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Quant LetterNo. 131

May 2026, Week 3

44 items across 7 sections, as sent to readers on 20 May 2026. Paper titles open their ML-Quant page; ↗ goes to the source.

RePEc

Economics working papers from RePEc's NEP field reports.

10 items

Historical Trending10

01

Predicting VIX with ML

The study shows that machine learning can better predict the VIX by utilizing jobless claims data to enhance market volatility forecasts.

12 sharesSource ↗

02

Optimizing KSE-30 with ML

This research analyzes equity returns on the Pakistan Stock Exchange, revealing flaws in traditional methods and proposing a new strategy for efficient portfolio management.

10 sharesSource ↗

03

Risk Parity in Fat-Tailed Markets

The paper explores risk parity portfolio optimization amid volatile market conditions, indicating that advanced models can enhance performance and stability during downturns.

9 sharesSource ↗

04

Automated Trading in Emerging Markets

The article discusses combining algorithmic trading with passive investing in emerging markets, advocating for an Adaptive Trading System to reduce capital losses in downturns.

9 sharesSource ↗

05

Eurozone Banks Stock Prediction

The study finds that conventional machine learning models outperform advanced deep learning techniques in predicting stock price movements in European banks.

7 sharesSource ↗

06

Sharpe Ratio vs. Buy-and-Hold

Sharpe Ratio trading strategies consistently beat buy-and-hold, highlighting market inefficiencies and supporting the Adaptive Market Hypothesis.

8 sharesSource ↗

07

Dynamic Modeling of Chinese Markets

A new machine learning approach using dynamic autoregressive models effectively analyzes complex time series data, offering a modern alternative in financial modeling.

6 sharesSource ↗

10

Optimal Strategies in Pension Plans

The study explores optimal management strategies for target benefit pension plans, showing how fund managers can maximize expected utility through thoughtful investments and benefit adjustments.

5 sharesSource ↗

Papers with code

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

7 items

Trending3

02

MMSkills: Multimodal Skills for Agents

Multimodal Skills for Agents: Multimodal procedural knowledge frameworks enhance visual agents by merging text and visuals for improved decision-making.

101 shares

Rising4

01

AI Research Trust

AI excels in structured tasks but needs human oversight in scientific research to handle new ideas and judgment effectively.

48 shares

02

Olympiad Reasoning Scaling

A new systematic approach boosts reasoning models, making them top contenders in math and physics competitions through advanced learning methods.

42 shares

03

Dynamic NPC Steering

ReactiveGWM improves game play by separating player controls from NPC actions, enhancing strategic options in various games.

33 shares

04

DexJoCo for Manipulation

DexJoCo provides a benchmark and toolkit for evaluating dexterous manipulation skills, along with a budget-friendly data collection system.

31 shares

GitHub

Repositories the letter featured.

10 items

Finance5

02

Optimizing LLM Inference

The article focuses on improving inference proxies for large language models.

3,843 shares

04

Ashare Multi-Agent Framework

A research framework uses AI agents to discuss investment strategies for the A-share market.

394 shares

05

LLMDriven Alpha Factory

An agent-based alpha factory enables LLMs to independently conduct backtests and analyze factors.

215 shares

Trending5

01

AffaanmECC: AI Performance Optimization

AI Performance Optimization: Claude Code Codex improves AI agents' abilities by using different skills and development techniques.

187,081 shares

Podcasts

Episodes on markets, quant methods and economics.

10 items

Quantitative5

01

Crisis Alpha and Portfolio Strategies

Yoav Git and Rob Croce from Fidelity Investments examine crisis alpha and diversification in trend following portfolio construction amid current market conditions.

9 shares

02

Impact of Passive Investing

Hari Krishnan explores how increasing passive investment may disrupt price discovery and lead to market instability.

8 shares

03

Tom Lee on Stock Trends

Tom Lee from Fundstrat highlights stock resilience during global tensions, shares his S&P 500 forecast, and launches the Fundstrat Granny Shots ETF.

7 shares

04

Wealth Building for Tech Pros

Stan Leong and Nikhil focus on innovative financial planning and options-based income strategies tailored for engineers and executives.

6 shares

05

Charities and Cash Risks

Nancy Kilpatrick and Andrzej Pioch warn UK charities about the risks and costs of holding excessive cash, advocating for more active investment strategies.

6 shares

Related5

01

Global Futures Insights

Khagendra Gupta and Ipek Ozil discuss the factors influencing US and Eurex futures rollover and cross currency bases in their podcast from May 15, 2026.

5 shares

02

Asia Equity Rally

Tim Moe from Goldman Sachs talks about how artificial intelligence and semiconductor cycles are causing differences in Asian equity markets in a May 19, 2026 podcast.

3 shares

03

Bloomberg CTO Interview

Shawn Edwards, Bloomberg's CTO, highlights technological innovations and the Bloomberg terminal, focusing on trust and process automation in a recent podcast.

3 shares

04

EM Fixed Income Politics

Anezka Christovova, Ben Ramsey, and Michael Harrison analyze how recent market changes are affecting the emerging market fixed income sector in their May 14, 2026 podcast.

3 shares

05

Commodity Infrastructure Insights

Commodity analysts discuss the effects of the Iran conflict on infrastructure recovery and supply chains in gas and metals in a podcast from May 15, 2026.

3 shares

Blogs

Posts from quant and economics blogs and newsletters.

2 items

Quantitative1

01

Revisiting Low Risk Pullback Strategy

The article discusses the Low Risk Pullback Strategy, a trading approach that has been effective since it was first introduced over ten years ago.

1 shares

Related1

01

Trend Followers and Responsible Investing

Systematic macro strategies, particularly trend-following approaches, face difficulties in responsible investing. However, these challenges can be overcome with specific solutions.

0 shares

X / Twitter

Posts from quant researchers on X.

3 items

Quantitative1

01

Crypto and Risk Parity Insights

The Research Recap discusses different financial subjects like crypto options, LEAPS (long-term equity anticipation securities), risk parity, and how to predict market volatility.

3 shares

Miscellaneous2

01

Coding as a Moat

Claude Code argues that focusing on taste, workflow, trust, and learning speed is now more important than just coding skills.

1 shares

02

PostAI Record Systems Framework

The article explores how record-keeping systems are changing due to AI advancements, providing a helpful framework to understand these developments.

0 shares

Reddit

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

2 items

Quantitative1

Rising1

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