--- title: Quant Letter No. 128: March 2026, Week 1 url: https://www.ml-quant.com/issues/2026-03-04/ 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: 2026-03-04 --- # Quant Letter No. 128: March 2026, Week 1 Sent 2026-03-04. 45 items. ## arXiv ### Miscellaneous - __[Antitrust in AI's Inference](https://arxiv.org/abs/2602.22750v1)__: 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. (2026-02-26, shares: 0) · https://www.ml-quant.com/papers/arxiv/2602.22750/ ### Crypto & Blockchain - __[TradeFM: A Model for Trade-Flow in Market Microstructure](https://arxiv.org/abs/2602.23784v1)__: 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. (2026-02-27, shares: 1) · https://www.ml-quant.com/papers/arxiv/2602.23784/ ### Historical Trending - __[Family Support and Older Adults' Health in Malaysia and Vietnam](https://arxiv.org/abs/2602.20378v1)__: 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. (2026-02-23, shares: 0) · https://www.ml-quant.com/papers/arxiv/2602.20378/ ## RePEc ### Historical Trending - __[VIX Prediction with ML](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 can better predict the CBOE VIX by using economic factors like weekly jobless claims, improving trading strategies. (2024-02-17, shares: 12) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/ - __[Volatile KSE-30 Stocks](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)__: The study identifies assets negatively impacting the Pakistan Stock Exchange and proposes a portfolio optimization strategy for KSE-30 assets. (2025-01-01, 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 Emerging Markets Trading](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)__: It explores the relationship between algorithmic trading and passive investing in downturns, introducing a system to reduce capital outflows in emerging markets. (2025-08-01, shares: 9) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/ - __[Dynamic Risk Parity 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)__: A new risk parity portfolio method that considers fat-tailed returns and regime switching enhances risk-adjusted returns and lessens losses during volatility. (2025-09-04, shares: 9) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/ - __[Eurozone Banking 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)__: Traditional models like XGBoost perform better than deep learning in predicting stock price direction for Eurozone banks, revealing deep learning's dataset limitations. (2024-05-06, shares: 7) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/ - __[Adaptive Market Hypothesis: Sharpe vs. Buy-and-Hold](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)__: Sharpe vs. Buy-and-Hold: Sharpe Ratio trading strategies outperform buy-and-hold strategies, supporting the Adaptive Market Hypothesis through market performance cycles. (2025-11-16, shares: 8) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/ - __[News Sentiment and Stock Volatility: A GPT-4 Study](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)__: A GPT-4 Study: Accurate news sentiment measurement impacts stock volatility, with GPT-4 outperforming RavenPack in sentiment classification from 2019 to 2023. (2025-02-26, shares: 6) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/ - __[Finite Mixture Models in 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)__: A new machine learning technique for dynamic time series analysis uses unsupervised methods to model financial data more effectively than traditional techniques. (2025-07-22, shares: 6) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/ - __[ML Approaches to 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 deep learning frameworks enhance the estimation of financial risk measures like Value at Risk and Expected Shortfall, improving compliance with Basel regulations. (2025-12-24, shares: 6) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/ - __[Divergent Expectations and Financial Risk 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)__: Disagreement in macroeconomic expectations affects financial risk premia and stock returns, especially for small-cap and low-profitability stocks. (2025-05-07, shares: 5) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006037/ ## Papers with code ### Trending - __[dLLM Diffusion Framework](https://github.com/ZHZisZZ/dllm)__: A new open-source framework has been created to make it easier and more consistent to develop and customize diffusion language models. (2026-03-02, shares: 1883) - __[MobilityBench: Route Planning Evaluation](https://github.com/AMAP-ML/MobilityBench)__: Route Planning Evaluation: MobileBench offers a scalable way to evaluate route-planning agents using large language models with real-world anonymized query testing. (2026-02-27, shares: 94) - __[Trinity of World Model Consistency](https://github.com/openraiser/awesome-world-model-evolution)__: To improve World Models, three key principles—modal, spatial, and temporal—are identified, along with a benchmark for assessing multimodal learning systems. (2026-03-02, shares: 79) ### Rising - __[BeyondSWE: Evaluating Code Agents](https://github.com/AweAI-Team/BeyondSWE)__: Evaluating Code Agents: BeyondSWE and SearchSWE are new benchmarks that improve the evaluation of coding agents by including real-life reasoning and knowledge. (2026-03-04, shares: 22) - __[ARLArena: Stable Reinforcement Learning](https://github.com/WillDreamer/ARL-Arena)__: Stable Reinforcement Learning: The ARLArena framework boosts reinforcement learning training stability through the SAMPO method for more consistent policy optimization. (2026-02-26, shares: 16) - __[MediXR1: Medical RL for Clinical Reasoning](https://github.com/mbzuai-oryx/MediX-R1)__: Medical RL for Clinical Reasoning: MediXR1 is a flexible reinforcement learning framework for medical language models, enhancing clinical reasoning with varied rewards and assessments. (2026-02-27, shares: 13) ## GitHub ### Finance - __[VectorBT Trading Skills](https://github.com/marketcalls/vectorbt-backtesting-skills)__: VectorBT provides tools for testing trading strategies with realistic costs and templates. (2026-02-25, shares: 78) - __[HTML & Slide Agent](https://github.com/nicobailon/visual-explainer)__: An agent skill that generates HTML pages or presentations for project documentation. (2026-02-16, shares: 3926) - __[AI Options Research Library](https://github.com/goldspanlabs/optopsy)__: An AI-powered Python library designed for options research and backtesting. (2017-09-17, shares: 1266) - __[Code Review Database](https://github.com/roborev-dev/roborev)__: A system that continuously reviews code to improve agent productivity and responsibility. (2026-01-05, shares: 622) - __[AlphaEvolve Implementation](https://github.com/algorithmicsuperintelligence/openevolve)__: An open-source version of AlphaEvolve is now accessible for users. (2025-05-15, shares: 5505) ### Trending - __[Anthropics Plugins](https://github.com/anthropics/financial-services-plugins)__: The Allinone AI framework toolkit provides an extensive solution for different AI projects. (2026-02-23, shares: 3824) - __[Mindfold Toolkit](https://github.com/mindfold-ai/Trellis)__: A new stealthy rootkit targets and compromises modern Linux kernels. (2026-01-26, shares: 3037) - __[MatheuZ Rootkit](https://github.com/MatheuZSecurity/Singularity)__: OpenClaw introduces an easy-to-use web dashboard to better manage agents and improve shipping speed. (2025-09-23, shares: 1463) - __[OpenClaw Dashboard](https://github.com/grp06/openclaw-studio)__: GitHub Copilot CLI enables users to use Copilot's coding features directly in the terminal. (2026-01-28, shares: 1294) ## Podcasts ### Quantitative - __[Market Implications of the Fourth Turning](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/ugo10-the-fourth-turning-is-here-how-to-trade-the-regime-shift-ft-neil-howe)__: Cem Karsan and Neil Howe analyze how the Fourth Turning regime shift affects markets, influencing inflation, geopolitical tensions, and the capital-labor divide. (2026-03-04, shares: 9) - __AIs Influence on Valuations__: 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. (2026-02-27, shares: 7) - __[AIDriven Financial Tools](https://www.buzzsprout.com/803279/episodes/18734688-control-systems-and-electrical-engineering-to-ai-in-finance.mp3)__: Didier Lopes narrates his experience in developing OpenBB, a financial research platform that enhances data analytics and decision-making for finance professionals. (2026-03-03, shares: 5) - __[Behavioral Analytics in Forecasting](https://pdst.fm/e/traffic.megaphone.fm/NBNK1726105108.mp3)__: Jeremy Sosabowski describes how AlgoDynamix leverages behavioral analytics to predict market trends by analyzing real-time trader activities for actionable insights. (2026-03-04, shares: 5) - __[Market Stability Amid Risks](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/si389-the-market-is-pinned-but-risk-is-growing-ft-cem-karsan-alan-dunne)__: 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. (2026-02-28, shares: 5) ### Related - __[CharlesAlbert Lehalle: AI Insights](https://shows.acast.com/the-alternative-data-podcast/episodes/the-charles-albert-lehalle-episode)__: AI Insights: CharlesAlbert Lehalle explores AI world models and investment insights in a podcast episode. (2026-03-02, shares: 4) - __MEBISODE: Investing Challenges__: Investing Challenges: Meb evaluates the Cambria Shareholder Yield ETF's performance during tough market conditions in an email update. (2026-03-03, shares: 4) - __[Raphaël Gallardo: Carmignac Insights](https://macrohive.libsyn.com/ep-347-raphal-gallardo-on-austrian-economics-wobbling-ai-bubbles-and-trump-risk-parity)__: Carmignac Insights: Raphaël Gallardo, Chief Economist at Carmignac, outlines his extensive finance and economics expertise. (2026-02-27, shares: 4) - __[MacroVoices 521: Jeff Currie on Commodities](https://macrovoices.podbean.com/e/macrovoices-521-jeff-currie-the-great-rotation/)__: Jeff Currie on Commodities: Erik Townsend and Patrick Ceresna speak with Jeff Currie about the booming commodity market and increasing sector demands. (2026-02-26, shares: 4) - __[Global Commodities: Natural Gas Update](https://atanyrate.podbean.com/e/global-commodities-gas-finds-a-tighter-balance/)__: Natural Gas Update: Natasha Kaneva and Otar Dgebuadze analyze the volatility in the European natural gas market and upcoming infrastructure plans in a podcast. (2026-02-27, shares: 3) ## Blogs ### Quantitative - __[Insider Trading & Market Violence](https://rajivsethi.substack.com/p/trading-on-violence)__: 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. (2026-03-02, shares: 1) ### Related - __[Resilient Quant Strategies](https://www.man.com/insights/winters-thaw)__: Investors fear a Quant Winter, but improved strategies are helping markets stay strong. (2026-02-26, shares: 1) - __[Reflections by Shyam](https://stockviz.substack.com/p/active-ruminations)__: Shyam Sunder emphasizes that active thinking is crucial for making better investment choices. (2026-02-28, shares: 0) ## X / Twitter ### Quantitative - __[US Equity Market Concentration](https://x.com/quantseeker/status/2029132157537394807)__: 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. (2026-03-04, shares: 2) ### Miscellaneous - __[Pricepath Convexity as a Return Predictor](https://x.com/quantseeker/status/2028757676352852045)__: A new study reveals that the shape of stock price movements, known as pricepath convexity, can indicate lower future returns for stocks. (2026-03-03, shares: 2) ## Reddit ### Quantitative - __[Jane Street Interviews](https://www.reddit.com/r/quantfinance/comments/1rixu6n/how_many_rounds_of_online_interviews_at_jane/)__: (2026-03-02, shares: 26) ### Rising - __[Gerko's Deletions](https://www.reddit.com/r/quant/comments/1rj03h7/why_does_gerko_keep_deleting_comments_on_linkedin/)__: (2026-03-02, shares: 30)