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Quant LetterNo. 127

February 2026, Week 2

52 items across 8 sections, as sent to readers on 12 February 2026. Paper titles open their ML-Quant page; ↗ goes to the source.

arXiv

Quantitative-finance and ML-for-finance preprints from arXiv.

2 items

Historical Trending2

01

Separating Ads from E-commerce

Ecommerce platforms merging advertising and marketplace roles can disadvantage consumers by lacking effective targeting, ultimately harming societal welfare.

0 shares1 citation todaySource ↗

02

Forecasting Demand for Discounted Goods

Including discounted sales of soon-to-expire perishables in demand forecasts leads to underestimating demand, highlighting the need for better forecasting to reduce inventory waste in grocery stores.

0 sharesSource ↗

RePEc

Economics working papers from RePEc's NEP field reports.

10 items

Historical Trending10

01

Predicting VIX with ML

The study finds that machine learning can better predict VIX by highlighting economic indicators like jobless claims as key factors in market volatility forecasts.

12 sharesSource ↗

02

KSE0 Portfolio Optimization

This research examines how individual stocks shape trends on the Pakistan Stock Exchange and suggests a machine learning-based optimal portfolio allocation strategy.

10 sharesSource ↗

04

Risk Parity in Dynamic Markets

This paper presents a new method for optimizing risk parity portfolios, aiming to lower sensitivity to market volatility and boost risk-adjusted returns in challenging times.

9 sharesSource ↗

Papers with code

Papers that shipped their code, from the Papers with Code feed (2023-25).

10 items

Trending5

02

InternAgent 1.5: Autonomous Discovery System

Autonomous Discovery System: InternAgent1.5 is a system that integrates computational modeling with experimental research for autonomous scientific discovery.

866 shares

03

CodeWorld: GUI Agents for Visual States

GUI Agents for Visual States: Code2World enables autonomous GUI agents to predict visual outcomes by generating renderable code, improving navigation.

133 shares

04

SkillRL: Evolving RL Agents

Evolving RL Agents: SkillRL enhances large language models by enabling skill discovery and policy evolution while conserving computational resources.

92 shares

05

UniAudio 2.0: Unified Audio Model

Unified Audio Model: Researchers developed ReasoningCodec for improved audio processing and UniAudio 2.0, a strong model for various audio tasks using a large dataset.

60 shares

Rising5

GitHub

Repositories the letter featured.

7 items

Finance5

01

Prediction Market Framework

A new framework gathers and analyzes data from prediction markets, featuring extensive datasets from Polymarket and Kalshi.

693 shares

02

TradingView Asset Screener

The TradingView Screener API offers comprehensive access to various financial data including stocks, crypto, forex, bonds, and futures.

718 shares

03

AKQuant Trading Framework

AKQuant is an open-source research and trading framework built with Rust and Python for high performance.

76 shares

04

AIPowered Bloomberg Terminal

An AI-driven terminal, akin to Bloomberg, uses Redis and AlphaVantage data for efficient simulations while minimizing API calls.

688 shares

Trending2

01

Deep Learning Skills

A new AI assistant prioritizes user privacy by working silently without drawing attention during meetings and conversations.

389 shares

02

Local GPT

A smart LLM router reduces costs by overseeing different AI models and enabling micropayments for efficient use.

576 shares

Podcasts

Episodes on markets, quant methods and economics.

10 items

Quantitative5

01

Position Sizing in Volatility

Rob Carver emphasizes the importance of risk management and disciplined investment strategies in navigating current commodity market volatility.

10 shares

02

Bonds as Risky Hedges

Ian Harnett examines the transition from disinflation to persistent inflation and its potential impact on the economy and the dollar before the midterms.

8 shares

03

Biotech Boom Trends

Dan Rasmussen and D.A. Wallach analyze the rise in biotech, China's market trends, and how technology influences productivity and valuations globally.

6 shares

04

Biotech Surge Insights

A repeat discussion with Dan Rasmussen and D.A. Wallach covers the biotech boom, the growth of China's market, and valuation methods, including U.S. and Japanese stock insights.

6 shares

05

Return Stacking in Portfolios

David Dziekanski discusses how return stacking can turn leverage into a sustainable investment strategy in an interview by Quantify Funds.

6 shares

Related5

02

Joe Davis: Vanguard's Economic Insights

Vanguard's Economic Insights: Joe Davis highlights Vanguard's rich history, its strong research team, and how AI may influence investment strategies and market trends.

5 shares

03

Metal Mania: Gold vs. Silver

Gold vs. Silver: Natasha Kaneva and Greg Shearer examine the recent fluctuations in gold and silver markets, noting their unique functions in investment portfolios.

4 shares

04

Commodities: Navigating Energy Risks

Navigating Energy Risks: John Love discusses how geopolitical factors and supply changes are influencing commodities, urging a focus on specific exposures instead of broad market indexes.

4 shares

05

Sean McGould on Multi-Strategy Investing

Sean McGould explores a multi-strategy investment approach, addressing the effects of macroeconomic trends, including AI and market volatility.

4 shares

Blogs

Posts from quant and economics blogs and newsletters.

10 items

Quantitative5

01

The Risks of Options

An options-selling strategy suffered major losses from volatility linked to the Indian budget and a US-India trade deal, erasing months of gains.

4 shares

02

Options Strategy Setback

After ten months, a delta-hedged short strangle system ended up at breakeven due to small profits being outweighed by a large loss.

4 shares

03

Volatility Destroys Gains

Brokers and exchanges thrived during market volatility, highlighting the risks of depending on options-selling for steady income.

4 shares

04

Delta-Hedged Short Strangle Warning

The Thanksgiving Turkey chart demonstrates black swan events in trading, showing how unpredictable market outcomes can be.

4 shares

05

Broker Profits Despite Losses

The article discusses the reality of options trading, where strategies can backfire and lead to significant losses in volatile markets.

4 shares

Related5

01

Blackswan Trading Tips

A delta-hedged short strangle strategy made profits for six months before losing significantly due to market volatility.

4 shares

02

Options Risk Strategies

Small, steady gains were erased by a major loss, leaving the strategy just breaking even after ten months.

4 shares

03

Volatility Erases Profits

The article emphasizes the risks of selling options for income, noting that unexpected events can greatly affect results.

4 shares

04

Short Strangle Review

A profit and loss chart shows a trend of minor losses followed by a large setback in trading performance.

4 shares

05

Brokers Gain from Turmoil

Overall, brokers, exchanges, and the government seem to gain more from these trading strategies than the individual traders.

4 shares

X / Twitter

Posts from quant researchers on X.

1 items

Miscellaneous1

01

Reclaiming Architectural Sovereignty

The article explains that as AI technology advances, the emphasis in software development is moving from quick coding to creating customized software designs tailored to individual needs.

0 shares

Reddit

Threads from r/quant, r/algotrading and friends.

2 items

Quantitative1

Rising1

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