---
title: Quant Letter No. 120: November 2025, Week 3
url: https://www.ml-quant.com/issues/2025-11-19/
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: 2025-11-19
---


# Quant Letter No. 120: November 2025, Week 3

Sent 2025-11-19. 74 items.

## SSRN

### Quantitative

- __[Early Crash Signal (AE)](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4930925)__: The paper proposes a simple early-warning signal that watches hidden market patterns found by a neural network (an autoencoder); when those patterns start moving together it warns of systemic market risk, helping investors time sell-offs and improve returns. (2024-09-18, shares: 565) · https://www.ml-quant.com/papers/ssrn/4930925/

## RePEc

### Finance

- __[KSE0 Volatility & Allocation](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)__: Uses machine‑learning copula and regression to spot KSE‑30 stocks that trigger market drops and proposes a quick volatility‑based rebalancing method. (2025-11-19, shares: 10) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Automated Adaptive Trading for EM Portfolios](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)__: Builds and back‑tests an automated ARMA‑GARCH trading system that helps protect emerging‑market portfolios in crises without pulling capital out. (2025-11-19, shares: 9) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[FatTailed Risk Parity & Dynamic Correlations](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)__: Proposes a non‑Gaussian risk‑parity (expected shortfall + generalized hyperbolic) that better handles fat tails and cuts turnover and drawdowns in stress. (2025-11-19, shares: 9) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Sharpe Strategies & the 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)__: Examining six countries (1998–2023), finds Sharpe‑ratio trading beats buy‑and‑hold and supports the Adaptive Market Hypothesis by showing cyclical efficiency. (2025-11-19, shares: 8) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Heterogeneous Expectations & Factor Premia](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165176524006037%3Bh%3Drepec%3Aeee%3Aecolet%3Av%3A247%3Ay%3A2025%3Ai%3Ac%3As0165176524006037)__: Professional forecast disagreement raises stock risk premia: consumption disagreement affects overall returns, while productivity disagreement hits small, low‑profit stocks hardest. (2025-11-19, shares: 5) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006037/
- __[Pension Strategies under Jump-Diffusion](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0167668725000137%3Bh%3Drepec%3Aeee%3Ainsuma%3Av%3A121%3Ay%3A2025%3Ai%3Ac%3Ap%3A100-110)__: Derives best benefit and investment rules for target‑benefit pension plans under random shocks to maximize expected utility. (2025-11-19, shares: 5) · https://www.ml-quant.com/papers/repec/eee-insuma-v-121-y-2025-i-c-p-100-110/
- __[Linked-Window DEA for HFT Evaluation](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)__: Proposes a time‑linked window DEA and uses the Whale Optimization Algorithm to pick stable, effective trading strategies and firms. (2025-11-19, shares: 5) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Early-Exercise Premium of American Puts](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fmnsc.2023.00440%3Bh%3Drepec%3Ainm%3Aormnsc%3Av%3A71%3Ay%3A2025%3Ai%3A2%3Ap%3A1824-1845)__: Shows optimal early exercise changes expected returns of American puts versus European puts and alters the profitability of many option anomalies. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/inm-ormnsc-v-71-y-2025-i-2-p-1824-1845/
- __[Sustainable Return: Long-Term Investment Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F0015198X.2024.2401765%3Bh%3Drepec%3Ataf%3Aufajxx%3Av%3A81%3Ay%3A2025%3Ai%3A1%3Ap%3A33-62)__: Long-Term Investment Performance: Defines sustainable return (a withdrawal rate that preserves real capital) and shows short‑term averages can mislead long‑term investors because of sequence risk and reinvested cash flows. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/taf-ufajxx-v-81-y-2025-i-1-p-33-62/

### Statistical

- __[LLM News Sentiment and Intraday Volatility](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)__: More accurate news sentiment (GPT‑4 may beat RavenPack) has a strong effect on intraday stock return volatility. (2025-11-19, shares: 6) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Gamified Speech Emotion Crowdsourcing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2075-4698%2F15%2F3%2F54%2Fpdf%3Bh%3Drepec%3Agam%3Ajsoctx%3Av%3A15%3Ay%3A2025%3Ai%3A3%3Ap%3A54-%3Ad%3A1597256)__: JPlus is a gamified app that collects emotional speech and boosts users’ learning and motivation for speech-emotion recognition. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/gam-jsoctx-v-15-y-2025-i-3-p-54-d-1597256/
- __[Product-Market Competition and 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)__: Stronger product-market competition makes firms more likely to adopt zero-debt policies, especially when earnings are volatile. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/

### Machine Learning

- __[Mixture AR models for Chinese 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)__: New unsupervised mixture autoregressive method splits complex time series into simpler parts and gives accurate, stable financial forecasts. (2025-11-19, shares: 6) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[ML for VaR & ES](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 deep‑learning models plus a regularized combination better estimate Value at Risk and Expected Shortfall for improved risk management. (2025-11-19, shares: 6) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Quantile connectedness in global housing](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)__: Extreme house‑price booms and busts transmit across countries more than typical shocks, largely driven by the US market and its interest rate. (2025-11-19, shares: 5) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/
- __[Bond volatility predicts Chinese stock volatility](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)__: Volatility in longer‑maturity Chinese treasury futures (especially 10‑year) helps predict stock volatility; SPCA and LASSO outperform standard HAR and boost portfolio returns. (2025-11-19, shares: 5) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Abstract classification: SVM vs Transformers](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11192-024-05217-7%3Bh%3Drepec%3Aspr%3Ascient%3Av%3A130%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1007_s11192-024-05217-7)__: SVM vs Transformers: On article abstracts, BERT beats SVM and SPECTER, while GPT‑3.5 shows inconsistent performance in zero‑ and few‑shot discipline classification. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/spr-scient-v-130-y-2025-i-1-d-10-1007-s11192-024-05217-7/

### Deep Learning

- __[Spanish Anti‑Abortion Networks on Twitter](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41599-025-04568-7%3Bh%3Drepec%3Apal%3Apalcom%3Av%3A12%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1057_s41599-025-04568-7)__: Spanish-language Twitter anti-abortion accounts are coordinated, mostly run by men, use hate speech, and link to far-right groups. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/pal-palcom-v-12-y-2025-i-1-d-10-1057-s41599-025-04568-7/
- __[Forecasting Demand for New Fashion](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3192%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A270-280)__: Reviews show machine learning and deep learning better predict demand for new fashion items despite changing tastes, seasonality, and social-media effects. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-270-280/
- __[Oil Price Forecasting: ML vs DL in Crises](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 in Crises: For oil prices (2007–2021), LSTM outperforms SVM, especially for mid‑to‑long‑term forecasts during crises. (2025-11-19, shares: 4) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/

### Historical Trending

- __[Adaptive VIX Forecasting](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)__: Machine learning predicts daily VIX better than benchmarks, with weekly jobless claims a key driver. (2024-09-14, shares: 12) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Eurozone Bank Stocks: Deep vs Traditional Models](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)__: Deep vs Traditional Models: Traditional ML (XGBoost, logistic) outperformed LSTM/BiLSTM for predicting daily stock direction of major Eurozone banks, likely due to limited data for deep learning. (2024-08-28, shares: 7) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[WorkNeed Satisfaction in Gig Workers](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 WNSS poorly fits EU online gig workers; a shorter 12-item, three-factor model (survival, social contribution, competence) fits better. (2024-06-16, shares: 2) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/
- __[AIDriven Cloud Resource Management](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)__: AI methods (predictive analytics, reinforcement learning, anomaly detection) can optimize cloud resource management for DevOps, improving efficiency and reliability. (2024-01-26, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[PrePandemic Young Informal EU Workers](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)__: Using Eurobarometer 2019, the study profiles young informal workers in EU27—who they are, what they do, and why they work undeclared before the pandemic. (2024-04-12, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[EGovernance & Citizen Engagement](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)__: Egovernance can boost citizen participation and transparency, but it needs good tech, digital skills, trust, and laws. (2024-06-01, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Dark Patterns & Investor Protection](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)__: Online dark patterns trick retail investors into bad choices; stronger rules using behavioral science and AI are needed. (2024-08-13, shares: 1) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Bank Performance Drivers](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)__: Bank performance is shaped by many factors, and COVID, digital transformation, and FinTech/AI make it a priority for more research. (2023-10-16, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[AI Data Culture & Firm Performance](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)__: Strong AI capabilities lift firm performance, especially when backed by a data‑driven culture and solid AI infrastructure. (2024-01-19, shares: 1) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Climate on Social Media](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)__: Social‑media analysis shows clear, connected climate messaging and coordinated local‑to‑global policies are essential to reach net‑zero. (2023-03-11, shares: 1) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/

## Papers with code

### Trending

- __[MiroThinker — Scalable Research Agent](https://github.com/MiroMindAI/MiroThinker)__: MiroThinker v1.0 — An open-source agent that boosts reasoning by training models to interact more with tools and environments, enabling long multi-step workflows and strong benchmark results. (2025-11-18, shares: 743)
- __[P RL Physics Olympiad Champion](https://github.com/PRIME-RL/P1)__: P A family of open-source, reinforcement-learned models that excel at physics reasoning (winning top medals at IPhO 2025) and also perform well on math and coding. (2025-11-18, shares: 44)

### Rising

- __[PartXMLLM — 3D Part-aware LLM](https://github.com/AiEson/Part-X-MLLM)__: PartXMLLM: Turns a colored 3D point cloud and a text prompt into a compact program that lists part-level boxes, labels, and edit commands to drive geometry tools. (2025-11-19, shares: 33)
- __[LoopTool — Robust LLM Call Loop](https://github.com/Rednote-ExperienceAI-Lab/LoopTool)__: LoopTool: An automated loop that repeatedly generates tool-using examples, refines data and models, and retrains LLMs to improve their tool-use and overall performance. (2025-11-13, shares: 12)

## GitHub

### Finance

- __[DTQ Workshop](https://github.com/dan-the-quant/DTQ-Portfolio_Management_Course)__: Teaches practical math and coding methods to build and manage investment portfolios. (2025-03-31, shares: 69)
- __[Options Predictor](https://github.com/NavnoorBawa/Options-Flow-Predictor)__: No summary available — title or content missing. (2025-06-07, shares: 17)
- __[Numerai Kit](https://github.com/numerai/numerai-tools)__: Open-source toolkit to process Numerai data and automate model submissions. (2023-06-05, shares: 33)
- __[Agentic Engineer](https://github.com/K-Dense-AI/karpathy)__: Autonomous system that automates machine‑learning engineering tasks like training and deployment. (2025-11-16, shares: 560)
- __[Pandas TA](https://github.com/xgboosted/pandas-ta-classic)__: Pandas extension providing 200+ technical indicators and candlestick pattern signals for trading analysis. (2025-06-17, shares: 102)

### Trending

- __[Otter](https://github.com/jonathanmagambo/otterlang)__: Otterlang — announces a new programming language and outlines its core ideas and features. (2025-10-27, shares: 595)
- __[Alpaca Client](https://github.com/alpacahq/alpaca-trade-api-python)__: Alpaca Python client — a Python library to access Alpaca’s trading API for trading and market data. (2018-03-10, shares: 1843)
- __[AI Call](https://github.com/microsoft/call-center-ai)__: AI phone-call guide — shows how to make an AI agent place a phone call using an API. (2024-01-09, shares: 2897)
- __[Whisky (Wine Wrapper)](https://github.com/Whisky-App/Whisky)__: SwiftUI Wine app — a modern macOS app that wraps Wine so you can run Windows programs on macOS. (2023-03-23, shares: 14767)
- __[Claude Tools](https://github.com/ComposioHQ/awesome-claude-skills)__: Claude Skills roundup — a curated list of resources and tools for customizing Claude AI workflows. (2025-10-17, shares: 2695)

## Podcasts

### Quantitative

- __[Dark Data](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/si374-when-the-data-goes-dark-trend-following-turbulence-and-total-portfolios-ft-katy-kaminski)__: Markets stayed strong despite missing October data; experts say trend-following and managed futures can better protect retirement portfolios. (2025-11-15, shares: 8)
- __[AI Boom or Bubble?](https://audioboom.com/posts/8805339)__: Experts say AI will reshape markets, boost growth and infrastructure spending, so investors should adapt strategies. (2025-11-13, shares: 7)
- __[Savings Crunch](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/ugo08-the-hunger-games-for-global-savings-ft-david-dredge)__: A volatility veteran recommends protection and convex strategies to make portfolios more resilient and potentially improve returns. (2025-11-19, shares: 5)
- __[Bond Futures Roll](https://atanyrate.podbean.com/e/global-rates-analyzing-eurex-and-us-futures-roll/)__: Ratederivatives strategists outline the drivers and outlook for US and Eurex bond-futures rollovers into Dec 2025–Mar 2026. (2025-11-18, shares: 5)
- __[AI Small Caps & Fed](https://pdcn.co/e/www.buzzsprout.com/2034153/episodes/18172448-ai-boom-or-bubble-jay-hatfield-on-what-s-next-for-stocks-small-caps-the-fed.mp3)__: Jay Hatfield highlights chances in small-cap, value, and dividend ETFs as AI changes valuations and Fed policy expectations. (2025-11-13, shares: 4)

### Related

- __[Leveraged ETF Risk](https://interactive-brokers-podcast.podbean.com/e/what-s-the-catch-with-leveraged-etfs/)__: Leveraged ETFs can amplify losses — daily compounding and timing can badly hurt returns. (2025-11-17, shares: 4)
- __[Reproducible Recommenders](https://dataskeptic.com/blog/episodes/2025/datarec-library-for-reproducible-in-recommend-systems)__: A new Python library standardizes and checks recommender datasets so research is reproducible. (2025-11-13, shares: 4)
- __[AI Market Impact & Compute Limits](http://macroriskadvisors.com/#a6f4fc9e53753917f366f3f9589c024b)__: Visser: AI is like electricity — it drives huge compute demand, supply bottlenecks, market and labor shifts. (2025-11-18, shares: 3)
- __[Alex Imas — Behavioral Econ & AI](https://traffic.megaphone.fm/NBNK3039412497.mp3?updated=1763104959)__: Alex Imas studies how people decide, plus AI and discrimination, using experiments and data. (2025-11-15, shares: 3)
- __[Geopolitics: US Policy & China Strategy](https://macrohive.libsyn.com/ep-334-mark-farrington-on-dollar-dominance-chinas-gold-play-and-crisis-catalysts)__: US Policy & China Strategy: Mark Farrington focuses on global macro: US industrial policy, China’s supply strategy, dollar dominance, and systemic risks. (2025-11-14, shares: 3)

## Blogs

### Quantitative

- __[AI Limits for Alpha](https://www.man.com/insights/what-ai-can-do-for-alpha)__: AI research analysts can run nonstop to help quantitative investing, but humans must supervise and validate their findings. (2025-11-13, shares: 3)
- __[Quant Letter — Nov '25 Wk2](https://blog.ml-quant.com/p/quant-letter-november-2025-week-2)__: Course announced; three ML/LLM papers summarized: Swiss news boosts short-term GDP forecasts, ClusterShapley fairly attributes parts of LLM summaries, and RAGIT automates earnings analysis. (2025-11-13, shares: 3)
- __[Day in the Life — Rates Dev](https://quantnet.com/threads/a-day-in-the-life-of-an-interest-rates-developer.10031/)__: Exinterest-rates developer describes a day fixing and supporting front- and middle-office trading spreadsheets at a big bank. (2025-11-13, shares: 3)
- __[Quant Letter — Nov '25 Wk2](https://blog.ml-quant.com/p/quant-letter-november-2025-week-2)__: Repeat) Course announced; Swiss news helps short-term GDP forecasting, ClusterShapley credits LLM summary parts fairly, and RAGIT automates earnings analysis. (2025-11-13, shares: 3)
- __[Quant Letter — Nov '25 Wk2](https://blog.ml-quant.com/p/quant-letter-november-2025-week-2)__: Repeat) Course announced with short ML/LLM paper summaries: Swiss news improves GDP nowcasts, ClusterShapley allocates credit in LLM summaries, and RAGIT speeds up earnings analysis. (2025-11-13, shares: 3)

### Related

- __[Price Power](https://stockviz.substack.com/p/pricing-power)__: Stocks that can set prices tend to keep steady gross margins, and a fund tracking them might beat the market. (2025-11-15, shares: 2)
- __[Stable Margins](https://stockviz.substack.com/p/pricing-power)__: A portfolio of stocks with stable five-year gross margins showed higher returns over the past two years. (2025-11-15, shares: 2)
- __[Pricing Theme](https://stockviz.substack.com/p/pricing-power)__: Most of that outperformance happened when momentum was strong, so momentum may have driven the gains. (2025-11-15, shares: 2)
- __[Margins vs Momentum](https://stockviz.substack.com/p/pricing-power)__: The pricing-power signal bounced back faster than pure momentum did. (2025-11-15, shares: 2)
- __[Pricing Performance](https://stockviz.substack.com/p/pricing-power)__: The strategy looks promising, but it’s unclear whether pricing power itself causes the outperformance. (2025-11-15, shares: 2)

## X / Twitter

### Quantitative

- __[Here are some shorter options (no numbering): - SignTrade - SigTrade - Signals - Signature - TradeSign Want a single choice picked for you or a different tone (techy, professional, playful)?](https://x.com/carlcarrie/status/1990956636865700312)__: - SignTrade - SigTrade - Signals - Signature - TradeSign Want a single choice picked for you or a different tone (techy, professional, playful)?: The paper shows a mathematical method (path signatures) that compresses recent price movements and other signals into a small set of features, helping automated trading systems make better decisions. (2025-11-19, shares: 1)

### Miscellaneous

- __[Polymarket: ~25% Wash Trading](https://x.com/quantseeker/status/1990823262469722424)__: ~25% Wash Trading: Study finds about 25% of Polymarket trading is wash trading (some markets 90–95% fake), so high volume can be misleading. (2025-11-18, shares: 1)
- __[AQR Part 10: Diversifying Liquid Alts](https://x.com/CliffordAsness/status/1988936761326682136)__: Diversifying Liquid Alts: AQR shows liquid “diversifying alternatives” truly diversify portfolios, while many popular illiquid alternatives do not. (2025-11-13, shares: 0)

## Reddit

### Quantitative

- __[Human Role in Market Making](https://www.reddit.com/r/quant/comments/1oy2gn1/how_much_human_intervention_is_involved_in/)__:  (2025-11-15, shares: 61)
- __[Grad QR — No Quant Internships](https://www.reddit.com/r/quantfinance/comments/1ovza6m/2026_graduate_qr_cycle_without_prior_quant/)__:  (2025-11-13, shares: 89)
- __[HRT $60M/Day](https://www.reddit.com/r/quant/comments/1ozya8u/hrt_made_60mm_per_day/)__:  (2025-11-18, shares: 182)
- __[Optiver AMA — Quant](https://www.reddit.com/r/quantfinance/comments/1oyxrnp/qt_optiver_ama/)__:  (2025-11-16, shares: 155)
- __[HighVariance Strategies — Fixed Drawdown Limits](https://www.reddit.com/r/quant/comments/1ox1tm8/running_a_highvariance_strategy_with_fixed/)__:  (2025-11-14, shares: 77)

### Rising

- __[SPX Algo](https://www.reddit.com/r/algotrading/comments/1oyk9pd/update_on_my_spx_algo_project/)__:  (2025-11-16, shares: 202)