for_algorithmic_trading_how_to/)__:  (2025-06-29, shares: 410)
- __[Betting on YouTube](https://www.reddit.com/r/quant/comments/1lmxd71/betting_against_youtube_financial_influencers/)__:  (2025-06-28, shares: 234)
- __[Strange Interview](https://www.reddit.com/r/quant/comments/1llpqsj/weird_interview_experience/)__:  (2025-06-27, shares: 82)
- __[SWE to Quant](https://www.reddit.com/r/quantfinance/comments/1ll3yir/easier_to_go_from_swe_quant_or_data_science_quant/)__:  (2025-06-26, shares: 26)

### Rising

- __[Rock Bottoms](https://www.reddit.com/r/quantfinance/comments/1lklrjv/everyday_is_a_new_rock_bottom/)__:  (2025-06-26, shares: 46)
- __[Missing EDGAR](https://www.reddit.com/r/quant/comments/1ll2ifg/equity_research_analyst_here_why_isnt_there_an/)__:  (2025-06-26, shares: 35)
- __[Algo Profit](https://www.reddit.com/r/algotrading/comments/1llih24/do_you_really_need_to_make_your_own_algo_to/)__:  (2025-06-27, shares: 88)
- __[System Development Time](https://www.reddit.com/r/algotrading/comments/1lnctje/approximately_how_many_hours_a_week_do_you_spend/)__:  (2025-06-29, shares: 36)
- __[Alpha Quant Transition](https://www.reddit.com/r/quant/comments/1lkn7ud/is_it_possible_to_move_to_alpha_quant_from/)__:  (2025-06-26, shares: 48)