Quant LetterNo. 128
45 items across 8 sections, as sent to readers on 4 March 2026. Paper titles open their ML-Quant page; ↗ goes to the source.
Quantitative-finance and ML-for-finance preprints from arXiv.
3 items
The article explains that the rise of generative AI is changing competition by focusing on ongoing decision-making, which can lead to unfair practices in the market. It suggests a solution called Neutral Inference to promote fairness and transparency.
0 shares1 citation todaySource ↗
A Model for Trade-Flow in Market Microstructure: TradeFM is a new AI model that improves the analysis of market structures by studying billions of trade events in stocks, leading to better simulations of financial returns.
1 shares4 citations todaySource ↗
The study shows that how older adults in Malaysia and Vietnam live and the support they receive from their children greatly affect their mental and physical health. It emphasizes the importance of social safety nets as family dynamics evolve.
0 shares3 citations todaySource ↗
Economics working papers from RePEc's NEP field reports.
10 items
Machine learning can better predict the CBOE VIX by using economic factors like weekly jobless claims, improving trading strategies.
12 sharesSource ↗
The study identifies assets negatively impacting the Pakistan Stock Exchange and proposes a portfolio optimization strategy for KSE-30 assets.
10 sharesSource ↗
It explores the relationship between algorithmic trading and passive investing in downturns, introducing a system to reduce capital outflows in emerging markets.
9 sharesSource ↗
A new risk parity portfolio method that considers fat-tailed returns and regime switching enhances risk-adjusted returns and lessens losses during volatility.
9 sharesSource ↗
Traditional models like XGBoost perform better than deep learning in predicting stock price direction for Eurozone banks, revealing deep learning's dataset limitations.
7 sharesSource ↗
Sharpe vs. Buy-and-Hold: Sharpe Ratio trading strategies outperform buy-and-hold strategies, supporting the Adaptive Market Hypothesis through market performance cycles.
8 sharesSource ↗
A GPT-4 Study: Accurate news sentiment measurement impacts stock volatility, with GPT-4 outperforming RavenPack in sentiment classification from 2019 to 2023.
6 sharesSource ↗
A new machine learning technique for dynamic time series analysis uses unsupervised methods to model financial data more effectively than traditional techniques.
6 sharesSource ↗
Two deep learning frameworks enhance the estimation of financial risk measures like Value at Risk and Expected Shortfall, improving compliance with Basel regulations.
6 sharesSource ↗
Disagreement in macroeconomic expectations affects financial risk premia and stock returns, especially for small-cap and low-profitability stocks.
5 sharesSource ↗
Papers that shipped their code, from the Papers with Code feed (2023-25).
6 items
A new open-source framework has been created to make it easier and more consistent to develop and customize diffusion language models.
1,883 shares
Route Planning Evaluation: MobileBench offers a scalable way to evaluate route-planning agents using large language models with real-world anonymized query testing.
94 shares
To improve World Models, three key principles—modal, spatial, and temporal—are identified, along with a benchmark for assessing multimodal learning systems.
79 shares
Evaluating Code Agents: BeyondSWE and SearchSWE are new benchmarks that improve the evaluation of coding agents by including real-life reasoning and knowledge.
22 shares
Stable Reinforcement Learning: The ARLArena framework boosts reinforcement learning training stability through the SAMPO method for more consistent policy optimization.
16 shares
Medical RL for Clinical Reasoning: MediXR1 is a flexible reinforcement learning framework for medical language models, enhancing clinical reasoning with varied rewards and assessments.
13 shares
Repositories the letter featured.
9 items
VectorBT provides tools for testing trading strategies with realistic costs and templates.
78 shares
An agent skill that generates HTML pages or presentations for project documentation.
3,926 shares
An AI-powered Python library designed for options research and backtesting.
1,266 shares
A system that continuously reviews code to improve agent productivity and responsibility.
622 shares
An open-source version of AlphaEvolve is now accessible for users.
5,505 shares
The Allinone AI framework toolkit provides an extensive solution for different AI projects.
3,824 shares
OpenClaw introduces an easy-to-use web dashboard to better manage agents and improve shipping speed.
1,463 shares
GitHub Copilot CLI enables users to use Copilot's coding features directly in the terminal.
1,294 shares
Episodes on markets, quant methods and economics.
10 items
Cem Karsan and Neil Howe analyze how the Fourth Turning regime shift affects markets, influencing inflation, geopolitical tensions, and the capital-labor divide.
9 shares
Professor Aswath Damodaran assesses the impact of AI on stock valuations, discusses the recent cuts to some Magnificent Seven stocks, and warns about the risks of overconfidence in tech investing.
7 shares
Didier Lopes narrates his experience in developing OpenBB, a financial research platform that enhances data analytics and decision-making for finance professionals.
5 shares
Jeremy Sosabowski describes how AlgoDynamix leverages behavioral analytics to predict market trends by analyzing real-time trader activities for actionable insights.
5 shares
Alan Dunne and Cem Karsan investigate market instability linked to options flows and structured products, suggesting these could signal a market peak amid diverging sentiments and policies.
5 shares
AI Insights: CharlesAlbert Lehalle explores AI world models and investment insights in a podcast episode.
4 shares
Investing Challenges: Meb evaluates the Cambria Shareholder Yield ETF's performance during tough market conditions in an email update.
4 shares
Carmignac Insights: Raphaël Gallardo, Chief Economist at Carmignac, outlines his extensive finance and economics expertise.
4 shares
Jeff Currie on Commodities: Erik Townsend and Patrick Ceresna speak with Jeff Currie about the booming commodity market and increasing sector demands.
4 shares
Natural Gas Update: Natasha Kaneva and Otar Dgebuadze analyze the volatility in the European natural gas market and upcoming infrastructure plans in a podcast.
3 shares
Posts from quant and economics blogs and newsletters.
3 items
Insider trading in prediction markets has emerged as an unexpected problem, highlighting the irony of this practice occurring in platforms designed for forecasting events, where transparency and fairness are essential.
1 shares
Investors fear a Quant Winter, but improved strategies are helping markets stay strong.
1 shares
Shyam Sunder emphasizes that active thinking is crucial for making better investment choices.
0 shares
Posts from quant researchers on X.
2 items
DE Shaw's article discusses the impact of U.S. stock concentration on investment portfolios, highlighting how a few dominant stocks can influence overall portfolio performance and risk.
2 shares
A new study reveals that the shape of stock price movements, known as pricepath convexity, can indicate lower future returns for stocks.
2 shares
Threads from r/quant, r/algotrading and friends.
2 items
26 shares
30 shares