---
title: X / Twitter
url: https://www.ml-quant.com/library/x/
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
---


# X / Twitter

Posts from quant researchers on X.

- [Crypto and Risk Parity Insights](https://x.com/quantseeker/status/2056867207326441628) (2026-05-20): The Research Recap discusses different financial subjects like crypto options, LEAPS (long-term equity anticipation securities), risk parity, and how to predict market volatility.
- [Coding as a Moat](https://x.com/carlcarrie/status/2056780447275798837) (2026-05-20): Claude Code argues that focusing on taste, workflow, trust, and learning speed is now more important than just coding skills.
- [PostAI Record Systems Framework](https://x.com/jmelaskyriazi/status/2054704199183777801) (2026-05-20): The article explores how record-keeping systems are changing due to AI advancements, providing a helpful framework to understand these developments.
- [Investing in Autonomous Driving](https://x.com/carlcarrie/status/2042724714087412097) (2026-04-16): A recent article highlights a link between autonomous driving and autonomous investing, noting that although many asset managers expect generative AI to transform the finance industry, very few have a clear strategy for implementing it.
- [US Equity Market Concentration](https://x.com/quantseeker/status/2029132157537394807) (2026-03-04): 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.
- [Pricepath Convexity as a Return Predictor](https://x.com/quantseeker/status/2028757676352852045) (2026-03-04): A new study reveals that the shape of stock price movements, known as pricepath convexity, can indicate lower future returns for stocks.
- [Reclaiming Architectural Sovereignty](https://x.com/carlcarrie/status/2020233440139108512) (2026-02-12): 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.
- [Winter 2025 Commodity Insights](https://x.com/quantseeker/status/2016084449192984846) (2026-02-02): The Commodity Insights Digest Winter 2025 provides important research and insights on commodities, covering areas such as machine learning, trading signals, and energy spreads.
- [Martingale Strategy Risks in Trader's Downfall](https://x.com/quantseeker/status/2010643108254699778) (2026-01-16): A seasoned options trader lost a lot of money by applying a gambling strategy to trading, showing the dangers of mixing gambling methods with investing.
- [Polymarket Earnings Beat Analysts](https://x.com/quantseeker/status/2003241830880530606) (2025-12-28): A new study indicates that earnings contracts on Polymarket, a prediction market platform, are more effective at forecasting company earnings than traditional analysts.
- [AI in Investment Strategies: Insights from David Wright](https://x.com/practicalquant/status/2001346308792361235) (2025-12-19): Insights from David Wright: David Wright from Pictet explains how his team utilizes AI technology to create practical investment strategies, improving decision-making and enhancing investment performance.
- [FX Anomalies and Currency Risk Premia Resource](https://x.com/quantseeker/status/1999568085485814069) (2025-12-14): CurrencyFactors.com is a new website that provides detailed historical data on 11 currency factors, catering to those interested in foreign exchange anomalies and currency risk.
- [Quant Crises](https://x.com/investingidiocy/status/1999388228101505065) (2025-12-14): The article explains the market crises of 2025, caused by quantitative trading strategies. It outlines how these strategies led to instability and the effects on the financial markets.
- [Liquidity Constraints and Stock Anomalies](https://x.com/quantseeker/status/1993641086770651420) (2025-12-01): A new study shows that realistic liquidity constraints make most stock trading anomalies unprofitable, even before factoring in trading costs.
- [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) (2025-11-19): - 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.
- [Polymarket: ~25% Wash Trading](https://x.com/quantseeker/status/1990823262469722424) (2025-11-19): ~25% Wash Trading: Study finds about 25% of Polymarket trading is wash trading (some markets 90–95% fake), so high volume can be misleading.
- [AQR Part 10: Diversifying Liquid Alts](https://x.com/CliffordAsness/status/1988936761326682136) (2025-11-19): Diversifying Liquid Alts: AQR shows liquid “diversifying alternatives” truly diversify portfolios, while many popular illiquid alternatives do not.
- [Attention in Pricing](https://x.com/carlcarrie/status/1988091773819007209) (2025-11-12): Paper: Uses a transformer's attention to build the stochastic discount factor, showing AI can improve asset pricing.
- [Is Volatility Prediction Worth It?](https://x.com/investingidiocy/status/1988181195142643715) (2025-11-12): Blog Questions whether forecasting volatility is worth it, arguing benefits may be limited once costs and model risk are accounted for.
- [Here are shorter title options (no numbering): - Highlights - Key Findings - Findings - Key Insights - Takeaways - Insights - Research Briefs - Quick Finds](https://x.com/quantseeker/status/1980726865624199327) (2025-10-27): - Highlights - Key Findings - Findings - Key Insights - Takeaways - Insights - Research Briefs - Quick Finds: This week's recap highlights research showing stronger crypto–stock links, ideas for adding portable alpha, the risks and returns of same‑day (0DTE) NDX straddle trades, evidence many stocks are mispriced, and a short list of top industry blogs and podcasts.
- [Here are some shorter title options: - Stop Losses, Not Returns - Cut Drawdowns, Keep Returns - Stops Cut Drawdowns - Protect Returns, Cut Drawdowns - Stops Preserve Returns - Lower Drawdowns, Keep Returns](https://x.com/quantseeker/status/1981295794901647868) (2025-10-27): - Stop Losses, Not Returns - Cut Drawdowns, Keep Returns - Stops Cut Drawdowns - Protect Returns, Cut Drawdowns - Stops Preserve Returns - Lower Drawdowns, Keep Returns: Stoplosses usually don't increase average or risk-adjusted returns, but they do cut big losses and make returns more stable by reducing extreme downside outcomes.
- [Research Recap: Gold, Bitcoin, Equities, FX](https://x.com/quantseeker/status/1975671117537776076) (2025-10-09): Gold, Bitcoin, Equities, FX: The Weekly Research Recap discusses topics like the comparison between gold and Bitcoin, using news sentiment for trading equities and FX, and enhancing equity momentum with machine learning.
- [RavenPack Sentiment Data Research](https://x.com/quantseeker/status/1974956749749932099) (2025-10-09): RavenPack has published five research papers utilizing their sentiment data across different asset classes such as equities, FX, and credit.
- [Understanding Past Returns](https://x.com/LarsKestner/status/1976256332006392109) (2025-10-09): The piece emphasizes the significance of grasping momentum in finance through analyzing past returns.
- [OpenAI's Expansion Strategy](https://x.com/carlcarrie/status/1975566132708032904) (2025-10-09): The article explores OpenAI's aggressive and innovative growth strategy in the tech industry.
- [The AI Bubble Pop](https://x.com/carlcarrie/status/1974453579021951324) (2025-10-09): The article suggests a potential collapse of the AI market, making it a recommended read for the weekend.
- [Research Recap Highlights](https://x.com/quantseeker/status/1973123203133296741) (2025-10-03): The recent weekly research recap covers topics like predictability of crypto returns, estimation of inflation risk premium, intraday stock-bond correlations, and equity style allocation.
- [Bridgewater Macro Fund Performance](https://x.com/nishantkumar07/status/1973810909203345826) (2025-10-03): Bridgewater's main macro fund experienced a 26.4% growth in the first three quarters of this year.
- [Dmitry Balyasny Interview](https://x.com/quantseeker/status/1972956094248206723) (2025-10-03): The article presents an insightful interview with Dmitry Balyasny.
- [Execs' AI Partner Preferences](https://x.com/liamottley_/status/1971727494668865675) (2025-10-03): The article discloses that 153 MIT executives with substantial AI budgets favor an AI partner who comprehends their workflows and offers effective advice over one that merely provides advanced technology.
- [Investing Research Roundup](https://x.com/quantseeker/status/1968038366621909314) (2025-09-22): The latest investing research roundup discusses topics including the impact of news sentiment on commodity returns, volatility decay in leveraged ETFs, post-FOMC drift in option returns, and predictions for commodity option returns.
- [Latest Investing Research: Crude Oil, FX, SP 500, Portfolio, Blogs](https://x.com/quantseeker/status/1960457792269013149) (2025-08-29): Crude Oil, FX, SP 500, Portfolio, Blogs: The article discusses recent investment research on various topics including predicting crude oil returns, using media tone in foreign exchange trading, put writing strategies on the SP 500, and portfolio construction.
- [Fast Trading Signals: Noise Over Alpha](https://x.com/quantseeker/status/1959228042091405553) (2025-08-29): Noise Over Alpha: Daniel Bloch's article argues that fast trading signals, often seen as alpha, are typically just small sample noise. He suggests that what is perceived as speed is often just a faster response to randomness.
- [Investing Research Roundup](https://x.com/quantseeker/status/1957923034540700021) (2025-08-20): The latest investing research roundup discusses topics including gold and inflation, predicting market returns, sorting stocks based on downside risk, a multi-agent model, and highlights notable blogs, repositories, and podcasts.
- [Repo Benefits](https://x.com/quantseeker/status/1957528951024411007) (2025-08-20): The article is not provided, thus a summary cannot be generated.
- [Investing Research Roundup](https://x.com/quantseeker/status/1952827086235660526) (2025-08-07): The article explores recent investment research on topics like cryptocurrency, mutual fund trading, low-risk investing, volatility forecasting, trend following, and highlights significant blogs, repositories, and podcasts.
- [Repo](https://x.com/quantseeker/status/1952054092311765138) (2025-08-07): The article provides a detailed discussion on a notable repository.
- [Interview with Shariz Iqbal](https://x.com/jackschwager/status/1951356018467963181) (2025-08-07): The second interview with Shariz Iqbal, also known as Words of Rizdom, attracts 37k views on its debut day.
- [Microsoft Report on AI Jobs](https://x.com/carlcarrie/status/1951267920811528207) (2025-08-07): A Microsoft study discloses the professions most impacted by the advent of artificial intelligence.
- [Single vs. Multiple Strategies](https://x.com/quantseeker/status/1945093085936877954) (2025-07-17): The author favors a single strategy with a Sharpe ratio of 2, rather than a combined strategy of five uncorrelated strategies with a Sharpe ratio of 2.5.
- [Quantifying Overfitting](https://x.com/quantseeker/status/1945082794570338503) (2025-07-17): The updated paper by Jacquier et al. advises against overfitting with numerous weak signals, suggesting the use of a few strong predictors, extensive backtesting, and straightforward models for improved out-of-sample replication.
- [Stefan Nagel's Presentation](https://x.com/quantseeker/status/1944814690208493725) (2025-07-17): Stefan Nagel's recent NBER presentation and the following discussion by Bryan Kelly are suggested for those interested in the subject.
- [Model Configs Safeguarding](https://x.com/carlcarrie/status/1943970592589226355) (2025-07-17): 
- [AQR leads Managed Futures Funds YTD](https://x.com/Tyler_Lovingood/status/1942390013963952134) (2025-07-10): AQR maintains its top position in managed futures funds for the year, with LoCorr coming in second.
- [Investing Research Roundup: Commodity Returns, Crypto Microstructure, Mispriced Stocks, Factor Momentum, and More](https://x.com/quantseeker/status/1942673736836211184) (2025-07-10): Commodity Returns, Crypto Microstructure, Mispriced Stocks, Factor Momentum, and More: Article 2: Recent investment research explores topics including forecasting commodity returns, crypto market microstructure, spotting mispriced stocks, and factor momentum.
- [Skfolio Update](https://x.com/quantseeker/status/1942644799976399182) (2025-07-10): The article explores a new paper about the skfolio library.
- [Nagel Challenges Prediction Complexity](https://x.com/quantseeker/status/1941512483258109975) (2025-07-10): The article examines Nagel's new paper that questions the efficiency of intricate models in predicting returns, suggesting they are essentially volatility-timed momentum.
- [Investing Research Roundup](https://x.com/quantseeker/status/1940142916737106056) (2025-07-03): The recent investment research explores subjects like asset distribution, currency crashes, momentum, fluctuating factor risk premiums, and predictability in prediction markets.
- [Turtle Talk: Trend Following](https://x.com/quantseeker/status/1938910945461575890) (2025-07-03): Trend Following: Article 2: Turtle Talk, a useful tool offering important information on trend following, has been found and suggested.
- [AI Trends Survey](https://x.com/carlcarrie/status/1939506322137038918) (2025-07-03): Article: The article emphasizes the significance of AI talent in setting apart AI trends based on a survey.
- [Buying and Sizing Correctly](https://x.com/quantseeker/status/1939260081163432261) (2025-07-03): Article: The article underscores the importance of purchase quantity and correct sizing in preventing bankruptcy, even with incorrect choices, based on an episode review.
- [Algorithmic Trading Comparison](https://x.com/quantseeker/status/1937620305847157180) (2025-06-25): Jonathan Kinlaya compares different algorithmic trading platforms in detail.
- [Active Management Fees](https://x.com/quantseeker/status/1936776870718017888) (2025-06-25): The article criticizes the overconfidence and high fees associated with active management.
- [PostEarnings Drift Strength](https://x.com/quantseeker/status/1937649402417676470) (2025-06-25): The article suggests that Post-Earnings Announcement Drift (PEAD) is most effective when earnings news contradicts investor expectations, despite assertions of its decrease.
- [Tiny AI Teams' Goals](https://x.com/carlcarrie/status/1936514041318441419) (2025-06-25): The New York Times explores the high aspirations of small AI teams.
- [Top Tiny AI Teams](https://x.com/carlcarrie/status/1936514042652189170) (2025-06-25): Business Insider showcases 10 outstanding small AI teams.
- [Antti and Thom: Expectations](https://x.com/CliffordAsness/status/1936151743110222059) (2025-06-25): Expectations: Antti and Thom's series delves into the evolution of academic and investor perspectives on long-term expected returns.
- [Essential Article from Quantica](https://x.com/quantseeker/status/1935683922026783043) (2025-06-25): Quantica has published a new article providing insightful analysis.
- [Optimal Kelly Leverage for SP 500](https://x.com/quantseeker/status/1935069697055355110) (2025-06-18): The best Kelly leverage for daily SP 500 returns between 1997 and 2024 is around 2.4, as higher values decrease long-term growth due to increased volatility and drawdowns.
- [Lowvol Factor in Asset Pricing](https://x.com/quantseeker/status/1934675122121486628) (2025-06-18): A new study emphasizes the importance of the low-volatility factor in asset pricing models, especially in relation to factor asymmetry and frictions.
- [Trend Following and Drawdowns](https://x.com/quantseeker/status/1934902152209551725) (2025-06-18): ManGroup analyzes the current situation of trend following and drawdowns, questioning if the current scenario is unique.
- [SEAL: LLMs Updating Weights](https://x.com/jyo_pari/status/1933350025284702697) (2025-06-18): LLMs Updating Weights: SEAL, a new framework, enables LLMs to create their own training data and adjust their weights based on new inputs, using the improved model's performance as a reward.
- [Investing Research Roundup](https://x.com/quantseeker/status/1935089218923245606) (2025-06-18): The recent investment research roundup discusses topics like predicting cryptocurrency using sentiment, a strategy based on foreign exchange mispricings, multiple option-based predictors, a regime-switching model, and more.
- [Investing Research Roundup](https://x.com/quantseeker/status/1932535561526652932) (2025-06-11): The latest investment research roundup discusses topics including cryptocurrency volatility, stock return sentiments, ESG's value indication, and volatility forecasting.
- [Advances in Econometrics Reading List](https://x.com/JohnHolbein1/status/1931074275970093511) (2025-06-11): ChristineCai27 has curated a reading list featuring recent developments in the field of applied econometrics.
- [VShaped Recoveries Rising](https://x.com/quantseeker/status/1932367210082599216) (2025-06-11): The article explores the growing trend of V-shaped recoveries in the economy.
- [Timing the Market: A Bad Idea](https://x.com/CliffordAsness/status/1930713065265279482) (2025-06-11): A Bad Idea: Article 2: The article challenges the argument against market timing, dismissing the fear of missing the best days, but cautions about its complexity.
- [New Report on Systematic Strategies and Quant Trading](https://x.com/quantseeker/status/1930212733670055947) (2025-06-04): HedgeNordic has published a report discussing the future of systematic strategies and quantitative trading for 2025, including insightful interviews and discussions.
- [Investing Research Roundup](https://x.com/quantseeker/status/1929920371597123750) (2025-06-04): The article summarizes recent investment research on topics like anomalies, phacking, commodity signals, stock return predictability, and various online resources.
- [Interview](https://x.com/quantseeker/status/1929601408707240428) (2025-06-04): The article includes a significant interview but lacks specific information about the content or the people involved.
- [Factor Investing by Chuan Shibrbr](https://x.com/quantseeker/status/1925113742695502063) (2025-05-21): The article offers detailed lecture notes on Factor Investing, covering areas such as Portfolio Sort Analysis, Regression-Based Tests, and Multiple Hypothesis Testing.
- [Short-Term Reversals in Commodities](https://x.com/quantseeker/status/1923330759202377791) (2025-05-21): Rossi's new paper explores short-term basis reversals in commodity futures markets, suggesting a potential for significant risk-adjusted returns.
- [AIs Integration into Workflow](https://x.com/carlcarrie/status/1924924370473922616) (2025-05-21): The article emphasizes the increasing significance and quick incorporation of AI into workflow, backed by notable usage statistics.
- [Unpopular Opinion on AI](https://x.com/carlcarrie/status/1924877533603922150) (2025-05-21): Google's ex-CEO, Eric Schmidt, discusses his perspective on artificial intelligence in a TED talk.
- [AI Transformation of SDLC](https://x.com/carlcarrie/status/1924274183875268750) (2025-05-21): The article examines the influence of AI on the Software Development Life Cycle in a world dominated by agents.
- [Interview with Peter Brandt](https://x.com/SystematicIRE/status/1923185578381803984) (2025-05-21): The article presents the first half of an interview with Peter L. Brandt, covering a range of thought-provoking subjects.
- [Equity Premium Fades, Alpha Shines](https://x.com/paradoxinvestor/status/1918045176913903671) (2025-05-07): The blog emphasizes the significance of alpha in investment during times of reduced equity premium.
- [AllianceBernstein Argues for Portable Alpha](https://x.com/choffstein/status/1919403405241471274) (2025-05-07): AllianceBernstein's article proposes portable alpha as a remedy for increased geopolitical risks and market concentration.
- [Ernie Chan's New Trading Book on Generative AI](https://x.com/quantseeker/status/1917933194034237895) (2025-05-07): Ernie Chan is preparing to publish a new trading book centered on Generative AI.
- [Investing Research Roundup](https://x.com/quantseeker/status/1919821871035408456) (2025-05-07): The investment research roundup covers topics like Macro Announcement Risk Premia, MeanReversion Strategy, model complexity, real estate diversification, and highlights relevant blogs, repositories, and podcasts.
- [High Sharpe Ratios](https://x.com/investingidiocy/status/1919429242430886270) (2025-05-07): The article hints at the unveiling of certain high-performing Sharpe Ratios.
- [Weekend Reading Joy](https://x.com/quantseeker/status/1918384784885096531) (2025-05-07): The author is looking forward to reading a specific article during the weekend.
- [Investing Research Roundup](https://x.com/quantseeker/status/1917328019376525387) (2025-04-30): The recent investment research roundup discusses various topics including the role of commodities in diversification, detection of mispriced stocks, quantitative techniques, and option anomalies.
- [Complex Models Depend on Data Quality](https://x.com/quantseeker/status/1915401037562708089) (2025-04-30): A study by Cartea et al. indicates that the success of intricate models largely relies on the quality of data, with a high chance of overfitting when data is scarce and noise levels are high.
- [Antti Ilmanen on Returns](https://x.com/CliffordAsness/status/1917217161010888896) (2025-04-30): Article: Antti Ilmanen explores the concept of expected returns, focusing on the rational and irrational ways people form them.
- [Man Group on Timing](https://x.com/quantseeker/status/1915370554929881421) (2025-04-30): Article: ManGroup releases a new piece discussing the subject of market timing.
- [The Role of Patience](https://x.com/quantseeker/status/1913192182271365208) (2025-04-23): ManGroup emphasizes the significance of patience in successful trend following strategies.
- [The Memorization Problem](https://x.com/alejandroll10/status/1913616158588018740) (2025-04-23): Research indicates that GPT-4o's extensive memory of economic and market data could bias its back-test results.
- [Earnings Momentum in Stocks](https://x.com/quantseeker/status/1913889748482994443) (2025-04-23): Hou et al.'s research suggests earnings momentum works best in overlooked stocks, whereas price momentum is more potent in well-known stocks.
- [Agents](https://x.com/carlcarrie/status/1914502180964335883) (2025-04-23): The article explores the influence of proprietary software on the operations of agents and agencies.
- [Trend Paper](https://x.com/quantseeker/status/1913237897731252602) (2025-04-23): The study suggests that a single Exponential Moving Average (EMA) is sufficient for identifying trends, eliminating the need for multiple complex indicators.
- [Crypto Pipeline](https://x.com/ConcretumR/status/1912859728704569470) (2025-04-23): The article reports the open-sourcing of a crypto market data pipeline, used to create a database for a new research on cryptocurrency trends.
- [Investing Research Roundup](https://x.com/quantseeker/status/1912232377776251362) (2025-04-16): The latest investing research roundup discusses topics including the predictability of bond and stock returns, timing momentum, disagreement in option markets, and notable finance blogs.
- [Training Models and Creator Rights](https://x.com/carlcarrie/status/1911811797281104064) (2025-04-16): The article talks about the possible violation of creators' rights and intellectual property caused by the training of models.
- [Trendfollowing Managed Futures](https://x.com/GestaltU/status/1908146101913293233) (2025-04-09): Managed futures that follow trends have traditionally yielded good returns during prolonged equity market slumps.
- [Survey Paper on LLM Applications](https://x.com/quantseeker/status/1908062037919326281) (2025-04-09): A new study paper explores the use of LLM in the finance sector.
- [Currency Anomalies Returns](https://x.com/quantseeker/status/1907761453962068437) (2025-04-09): A recent study indicates that currency anomaly returns drop by approximately 66% post-publication, but FX carry stays consistent, suggesting risk premiums over mispricing.
- [Investing Research Roundup](https://x.com/quantseeker/status/1909695397087658051) (2025-04-09): The recent investment research roundup discusses commodity signals, earnings and price momentum, sector allocation with LLMs, and the impact of macro news.
- [Crypto Trend](https://x.com/ConcretumR/status/1909663883562013078) (2025-04-09): A research paper on SSRN presents a tactical approach for Bitcoin and Altcoins, indicating increased interest in the $3 trillion cryptocurrency market.
- [USD Appreciation and Politics](https://x.com/quantseeker/status/1907903318174658950) (2025-04-09): A study shows that the USD value increases during Democratic administrations and decreases under Republican ones, influenced by their respective tariff policies.
- [NeuraLatex: Self-Contained Paper](https://x.com/carlcarrie/status/1907173039542050953) (2025-04-02): Self-Contained Paper: NeuraLatex has addressed reproducibility problems by incorporating all necessary code, data, and experiments into the LaTeX source, allowing it to be executed during compilation.
- [Investment Pairs](https://x.com/quantseeker/status/1906994944503382520) (2025-04-02): 
- [Latest Investing Research](https://x.com/quantseeker/status/1904663449046835330) (2025-03-26): The article discusses recent investment research, focusing on CrossAsset Momentum, the impact of political uncertainty on return predictability, LLMs, news sentiment trading, and options.
- [ManGroup's Latest Blog Post](https://x.com/quantseeker/status/1904152955227381846) (2025-03-26): ManGroup has released a new blog post discussing the findings of a regime paper.
- [CTA Dispersion Chart](https://x.com/carlcarrie/status/1903857991993930001) (2025-03-26): Apologies, but the provided information doesn't contain enough context to generate a summary for each article.
- [Investing Research](https://x.com/quantseeker/status/1902070645984522368) (2025-03-20): Recent investment research focuses on areas including cryptocurrency, overnight stock returns, factor exposures, quantile regressions, and the impact of macro regimes on asset allocation.
- [Winton Portable Alpha UCITS](https://x.com/quantseeker/status/1901943015582654874) (2025-03-20): Winton has introduced a new UCITS product, MSCI World Trend, with a standard fee of 0.8.
- [Trend Following with Commodities](https://x.com/quantseeker/status/1900896816159170929) (2025-03-20): Trend following and commodities are the most effective hedges against inflation, according to recent surveys.
- [ReSolve Multiasset Carry Research](https://x.com/choffstein/status/1901641490041856054) (2025-03-20): The ReSolve team has published new research comparing multiasset carry in Liquid and Extended trading universes.
- [Repo Insights](https://x.com/quantseeker/status/1902279434888962139) (2025-03-20): An interesting and valuable repository has been shared for public use.
- [Useful Repo Info](https://x.com/quantseeker/status/1901244432986370356) (2025-03-20): A practical and beneficial repository has been introduced to the audience.
- [Great Books](https://x.com/quantseeker/status/1900484728567828978) (2025-03-20): Three top-rated books have been spotlighted for readers.
- [Lowvolatility Update](https://x.com/paradoxinvestor/status/1899805797665701896) (2025-03-12): The latest update reveals that the paradox in low volatility data continues even after a decade.
- [Sharpe Portfolios](https://x.com/quantseeker/status/1899763585162645554) (2025-03-12): ManGroup introduces a novel approach to portfolio construction in their article, Cooking up Sharpe.
- [Investing Research Roundup](https://x.com/quantseeker/status/1899550864970482022) (2025-03-12): Recent investment research discusses a variety of topics including crypto derivatives, FX return predictions, economic regimes, factor timing, leveraged ETFs, etc.
- [Handbook of Sustainable Finance](https://x.com/carlcarrie/status/1899466956824031351) (2025-03-12): Thierry Roncalli has expanded the Handbook of Sustainable Finance to 1200 pages.
- [Matt Levine Bot](https://x.com/carlcarrie/status/1899468429087678682) (2025-03-12): Self-identified bot Matt Levine confirms plans will continue as scheduled.
- [Large Language Models](https://x.com/carlcarrie/status/1899467640835334360) (2025-03-12): Simon Willison provides insights on using large language models and vibe coding in a new article.
- [Inflation Surveys vs. Truflation](https://x.com/quantseeker/status/1899143207981629724) (2025-03-12): Recent inflation surveys show an increase, while Truflation experiences a significant decrease.
- [Uncovering Crypto Trends](https://x.com/choffstein/status/1896555585262284983) (2025-03-05): Independent trader Scott Phillips shares insights on navigating the complexities of crypto markets.
- [Economic Regimes for Factor Timing](https://x.com/quantseeker/status/1897266199601512648) (2025-03-05): A new study explores economic regimes for factor timing, using historical performance to inform investment positions.
- [AGI and the US Government](https://x.com/carlcarrie/status/1897118184374931827) (2025-03-05): The article highlights the crucial need to comprehend the connection between Artificial General Intelligence and the US Government.
- [Research on Investing](https://x.com/quantseeker/status/1897053881718464619) (2025-03-05): The recent investment research explores areas like commodity return predictions, stock return predictability, factor investing, volatility forecasting, and various related blogs, repositories, and podcasts.
- [Blog Post](https://x.com/investingidiocy/status/1896881202080211173) (2025-03-05): A fresh blog post has been released.
- [Causality Robustness](https://x.com/quantseeker/status/1895508934594806234) (2025-03-05): The article emphasizes that robustness is a characteristic of causality, rather than complexity or simplicity.
- [PreFOMC Drift](https://x.com/quantseeker/status/1894339682160226687) (2025-02-26): Data analysis up to 2024 confirms the continued effectiveness of the preFOMC announcement drift strategy.
- [Wealth in AI Era](https://x.com/carlcarrie/status/1893813394735501789) (2025-02-26): The rise in near-term interest rates may be caused by AI-driven automation shifting labor income towards those controlling AI systems.
- [Humanoid Robotics Report](https://x.com/carlcarrie/status/1894007305554804875) (2025-02-26): Morgan Stanley's report highlights the progress and potential of humanoid robotics.
- [Record High Economic Policy Uncertainty](https://x.com/quantseeker/status/1893050189386068025) (2025-02-26): Rising economic policy uncertainty may adversely affect stock returns and economic growth.
- [AI's Influence on UI/UX Design](https://x.com/carlcarrie/status/1892897328794648782) (2025-02-26): The article discusses how artificial intelligence is revolutionizing user interface and user experience design.
- [Investing Research](https://x.com/quantseeker/status/1891957316414836829) (2025-02-19): The recent investment research roundup discusses cryptocurrency, return reversals, momentum, using ChatGPT for return predictions, and volatility timing.
- [Short-Term Reversion Signal](https://x.com/quantseeker/status/1891639963625697342) (2025-02-19): A recent blog post explores and tests a short-term mean reversion signal between stocks and bonds.
- [Corporate Bond Pricing](https://x.com/paradoxinvestor/status/1891412325996875867) (2025-02-19): A new study highlights five key factors that effectively price corporate bonds, endorsing factor-based active and defensive strategies.
- [ChatGPT vs DeepSeek](https://x.com/quantseeker/status/1892152909363560918) (2025-02-19): ChatGPT surpasses DeepSeek in accurately predicting stock market returns.
- [The Dead Horse](https://x.com/alvinfoo/status/1891170722204070108) (2025-02-19): The Dead Horse Theory article explores the human inclination to persist with unsuccessful systems or strategies.
- [Value Investing: Academic to Graham and Buffett](https://x.com/quantseeker/status/1890179175157493877) (2025-02-19): Academic to Graham and Buffett: The piece connects academic research with Graham and Buffett's value investing strategies.
- [NYT on AI Character Agents](https://x.com/carlcarrie/status/1889891262762983792) (2025-02-19): The New York Times article explores the potential influence of AI character agents on future cinema.
- [Quant Trading Lecture: Tail Risk Hedging](https://x.com/hamptonism/status/1886873906876965217) (2025-02-05): Tail Risk Hedging: Former exotic derivatives traders Kris Sidial and Ryan Darnell delivered a lecture on tail risk hedging against BlackSwan events and extreme volatility, hosted by Bloomberg MenthorQ CEO Fabio Ruggeri.
- [December Effect in Options Trading](https://x.com/quantseeker/status/1887084298844410021) (2025-02-05): A recent study suggests that options are overpriced in early December due to traders overlooking the holiday-induced volatility dip, indicating potential profitability in selling straddles.
- [Latest Research on Investing Recap](https://x.com/quantseeker/status/1886748476245004405) (2025-02-05): The latest investment research recap covers a range of topics including alpha in Premier League betting, cryptocurrency, value investing, seasonalities in option returns, large language models, and more.
- [Premier League Betting Efficiency Study](https://x.com/quantseeker/status/1886493032075190772) (2025-02-05): A new study on Premier League betting on Polymarket shows that betting odds adjust slowly after goals, suggesting potential short-term trading opportunities due to delayed reactions.
- [Market Making in Crypto](https://x.com/quantseeker/status/1885047463108636909) (2025-02-05): Stoikov's team has released a research paper discussing the significance of market making in the cryptocurrency sector.
- [Foundations of Machine Learning](https://x.com/swapnakpanda/status/1885746384323719355) (2025-02-05): MIT has published a comprehensive, beginner-friendly book on machine learning basics, available for free.
- [Deepseek Impact on AI](https://x.com/carlcarrie/status/1885492786247434710) (2025-02-05): A recent article explores the effect of Deepseek on hyperscalers, AI scalers, AI ecosystems, and AI chip players.
- [DeepSeeks Influence on AI](https://x.com/carlcarrie/status/1885481899323183431) (2025-02-05): DeepSeek's open-source model is significantly impacting AI and markets, posing a challenge to traditional barriers.
- [DE Shaw on SP 500 Financing Spread](https://x.com/quantseeker/status/1884944718691270856) (2025-02-05): DE. Shaw's new article examines the increasing financing spread in the S&P 500.
- [Survey Paper on Crypto Trading Strategies](https://x.com/quantseeker/status/1882423921305350585) (2025-01-23): The article provides an in-depth analysis of cryptocurrency, including trading strategies, portfolio building, volatility forecasting, and data sources, along with a comprehensive list of references for further study.
- [Recap of Latest Research on Investing](https://x.com/quantseeker/status/1881815907250713065) (2025-01-23): The article recaps recent research on investment, covering topics like short interest and predictability, intraday oil futures patterns, banking stocks drivers, and forecasting FOMC decisions.
- [MOVE Index and VIX Predict Stock Returns](https://x.com/quantseeker/status/1851215469610475938) (2025-01-23): The article explores a new study that reveals a significant prediction of stock returns based on the divergence between the MOVE index and the VIX.
- [Postearnings Drift: Republican vs. Democratic Presidencies](https://x.com/quantseeker/status/1867188603253555461) (2025-01-23): Republican vs. Democratic Presidencies: The study shows that investors tend to overestimate expected tax cuts during Republican presidencies, leading to a notable difference in post-earnings announcement drift.
- [Beyond Momentum: Alternative Signals in Crypto Markets](https://x.com/quantseeker/status/1881298907646550197) (2025-01-23): Alternative Signals in Crypto Markets: Recent studies indicate that trend and breakout signals, not just momentum, are widely used in cryptocurrency markets.
- [Quantum Computing Breakthrough: Error Reduction Discovery](https://x.com/carlcarrie/status/1880637557664551034) (2025-01-23): Error Reduction Discovery: A recent breakthrough aims to drastically decrease errors in quantum computing, marking a significant advancement towards practical Quantum Computing.
- [Portfolio Protection Study](https://x.com/quantseeker/status/1878757368923570483) (2025-01-15): The article proposes a varied portfolio protection strategy that includes SPX rolling puts, Trend, Long Rates Vol, and Quality to control equity drawdowns.
- [Investing Research Recap](https://x.com/quantseeker/status/1879243219424219480) (2025-01-15): The recent investment research discusses Bitcoin trading strategies, market betas estimation, LLMs biases, macro risks, and portfolio protection strategies.
- [Short-Term Reversion Indicators Comparison](https://x.com/quantseeker/status/1798091381052764180) (2025-01-15): The most effective short-term mean-reversion indicators for global equities are those that include current price measures in the intraday or multi-day trading range.
- [ChatGPTs Cognitive Decline](https://x.com/carlcarrie/status/1878959930520338759) (2025-01-15): The article debates the possible cognitive decline from using ChatGPTs, likening it to how calculators affected mental math abilities.
- [Entropy Visual History](https://x.com/carlcarrie/status/1878949852614422564) (2025-01-15): The article offers a detailed, non-mathematical visual explanation and history of the concept of entropy.
- [Stock Signals from Insider Trades](https://x.com/quantseeker/status/1869339882352480765) (2025-01-15): The paper studies a vast global dataset of insider trades, creating a collective signal for each stock and discovering significant alphas in roughly 23% of countries.
- [Industry Momentum Strategies Enhancement](https://x.com/quantseeker/status/1877722065022656682) (2025-01-15): The article investigates the improvement of industry momentum strategies with news sentiment and dispersion, noting substantial performance improvements particularly at more detailed industry levels.
- [Machine Learning in Portfolio Optimization](https://x.com/quantseeker/status/1852415341177254040) (2025-01-08): The article reviews the use of machine learning in portfolio optimization, trading strategies, and sentiment analysis.
- [Arbitrage in Canadian Government Bonds](https://x.com/quantseeker/status/1876703338374275266) (2025-01-08): The article explores a possible arbitrage opportunity in Canadian government bonds due to different day count conventions.
- [Trend Following on Stocks](https://x.com/ConcretumR/status/1876321821433508346) (2025-01-08): The article announces a new research paper studying the success of trend-following strategies in the stock market.
- [Top Trading and Investing Books](https://x.com/quantseeker/status/1781703780788052213) (2025-01-08): Article: The piece suggests six top books for understanding trading, investing, and managing portfolios.
- [Latest Investing and Trading Research](https://x.com/quantseeker/status/1876713594722615698) (2025-01-08): Article: The piece introduces a fresh compilation of recent studies on trading and investment.
- [Cryptos Pairs Trading](https://x.com/quantseeker/status/1859226411711558018) (2025-01-08): Article: The piece explores the idea of pairs trading within the cryptocurrency market.
- [New Year 2025 Blog](https://x.com/investingidiocy/status/1876654153948385442) (2025-01-08): The author extends New Year greetings to followers of the Gregorian calendar in their first 2025 blog post.
- [AI in FinTech](https://x.com/carlcarrie/status/1876692854677844223) (2025-01-08): The article explores the potential impact of AI on user interfaces and compliance regulations in FinTech and DaaS, suggesting new revenue opportunities.
- [AI Impact on SaaS Revenue](https://x.com/carlcarrie/status/1876668926295212271) (2025-01-08): The article examines how AI could alter SaaS revenue models, shifting from monthly rates to outcome-based pricing.
- [NVIDIA unveils DIGITS for AI](https://x.com/carlcarrie/status/1876659664857018749) (2025-01-08): NVIDIA has unveiled DIGITS, a compact Super Computer powered by GPU for AI, capable of running models with up to 600B parameters.
- [Unpacking the details](https://x.com/carlcarrie/status/1876639430427267311) (2025-01-08): The author suggests that the linked content is complex and requires careful examination to fully understand.
- [Profitability breakdown by Han et al.](https://x.com/quantseeker/status/1812932231377350730) (2025-01-08): Han and his team believe that investors often undervalue firm-specific profitability components, which, if properly sorted, can lead to substantial returns.
- [Investigating low-volatility in stocks](https://x.com/quantseeker/status/1865117102396309625) (2025-01-08): The author investigates the impact of low-volatility in stocks, experimenting with different signals and combination strategies to enhance performance.
- [Research Papers Compilation](https://x.com/quantseeker/status/1874086888874926447) (2025-01-01): The article compiles popular research papers from 2024, discussing topics like alternative data commodities, equities, machine learning, and trading.
- [Momentum Strategies Review by Tobias Wiest](https://x.com/quantseeker/status/1865842460175614090) (2025-01-01): The article discusses Tobias Wiest's comprehensive review on different momentum strategies such as cross-sectional timeseries, residual volatility-scaled, industry factor momentum, and their theoretical justifications.
- [Statistical Arbitrage Review](https://twitter.com/quantseeker/status/1868310715075104912) (2024-12-18): The article reviews research on statistical arbitrage in various financial markets like equities, fixed income, and commodities.
- [Human Intuition in ML](https://twitter.com/quantseeker/status/1805660714192822459) (2024-12-18): The article emphasizes the role of human intuition in the successful application of machine learning, outlining nine common scenarios.
- [Synergizing Mean Reversion with TrendFollowing](https://twitter.com/QuantiveAlpha/status/1867421381782384752) (2024-12-18): The article investigates the advantages of combining mean reversion and trend-following strategies in a portfolio, with a focus on risk management.
- [Fresh Research on Investing](https://twitter.com/quantseeker/status/1869099974707093946) (2024-12-18): The article provides a weekly summary of new research in the fields of investing and trading.
- [News Sentiment for Stock Returns Prediction](https://twitter.com/quantseeker/status/1868441925889733059) (2024-12-18): The blog post explores the impact of news sentiment on stock returns, presenting research findings, testing a sentiment-based signal, and providing insights for investors.
- [Large Language Models for Time Series](https://twitter.com/carlcarrie/status/1868364408587801048) (2024-12-18): The article explores the potential of using large language models as a basis for time series models.
- [Insider Trades and Stock Alphas](https://twitter.com/quantseeker/status/1869339882352480765) (2024-12-18): The paper examines a vast dataset of global insider trades, generating a collective signal for each stock using different insider trade indicators.
- [Curated Investing Research](https://twitter.com/quantseeker/status/1868310718732468533) (2024-12-18): The author offers a free weekly summary of the most recent investment research.
- [Entropy Perspectives](https://twitter.com/carlcarrie/status/1868130718871933247) (2024-12-18): The article discusses the concept of entropy and the various ways it has been defined over the years.
- [PostEarnings Drift in Political Presidencies](https://twitter.com/quantseeker/status/1867188603253555461) (2024-12-18): The study shows a notable difference in post-earnings announcement drift during Republican and Democratic presidencies, suggesting it's due to investors' biased expectations of tax cuts.
- [Research on Investing](https://twitter.com/quantseeker/status/1866498879278989389) (2024-12-12): The latest investment research explores topics like factor investing, FX hedging, alternative data, stock return predictability, and machine learning.
- [Global Equity Hedging](https://twitter.com/quantseeker/status/1866785228410261595) (2024-12-12): A recent study suggests that global equity investors can enhance their FX hedging strategies by incorporating currency predictors like carry value and momentum.
- [Position Sizing Trends](https://twitter.com/RichB118/status/1865165684164169938) (2024-12-12): The article explores various position sizing methods in trend-following, such as volatility targeting, volatility parity, and pyramiding.
- [Deep Learning Volatility Models](https://twitter.com/carlcarrie/status/1865503686652260543) (2024-12-12): A new study merges deep learning with rough volatility models in the field of finance.
- [Investment Archetypes in AI](https://twitter.com/carlcarrie/status/1866555403833847811) (2024-12-12): Investment firms a16z and Y Combinator are looking for investment opportunities in AI, FinTech, Digital Assets, and tech and vertical infrastructure.
- [Academic Research on Investing](https://twitter.com/quantseeker/status/1865842462620536980) (2024-12-12): The author shares the latest research and insights on investing through a weekly newsletter.
- [Review of Momentum Strategies](https://twitter.com/quantseeker/status/1865842460175614090) (2024-12-12): The article suggests a thorough review by Tobias Wiest on momentum strategies in investing.
- [Low-Volatility Effect in Stocks](https://twitter.com/quantseeker/status/1865117102396309625) (2024-12-12): The blog post investigates the low-volatility effect in stocks and how it can be combined with other strategies for better performance.
- [Blogging Success: Two Months](https://twitter.com/investingidiocy/status/1865089797896773819) (2024-12-12): Two Months: The author expresses joy for consistently writing blog posts for two months straight.
- [Short Interest Power](https://twitter.com/quantseeker/status/1862516950359822784) (2024-12-04): The article explores how short interest data can predict stock and market returns, offering valuable insights for investors.
- [Quant Newsletter Highlights](https://twitter.com/quantseeker/status/1863928159135003094) (2024-12-04): The newsletter summarizes last week's research on quant investing, discussing topics such as US dollar drivers, equities, hedge fund returns, and forecasting errors.
- [Commodity Prices vs. Exchange Rates](https://twitter.com/quantseeker/status/1863605337867125094) (2024-12-04): The article shows that commodity prices can forecast exchange rate returns for commodity-dependent currencies, particularly during times of high FX volatility.
- [Multimodal TimeSeries Study](https://twitter.com/carlcarrie/status/1864165834672796079) (2024-12-04): The study demonstrates that using plots can improve multimodal models' ability to interpret complex time-series data.
- [Stock Reversals in Final 30 Minutes](https://twitter.com/quantseeker/status/1864044168579866640) (2024-12-04): The article indicates that stocks that drop during the day often rebound in the final 30 minutes of trading due to increased retail dip buying and less selling pressure from short sellers.
- [Weekly Investing Research Summary](https://twitter.com/quantseeker/status/1862884237222740392) (2024-12-04): The article provides a weekly roundup of the latest insights from academic research, blogs, and podcasts on investing and trading.
- [Short-Term Reversal Revival](https://twitter.com/quantseeker/status/1862884234890743933) (2024-12-04): The article explores strategies to strengthen the short-term reversal effect in trading, including focusing on industry-relative returns and avoiding news.
- [Quantitative Momentum](https://twitter.com/Barong74026917/status/1861694997201862872) (2024-12-04): The article delves into the Quantitative Momentum Philosophy, a trading strategy developed by Wes Gray and Jack Vogel.
- [Top Algorithmic Trading](https://twitter.com/quantseeker/status/1863203414156468730) (2024-12-04): The article suggests a top resource for understanding and implementing Algorithmic Trading.
- [Flowmatching & Rectified Flow Models](https://twitter.com/carlcarrie/status/1862848206872223859) (2024-12-04): The article examines the use of flow-matching and rectified flow models in generative AI applications, drawing parallels with the flow of water in a river.
- [Newsletter Summary on Quant Investing Research](https://twitter.com/quantseeker/status/1861403475130658846) (2024-11-27): The new weekly newsletter discussing recent research on quantitative investing, including bonds, crypto, currencies, equities, and machine learning, is now out.
- [IQ and Investment Performance](https://twitter.com/quantseeker/status/1860758566245732425) (2024-11-27): A study using Finnish military draft cognitive tests indicates a correlation between high IQ scores and superior stock market trading performance in later life.
- [MoiraiMoE: Time Series Prediction with Sparse Mixture of Experts](https://twitter.com/carlcarrie/status/1859746449900306694) (2024-11-27): Time Series Prediction with Sparse Mixture of Experts: Article 3: MoiraiMoE employs a projection layer and a sparse mixture of experts in Transformers to predict and model various time series patterns, eliminating the need for human-defined heuristics.
- [Hidden Costs of Passive Investing](https://twitter.com/HanauerMatthias/status/1861390893753761894) (2024-11-27): The increase in passive investing may lead to index frontrunning, resulting in unseen expenses for investors.
- [Enhancing Momentum Strategies](https://twitter.com/quantseeker/status/1861165412303675482) (2024-11-27): Combining free cash flow yields with momentum signals can improve investment strategies, increasing Sharpe ratios and decreasing drawdowns.
- [Impact of ML Model Design on Strategy Returns](https://twitter.com/HanauerMatthias/status/1861035054820098366) (2024-11-27): A study of 1056 machine learning models reveals how design choices such as algorithm, target feature, and training affect strategy returns.
- [FReT Multistepahead Forecasts](https://twitter.com/carlcarrie/status/1860399112190935186) (2024-11-27): FReT uses recurrent topology to create sophisticated predictions of unseen timeseries data.
- [Interviews with Hedge Fund Managers](https://twitter.com/quantseeker/status/1860306722096595393) (2024-11-27): Opalesque is recognized for conducting in-depth interviews with hedge fund managers.
- [Opalesque Interviews Hedge Fund Managers](https://twitter.com/quantseeker/status/1860290179841269877) (2024-11-27): Opalesque is renowned for its top-notch interviews with hedge fund managers.
- [Bluesky.social](https://twitter.com/carlcarrie/status/1861623034852921439) (2024-11-27): The author shares their experience visiting the social platform, bluesky, and provides a link to the site.
- [Ridge regression notes](https://twitter.com/quantseeker/status/1771213059987509559) (2024-11-27): The author provides lecture notes on ridge regressions and lasso elastic net, with a link for more details.
- [GPTwrappers value](https://twitter.com/carlcarrie/status/1860139905902608594) (2024-11-27): The article explores the importance of GPT wrappers in supply chain management, especially for LLM-driven apps.
- [Algorithmic Trading Python](https://twitter.com/quantseeker/status/1859000089056080092) (2024-11-20): The article explores the application of the Python programming language in algorithmic trading.
- [Cryptocurrency Pairs Trading](https://twitter.com/quantseeker/status/1859226411711558018) (2024-11-20): This piece delves into the strategy of pairs trading within the cryptocurrency market.
- [Latest Research Recap](https://twitter.com/quantseeker/status/1858851269923737781) (2024-11-20): The article summarizes recent studies on topics such as asset allocation, cryptocurrency, and stock return predictability.
- [BlackLitterman Model Risk Factors](https://twitter.com/quantseeker/status/1858800317283881045) (2024-11-20): The article reviews a recent study that uses the Black-Litterman model to analyze risk factors.
- [Overnight Return Momentum Study](https://twitter.com/LarsKestner/status/1858507136919052393) (2024-11-20): The article investigates the correlation between previous overnight returns and the ratio of opening to closing volume on single name overnight returns.
- [LLM Agents with Memory and Reasoning](https://twitter.com/carlcarrie/status/1857228784899924098) (2024-11-20): The article discusses how causal methods are used to match tabular data with natural language by a causal agent.
- [Online Prediction and Segmentation Methods](https://twitter.com/sirbayes/status/1858457677048807667) (2024-11-20): The review paper explores techniques for online prediction and segmentation amidst nonstationarity, addressing both slow and abrupt changes.
- [LLM Effects on Physicians' Diagnostic Reasoning Study](https://twitter.com/carlcarrie/status/1858563295059288453) (2024-11-20): The study reveals that an LLM outperformed physician groups in diagnostic reasoning in a double-blind experiment.
- [The Mutability of HTML Notebooks](https://twitter.com/carlcarrie/status/1858480999656509894) (2024-11-20): The article explores the adaptability and impact of Reactive HTML Notebooks.
- [AgentOPS Model Validation Paper](https://twitter.com/carlcarrie/status/1858235468946526433) (2024-11-20): The article reviews the AgentOPS paper, emphasizing on model validation, observability, artifact tool tracking, and VectorDBs interfacing.
- [Open Source Analysis Tool](https://twitter.com/carlcarrie/status/1857897746021196131) (2024-11-20): The article investigates the use of open source tools for interactive and visual data analysis.
- [Research Recap: Fixed Income, Stock Returns, ML Models, Arbitrage, and More](https://twitter.com/quantseeker/status/1856302479182303348) (2024-11-13): Fixed Income, Stock Returns, ML Models, Arbitrage, and More: The article summarizes recent research on various financial topics including fixed-income investing, stock return predictability, economic constraints in machine learning models, and statistical arbitrage. It also mentions resources like blogs, repositories, and podcasts.
- [Competitive Advantages & Market Performance](https://twitter.com/quantseeker/status/1856278089061298482) (2024-11-13): Firms with significant competitive edges usually outperform those without, but not always the overall market.
- [Stocks Added to S&P 500](https://twitter.com/ConcretumR/status/1854590938980442617) (2024-11-13): The article investigates the performance of stocks when they are included in the S&P 500, a crucial measure of the U.S. economy's health.
- [Pairing Trendfollowing with Longshort Quality Strategies](https://twitter.com/quantseeker/status/1853446238315626516) (2024-11-06): The article suggests that blending trend-following with long-short quality strategies can enhance portfolio resilience against abrupt market fluctuations.
- [Latest Research Recap: Longrun Risk Premia and More](https://twitter.com/quantseeker/status/1853781110741762445) (2024-11-06): Longrun Risk Premia and More: The piece provides a summary of recent research on various topics including long-term risk premiums, corporate bonds, and commodity strategies.
- [Idiosyncratic Risk Factors in Forecasting Equity Returns](https://twitter.com/quantseeker/status/1851920700778414446) (2024-11-06): The article argues that individual risk factors, such as variance and left tail risks, are more crucial in predicting equity returns than systematic factors.
- [Handcollected Dataset of Corporate Bonds: Momentum Anomaly](https://twitter.com/quantseeker/status/1853355367880708097) (2024-11-06): Momentum Anomaly: The article discusses a unique dataset of corporate bonds from 1868 to 1914, highlighting momentum as the most potent and consistent anomaly.
- [Longrun Asset Class Returns Study](https://twitter.com/quantseeker/status/1853099597968605444) (2024-11-06): The article provides an in-depth study on the long-term returns of different asset classes.
- [Liquidity and Washtrading of Digital Assets](https://twitter.com/carlcarrie/status/1852549464075960557) (2024-11-06): The paper explores liquidity and the prevalence of wash trading in digital assets of varying sizes.
- [Peter Muller's Prop Trading Article](https://twitter.com/quantseeker/status/1776622232476758467) (2024-11-06): The article reviews Peter Muller's 2001 piece on proprietary trading and statistical arbitrage, with input from Campbell Harvey at Duke.
- [Commodity Momentum Strategies Correlation Filter](https://twitter.com/quantseeker/status/1851926074604519610) (2024-11-06): The article proposes that using a correlation filter in commodity momentum strategies can greatly improve Sharpe ratios.
- [Volatility Estimators](https://twitter.com/quantseeker/status/1849858522756022524) (2024-10-31): The blog post examines how various volatility estimators affect risk-adjusted returns for specific assets and strategies.
- [Tuesday Recap](https://twitter.com/quantseeker/status/1851271502919778734) (2024-10-31): The recent recap discusses topics like low-risk investing, equity predictability, trading strategies, and portfolio selection.
- [MOVE Index Predicts Stock Returns](https://twitter.com/quantseeker/status/1851215469610475938) (2024-10-31): Research indicates that the gap between the MOVE index and the VIX can effectively predict stock returns.
- [PCA Python Tutorial](https://twitter.com/quantseeker/status/1851379076734636180) (2024-10-31): The article explores the use of Principal Component Analysis (PCA) with Python programming.
- [Commodity Factors and Pairs Trading Recap](https://twitter.com/quantseeker/status/1848674418475565423) (2024-10-23): The article explores various financial topics such as commodity factors, pairs trading in option markets, industry momentum, volatility, and suggests relevant blogs, repos, and podcasts.
- [GenAI Synthetic Data Generation](https://twitter.com/carlcarrie/status/1848782756785905781) (2024-10-23): The article highlights the importance of Synthetic Data Generation in training new GenAI models and its various applications.
- [Beta in Trend-Following: Promise and Pitfalls](https://twitter.com/choffstein/status/1846886538954654100) (2024-10-23): Promise and Pitfalls: The article reviews a new paper by sbraun27 and Juliusz Jabłecki on the benefits and challenges of replication in trend-following beta.
- [Stock Return Prediction Signal Automation](https://twitter.com/carlcarrie/status/1848781004690850185) (2024-10-23): The article examines a paper on the use of OpenAI GPT4o for automating stock return prediction signals and its ability to adapt to market changes.
- [Machine Learning Introduction](https://twitter.com/quantseeker/status/1848418239900226051) (2024-10-23): The article offers a basic understanding of Machine Learning.
- [Factor Portfolios & Transaction Costs](https://twitter.com/JOrdonezJr/status/1847657577112293686) (2024-10-23): The article explores a new episode focusing on the endurance of factor portfolios in the face of transaction costs.
- [Useful Python Tips](https://twitter.com/quantseeker/status/1847595891974115779) (2024-10-23): The article offers helpful advice for Python coding.
- [Market Punishment for Diversifiers](https://twitter.com/TheStalwart/status/1847236879986430032) (2024-10-23): The article debates the potential losses from market diversification versus investing in individual stocks.
- [SigKAN Networks for Time Series](https://twitter.com/carlcarrie/status/1846710759985746160) (2024-10-23): The article presents SigKAN SignatureWeighted KolmogorovArnold Networks for Time Series, including Python GitHub and paper references.
- [KolmogorovArnold TimeSeries Notebook](https://twitter.com/carlcarrie/status/1846708812234756431) (2024-10-23): The article showcases a raw KolmogorovArnold TimeSeries notebook.
- [Recent Quant Investing Research](https://twitter.com/quantseeker/status/1846151589704130844) (2024-10-17): Recent studies in quantitative investing explore predicting bond returns, mutual fund trading patterns, statistical arbitrage, and factor allocation with regime-switching.
- [Inflation-Linked Products Review](https://twitter.com/quantseeker/status/1846554033642717594) (2024-10-17): Jarrow and Yildirim have reviewed literature on inflation-linked products, including bonds derivatives pricing models and empirical results.
- [Mutual Funds and Morningstar Ratings](https://twitter.com/quantseeker/status/1846247272084066548) (2024-10-17): A recent study indicates that about 9% of mutual funds manipulate Morningstar ratings annually to increase inflows and fees, resulting in lower long-term returns.
- [Uncover ETF Insights](https://twitter.com/InvestReSolve/status/1844830240285307055) (2024-10-17): Rod Gordillo and GestaltU discuss the changing ETF market and diversification factors on ReSolveRiffs with Bloomberg's Eric Balchunas.
- [Free Quant Research Recap](https://twitter.com/quantseeker/status/1845846698314342666) (2024-10-17): A free subscription is available for a weekly recap of the latest research on quantitative investing.
- [Fear Index Predicts Bond Returns](https://twitter.com/quantseeker/status/1845846694790885608) (2024-10-17): A recent study shows that a fear index based on the Thomson Reuters MarketPsych dataset accurately predicts Treasury bond returns.
- [Cryptocurrency Returns Trend Factor](https://twitter.com/quantseeker/status/1844691275171127669) (2024-10-17): The author provides a summary of the week's top research papers on quantitative investing, highlighting a study on cryptocurrency returns.
- [ManGroup Risk Parity Strategies](https://twitter.com/quantseeker/status/1846482880190431609) (2024-10-17): ManGroup has released a new article discussing risk parity strategies.
- [Jerry Parker Interviews](https://twitter.com/practicalquant/status/1845901541326127411) (2024-10-17): The article provides seven important takeaways from interviews with Jerry Parker.
- [Decreasing GPU Rental Costs](https://twitter.com/carlcarrie/status/1845454950899331262) (2024-10-17): The article explores the declining prices of GPU rentals and the factors causing it.
- [Exporting Your Brain to AI](https://twitter.com/carlcarrie/status/1845447430164136150) (2024-10-17): The article narrates the author's journey and method of transferring his consciousness into an AI.
- [Sense-Making Podcast](https://twitter.com/ptuomov/status/1844745950402674699) (2024-10-17): The article gives a positive review of a podcast, commending its logical and understandable content.
- [Recent Research on Quant Investing](https://twitter.com/quantseeker/status/1843610563022045228) (2024-10-09): New research in quantitative investing explores predicting option returns, sentiment and equity predictability, mutual fund strategies, and the application of large language models in trading.
- [Generative AI for Timeseries Prediction](https://twitter.com/carlcarrie/status/1842939846136070590) (2024-10-09): Generative AI solutions for time series prediction are available, with the smallest pre-trained model, Chronos T5 Tiny, trained on a vast amount of public and synthetic data.
- [Momentum Study to Reversal](https://twitter.com/paradoxinvestor/status/1842117250771300854) (2024-10-09): A momentum investing study indicates a shift to reversal after high past 1-month volatility, showing strong results in the US, China, Brazil, and India, but cautions about high turnover.
- [Trend Following in High Interest Rates](https://twitter.com/quantseeker/status/1843381373224288631) (2024-10-09): A white paper from Quantica suggests that trend following investments are more appealing during periods of high interest rates.
- [ARP Episode](https://twitter.com/quantseeker/status/1843258085974085837) (2024-10-09): The article delves into a significant episode on alternative risk premia by Choffstein.
- [ARP Episode](https://twitter.com/quantseeker/status/1843248163270144147) (2024-10-09): The piece focuses on an interesting episode on alternative risk premia by Choffstein.
- [Small Models Outperform](https://twitter.com/quantseeker/status/1841935434575970805) (2024-10-09): The article evaluates a new study proposing that smaller, domain-specific language models excel in trading, particularly for small-cap stocks.
- [Hurricane Milton Viz](https://twitter.com/carlcarrie/status/1843983086796882054) (2024-10-09): The article presents an interactive data visualization from NYT that simplifies intricate weather model results for Hurricane Milton.
- [Sadly Agree](https://twitter.com/carlcarrie/status/1842937081074475193) (2024-10-09): The article concurs with a melancholic sentiment, offering a link for additional context.
- [Bonds: Hedges vs Risks](https://twitter.com/quantseeker/status/1840033152355750253) (2024-10-03): Hedges vs Risks: Article 1: The article explores the debate on the safety versus risk of investing in bonds, referencing an essay by John Cochrane.
- [Predictable Accounting Anomalies](https://twitter.com/quantseeker/status/1841423121452056858) (2024-10-03): The article suggests that accounting anomalies can be forecasted a quarter prior to their official announcement.
- [Weird Quantum Phenomenon: Photons Exiting Before Entering](https://twitter.com/carlcarrie/status/1841211234797924745) (2024-10-03): Photons Exiting Before Entering: The article explores the unusual quantum physics occurrence where photons seem to leave a material prior to entering it.
- [Statistics Notes by Justin L. Ripley](https://twitter.com/quantseeker/status/1840050027114184965) (2024-10-03): The second article presents statistical notes and insights by Justin L. Ripley.
- [Statistical Arbitrage on Crude Futures](https://twitter.com/quantseeker/status/1838240233491513463) (2024-09-25): Research by Fanelli, Fontana, and Rotondi shows that using statistical arbitrage strategies on Brent WTI and Shanghai crude futures can yield profits even after accounting for costs.
- [Portable Alpha](https://twitter.com/quantseeker/status/1838606949853618468) (2024-09-25): Choffstein and his team have written an informative article on the concept and application of portable alpha.
- [Big Data Asset Pricing Course](https://twitter.com/quantseeker/status/1837075419826102535) (2024-09-25): Lasse Pedersen from Copenhagen Business School provides a detailed course on Big Data Asset Pricing, including useful lecture notes.
- [Volatility Targeting Review](https://twitter.com/quantseeker/status/1836749252569014589) (2024-09-25): Article: The article explores the principles and empirical data of volatility targeting strategies, particularly timing momentum strategies.
- [Trend ETF Construction](https://twitter.com/QuantiveAlpha/status/1838793220542861750) (2024-09-25): Article: The article presents an interview with Corey Hoffstein about the creation of trend replication ETFs, return stacking, and market insights.
- [UK Asset Pricing Factors](https://twitter.com/quantseeker/status/1838202983978279404) (2024-09-25): Article: The article reviews a new paper by Tharyan Gregory and Chen that develops asset pricing factors and test portfolios for the UK market from 1980-2024.
- [Wavelets and LLMs Fine-tuning](https://twitter.com/carlcarrie/status/1838015549516681447) (2024-09-25): Article: The article examines the application of wavelets and LLMs embeddings in the process of fine-tuning.
- [Quant Investing Research Recap](https://twitter.com/quantseeker/status/1836019617942192615) (2024-09-18): Recent studies in quantitative investing explore areas like cryptocurrency, equity return predictability, machine learning, and portfolio optimization.
- [Brand Recognition for Alpha](https://twitter.com/quantseeker/status/1835787342864372054) (2024-09-18): Firms with high brand recognition yield substantial alpha due to underestimation of their future earnings by investors and analysts.
- [Synthetic Data Generation](https://twitter.com/carlcarrie/status/1836014727819919578) (2024-09-18): DataCraft's article on HuggingFace focuses on the creation and handling of synthetic data sets.
- [AW Jones & Hedge Funds](https://twitter.com/quantseeker/status/1835263582474219785) (2024-09-18): A.W. Jones transformed the investment world in 1949 by initiating the first modern hedge fund, introducing long/short strategies and performance fees.
- [Factor Timing by Lehnherr et al.](https://twitter.com/quantseeker/status/1836335679514570858) (2024-09-18): Lehnherr et al.'s research demonstrates enhanced Sharpe ratios in factor timing after accounting for costs.
- [SciFi Short in MIT Tech Review](https://twitter.com/carlcarrie/status/1836013853189996724) (2024-09-18): A SciFi short in MIT Technology Review offers a glimpse into a future dominated by AI Overlords in 2149.
- [Macroeconomic Impact of AI](https://twitter.com/carlcarrie/status/1834958813264257256) (2024-09-18): A scholarly article explores the broad economic implications of AI.
- [Embracing Active Extension by Man Group](https://twitter.com/quantseeker/status/1834162795929100528) (2024-09-18): ManGroup's piece highlights the advantages of adopting active extension strategies beyond traditional long-only investing.
- [Cat Bonds](https://twitter.com/quantseeker/status/1831696824945553502) (2024-09-10): Catastrophe bonds offer returns similar to equity but with less volatility and little correlation with traditional financial assets.
- [Currency Momentum](https://twitter.com/quantseeker/status/1831686698176028678) (2024-09-10): Fan and his team found that currency basis momentum provides significant Sharpe ratios and a statistically significant alpha, even when related to carry and momentum factors.
- [Disappearing Index](https://twitter.com/quantseeker/status/1833225442150560180) (2024-09-10): Greenwood and Sammon explore the disappearing index effect phenomenon in their paper.
- [Quant Investing](https://twitter.com/quantseeker/status/1833120736434626613) (2024-09-10): Robeco forecasts ten possible future trends in quantitative investing.
- [Jump Models](https://twitter.com/carlcarrie/status/1832947569355321806) (2024-09-10): The article explores the use of regularised jump models to identify regimes and select features in intraday trading strategies.
- [Global Market Portfolio Study](https://twitter.com/paradoxinvestor/status/1831678206358757810) (2024-09-10): The Financial Times discusses a study on the global market portfolio, focusing on the changing equity percentages and investors' ability to withstand a 6-year drawdown.
- [Pandas Tricks](https://twitter.com/quantseeker/status/1832496725891731578) (2024-09-10): The article offers helpful tips for utilizing the pandas software library effectively.
- [New Value Measure](https://twitter.com/quantseeker/status/1832023924726476937) (2024-09-10): Bergen and his team suggest a new value measure that surpasses conventional ones, resulting in substantial alphas.
- [HighVolatility Alternatives](https://twitter.com/CliffordAsness/status/1831427287943880902) (2024-09-10): The author explores the advantages of high-volatility alternatives in his recent article.