---
title: Quant Letter No. 4: June 2023, Week 2
url: https://www.ml-quant.com/issues/2023-06-14/
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: 2023-06-14
---


# Quant Letter No. 4: June 2023, Week 2

Sent 2023-06-14. 105 items.

## arXiv

### Finance

- __[Open-Source Financial Language Model](https://arxiv.org/abs/2306.06031)__: FinGPT developed for finance sector language model (2023-06-09, shares: 458) · https://www.ml-quant.com/papers/arxiv/2306.06031/
- __[Contrastive Learning for Market Orders Representation](https://arxiv.org/abs/2306.05987)__: Triplet loss used to identify distinct market order behavior types (2023-06-09, shares: 7) · https://www.ml-quant.com/papers/arxiv/2306.05987/
- __[Risk-Manageable Portfolio Management with Reinforcement Learning and Barrier Functions](https://arxiv.org/abs/2306.07013)__: Reinforcement learning and barrier functions used in portfolio management framework (2023-06-12, shares: 5) · https://www.ml-quant.com/papers/arxiv/2306.07013/
- __[Spot Price Deviations in Electricity Markets](https://arxiv.org/abs/2306.07731)__: A 4-factor model is better at predicting electricity spot prices in non-crisis times, but not during crises. (2023-06-13, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.07731/
- __[Investment Strategies with Lazy Factor](https://arxiv.org/abs/2306.07928)__: A new investment strategy model has been developed and tested on a dataset. (2023-06-12, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.07928/
- __[Monte Carlo Simulation for Barndorff-Nielsen and Shephard](https://arxiv.org/abs/2306.05750)__: Two simulation methods have been developed to compute option prices numerically. (2023-06-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.05750/
- __[Attentive Survival Analysis in Limit Order Books](https://arxiv.org/abs/2306.05479)__: A deep learning method outperforms other approaches in estimating filltimes of limit orders. (2023-06-08, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.05479/
- __[Machine Portfolios](https://arxiv.org/abs/2306.05568)__: MACE algorithm optimizes portfolio weights for predictability and profitability in stock returns. (2023-06-08, shares: 7) · https://www.ml-quant.com/papers/arxiv/2306.05568/

### Economics

- __[Corporate Bond Auctions](https://arxiv.org/abs/2306.07134)__: Study examines how risk and budget limits affect bidding strategy in corporate bond auctions. (2023-06-12, shares: 4) · https://www.ml-quant.com/papers/arxiv/2306.07134/
- __[Truncation in Ranked-Choice Elections](https://arxiv.org/abs/2306.05966)__: Ranked-choice voting with a truncation level of at least three rarely affects the election winner. (2023-06-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.05966/
- __[Interbank Decisions for Financial Stability](https://arxiv.org/abs/2306.05860)__: Banks' refusal to roll over short-term interbank liabilities can compromise the efficiency of the interbank market and reduce the effectiveness of conventional monetary policies. (2023-06-09, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.05860/

### Miscellaneous

- __[Avoiding Spoofing](http://dx.doi.org/10.1145/3533271.3561767)__: Reinforcement learning agents in stock trading need to follow laws and regulations, experiments show how to shape their behavior. (2023-06-09, shares: 17) · https://www.ml-quant.com/papers/doi/10-1145-3533271-3561767/

### Crypto & Blockchain

- __[Sentiment and Cryptocurrency Prices: A Narrative Study](https://arxiv.org/abs/2306.05803?utm_source=dlvr.it&utm_medium=twitter)__: A Narrative Study: A study has been conducted to examine the correlation between narratives on Twitter and the value of cryptocurrency. The study used topic modelling and sentiment analysis to identify 4-5 cryptocurrency-related narratives and their impact on crypto prices. (2023-06-09, shares: 11) · https://www.ml-quant.com/papers/arxiv/2306.05803/

### Historical Trending

- __[Convex NMF for Portfolios](https://arxiv.org/abs/2204.02757)__: A risk factor budgeting portfolio allocation method using NMF outperforms classical methods for diversification in cryptocurrency and traditional asset portfolios. (2022-04-06, shares: 53) · https://www.ml-quant.com/papers/arxiv/2204.02757/
- __[Shareholder Preferences and Decisions](https://arxiv.org/abs/2103.12138)__: Shareholders who are closely-connected individuals support costly prosocial changes, while financial corporations oppose them, with distributional costs for pursuing shareholder values. (2021-03-22, shares: 28) · https://www.ml-quant.com/papers/arxiv/2103.12138/

## SSRN

### Quantitative

- __[Market Risk Hedging with Crowding Networks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4476724)__: Proposing a method for hedging portfolio risk using network analysis of fund holdings. (2023-06-12, shares: 68) · https://www.ml-quant.com/papers/ssrn/4476724/
- __[Korean Active Equity ETF Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4473392)__: Analyzing daily risk-adjusted excess performance of active Equity ETFs in Korean market. (2023-06-08, shares: 4) · https://www.ml-quant.com/papers/ssrn/4473392/
- __[NMF in Risk Budget Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4474100)__: Proposing a portfolio allocation method based on risk factor budgeting using convex Nonnegative Matrix Factorization. (2023-06-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/4474100/
- __[Emerging Market Debt Diversification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4475729)__: Examining diversification of bonds on Banja Luka Stock Exchange using Markowitz's portfolio selection. (2023-06-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4475729/
- __[Deep Factor Model for Crop Yield Forecasting and Insurance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4476951)__: A new deep factor model for crop yield forecasting and crop insurance ratemaking has been proposed, which utilizes a deep autoencoder and deep learning model to enhance the modeling of the production index and the reconstruction of crop yields. (2022-05-05, shares: 2) · https://www.ml-quant.com/papers/ssrn/4476951/

### Financial

- __[Sovereign Debt & Equity Returns in Disasters](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4474659)__: Firms with high exposure to sovereign debt have increased comovement with the market during disasters. (2020-04-10, shares: 842) · https://www.ml-quant.com/papers/ssrn/4474659/
- __[Optimal Asset Allocation with Hedging Demands](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4473419)__: Non-myopic agents benefit from hedging against shocks even with zero transaction costs. (2022-12-11, shares: 98) · https://www.ml-quant.com/papers/ssrn/4473419/
- __[Option Mispricing & Alpha Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4472551)__: A study shows significant mispricing in the options market related to risk-neutral moments and liquidity. (2022-07-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4472551/
- __[Equity Gamma Trades: Opportunities & Risks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4474815)__: Opportunities & Risks: A paper examines relative value and opportunities in gamma trades in equity options markets. (2023-03-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/4474815/
- __[Robust Log-normal Stochastic Volatility for Interest Rates](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4473790)__: Dispersion trade strategy improves risk return profile in equity options markets. (2023-01-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4473790/

## RePEc

### Finance

- __[Statistical Modeling of High-Frequency Trading Data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs13571-022-00280-7%3Bh%3Drepec%3Aspr%3Asankhb%3Av%3A85%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s13571-022-00280-7)__: The paper discusses how HFT strategies impact market dynamics and statistical modeling approaches for analyzing HFT data. (2023-06-14, shares: 41) · https://www.ml-quant.com/papers/repec/spr-sankhb-v-85-y-2023-i-1-d-10-1007-s13571-022-00280-7/
- __[Oil and Stock Market Volatility Forecasting](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.2923%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A42%3Ay%3A2023%3Ai%3A4%3Ap%3A872-904)__: A new measure of the OVRP called UOVRP is proposed, which predicts most international stock market volatility in-sample and outperforms other predictors. (2023-06-14, shares: 26) · https://www.ml-quant.com/papers/repec/wly-jforec-v-42-y-2023-i-4-p-872-904/
- __[Carry Trade and Equity Returns in BRICS](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fmpra.ub.uni-muenchen.de%2F117461%2F1%2FDraft_15402%2520final-pdf.pdf%3Bh%3Drepec%3Apra%3Amprapa%3A117461)__: The paper investigates the dynamic correlation and dependence structure between the US-dollar carry trade and equity markets in the BRICS economies during regular and crisis periods. (2023-06-14, shares: 22) · https://www.ml-quant.com/papers/repec/pra-mprapa-117461/
- __[Volatility Spillovers Among BRICS Stock Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F09726527231154100%3Bh%3Drepec%3Asae%3Aemffin%3Av%3A22%3Ay%3A2023%3Ai%3A2%3Ap%3A164-188)__: The study uses the MGARCH-BEKK model and DY volatility spillover index to examine volatility spillovers among BRICS countries' stock markets, finding Brazil is the highest net volatility transmitter and China is the highest net volatility receiver. (2023-06-14, shares: 22) · https://www.ml-quant.com/papers/repec/sae-emffin-v-22-y-2023-i-2-p-164-188/
- __[Optimal Trading with Stochastic Volatility](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-022-10272-4%3Bh%3Drepec%3Akap%3Acompec%3Av%3A62%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s10614-022-10272-4)__: Paper explores optimal trading strategies using Heston stochastic volatility framework and jump processes. (2023-06-14, shares: 21) · https://www.ml-quant.com/papers/repec/kap-compec-v-62-y-2023-i-1-d-10-1007-s10614-022-10272-4/
- __[Predicting Noble Metal Prices with Technical Analysis](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.wne.uw.edu.pl%2Fdownload_file%2F2837%2F0%3Bh%3Drepec%3Awar%3Awpaper%3A2023-13)__: Study finds that Technical Analysis indicators can predict noble metals price movements and outperform the market in two out of three cases. (2023-06-14, shares: 21) · https://www.ml-quant.com/papers/repec/war-wpaper-2023-13/
- __[Forex Market Volatility Transmission](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.scienpress.com%2FUpload%2FJAFB%252fVol%252013_3_3.pdf%3Bh%3Drepec%3Aspt%3Aapfiba%3Av%3A13%3Ay%3A2023%3Ai%3A3%3Af%3A13_3_3)__: Paper examines volatility transmission in forex market using high-frequency data for five exchange rates. (2023-06-14, shares: 19) · https://www.ml-quant.com/papers/repec/spt-apfiba-v-13-y-2023-i-3-f-13-3-3/
- __[Driving Bitcoin Volatility Factors](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.2930%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A42%3Ay%3A2023%3Ai%3A4%3Ap%3A970-988)__: Study investigates role of macroeconomic and technical indicators in forecasting Bitcoin volatility, finding shrinkage methods can extract predictive information from both types of indicators. (2023-06-14, shares: 18) · https://www.ml-quant.com/papers/repec/wly-jforec-v-42-y-2023-i-4-p-970-988/

### Statistical

- __[Bitcoin Trading with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.2922%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A42%3Ay%3A2023%3Ai%3A4%3Ap%3A852-871)__: Machine learning used to forecast and trade Bitcoin, with gradient boosting framework providing best performance and hybrid leverage strategy providing highest profits. (2023-06-14, shares: 31) · https://www.ml-quant.com/papers/repec/wly-jforec-v-42-y-2023-i-4-p-852-871/
- __[Bank Risk Projection with Sentiment Analysis](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1090944323000224%3Bh%3Drepec%3Aeee%3Areecon%3Av%3A77%3Ay%3A2023%3Ai%3A2%3Ap%3A226-238)__: Machine learning used to build new insolvency risk rating metric for Brazilian banks, with bank sentiment improving accuracy of prediction models. (2023-06-14, shares: 27) · https://www.ml-quant.com/papers/repec/eee-reecon-v-77-y-2023-i-2-p-226-238/
- __[Multi-Source Employment Statistics with Machine Learning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs40300-023-00242-7%3Bh%3Drepec%3Aspr%3Ametron%3Av%3A81%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s40300-023-00242-7)__: Machine learning used to predict individual employment status in Italy using survey data and administrative sources. (2023-06-14, shares: 23) · https://www.ml-quant.com/papers/repec/spr-metron-v-81-y-2023-i-1-d-10-1007-s40300-023-00242-7/
- __[Basel III and Bankruptcy Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.gate.cnrs.fr%2FRePEc%2F2023%2F2308.pdf%3Bh%3Drepec%3Agat%3Awpaper%3A2308)__: Machine learning models show capital is a stronger predictor of bank default than liquidity and Basel III requirements are too low. (2023-06-14, shares: 21) · https://www.ml-quant.com/papers/repec/gat-wpaper-2308/
- __[Quantum Continual Learning for Data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0378437123003345%3Bh%3Drepec%3Aeee%3Aphsmap%3Av%3A620%3Ay%3A2023%3Ai%3Ac%3As0378437123003345)__: Continual learning proposed as solution to catastrophic forgetting in quantum machine learning. (2023-06-14, shares: 20) · https://www.ml-quant.com/papers/repec/eee-phsmap-v-620-y-2023-i-c-s0378437123003345/
- __[Interpretable Learning in Credit Risk](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0275531923000661%3Bh%3Drepec%3Aeee%3Ariibaf%3Av%3A65%3Ay%3A2023%3Ai%3Ac%3As0275531923000661)__: Neural network with selective interpretability introduced for credit risk assessment, shallow model leads to better accuracy for specific data portions. (2023-06-14, shares: 19) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-65-y-2023-i-c-s0275531923000661/

### Machine Learning

- __[Large Datasets and Hybrid Models](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F16%2F6%2F298%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A16%3Ay%3A2023%3Ai%3A6%3Ap%3A298-%3Ad%3A1167483)__: Study explores using machine learning and sentiment analysis to forecast foreign exchange rates and commodity prices. (2023-06-14, shares: 31) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-16-y-2023-i-6-p-298-d-1167483/
- __[Machine Learning for European Stocks](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs43546-023-00487-4%3Bh%3Drepec%3Aspr%3Asnbeco%3Av%3A3%3Ay%3A2023%3Ai%3A7%3Ad%3A10.1007_s43546-023-00487-4)__: Machine learning used to examine predictability of equity returns in European stock market, finding linear methods perform better. (2023-06-14, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snbeco-v-3-y-2023-i-7-d-10-1007-s43546-023-00487-4/
- __[Equity Trading: Overview and Research](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.elgaronline.com%2Fview%2Fedcoll%2F9781800375321%2F9781800375321.00025.xml%3Bh%3Drepec%3Aelg%3Aeechap%3A20173_16)__: Overview and Research: Chapter provides overview of equity trading and discusses promising new areas for research, including machine learning for analysis of high-dimensional data. (2023-06-14, shares: 18) · https://www.ml-quant.com/papers/repec/elg-eechap-20173-16/
- __[Trend-Based Forecasting for Cryptocurrencies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0264999323001359%3Bh%3Drepec%3Aeee%3Aecmode%3Av%3A124%3Ay%3A2023%3Ai%3Ac%3As0264999323001359)__: Efficacy of trend-based technical indicators in predicting cryptocurrency market returns examined, finding machine learning can significantly improve performance. (2023-06-14, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecmode-v-124-y-2023-i-c-s0264999323001359/

### Deep Learning

- __[Quantitative Finance Research Bibliometrics](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fredfame.com%2Fjournal%2Findex.php%2Faef%2Farticle%2Fdownload%2F5949%2F6194%3Bh%3Drepec%3Arfa%3Aaefjnl%3Av%3A10%3Ay%3A2023%3Ai%3A2%3Ap%3A117)__: The article examines the current state of quantitative finance research through bibliometric analysis, highlighting important research and emerging topics like deep learning and quantitative trading. (2023-06-14, shares: 25) · https://www.ml-quant.com/papers/repec/rfa-aefjnl-v-10-y-2023-i-2-p-117/

### Historical Trending

- __[Trading with Deep Reinforcement Learning](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2306-5729%2F6%2F11%2F119%2Fpdf%3Bh%3Drepec%3Agam%3Ajdataj%3Av%3A6%3Ay%3A2021%3Ai%3A11%3Ap%3A119-%3Ad%3A680602)__: Deep reinforcement learning applied to trading on financial markets is discussed, including common structures, issues, and limitations of such approaches, as well as state representations critical for success and efficiency. (2021-07-13, shares: 23) · https://www.ml-quant.com/papers/repec/gam-jdataj-v-6-y-2021-i-11-p-119-d-680602/
- __[Real Exchange Rate Volatility and Aid for Trade Flows](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS1793993322500016%3Bh%3Drepec%3Awsi%3Ajicepx%3Av%3A13%3Ay%3A2022%3Ai%3A01%3An%3As1793993322500016)__: Aid for Trade flows have a negative influence on real exchange rate volatility in recipient countries, with a greater effect on non-LDCs than LDCs. (2022-10-26, shares: 20) · https://www.ml-quant.com/papers/repec/wsi-jicepx-v-13-y-2022-i-01-n-s1793993322500016/
- __[Explainable AI and Human Knowledge](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2306-5729%2F7%2F7%2F93%2Fpdf%3Bh%3Drepec%3Agam%3Ajdataj%3Av%3A7%3Ay%3A2022%3Ai%3A7%3Ap%3A93-%3Ad%3A857104)__: Explainability methods in machine learning models are discussed, with a focus on human-in-the-loop approaches to enhance and evaluate explanations. (2022-05-08, shares: 23) · https://www.ml-quant.com/papers/repec/gam-jdataj-v-7-y-2022-i-7-p-93-d-857104/
- __[Turkey's Export and Exchange Rate Volatility](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1303070122000117%3Bh%3Drepec%3Atcb%3Acebare%3Av%3A22%3Ay%3A2022%3Ai%3A2%3Ap%3A77-89)__: Exchange rate volatility affects Turkey's exports to major partners, with impacts varying by country and commodity, and affecting exports in opposite directions in the short and long run. (2022-01-01, shares: 27) · https://www.ml-quant.com/papers/repec/tcb-cebare-v-22-y-2022-i-2-p-77-89/
- __[Investor Sentiment and Bank Credit](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F2072%2F534915%3Bh%3Drepec%3Aurv%3Awpaper%3A2072%2F534915)__: Investor sentiment affects bank lending and financial stability, especially for banks with higher credit risk. (2021-03-09, shares: 11) · https://www.ml-quant.com/papers/repec/urv-wpaper-2072-534915/
- __[Cryptocurrencies and Google Trends](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F2072%2F534919%3Bh%3Drepec%3Aurv%3Awpaper%3A2072%2F534919)__: Cryptocurrencies are linked to specific Google Trends attention measures, but not a general uncertainty index. (2021-09-01, shares: 5) · https://www.ml-quant.com/papers/repec/urv-wpaper-2072-534919/

## Papers with code

### Trending

- __[Source Code Embeddings Study](https://github.com/boyter/cs)__: GitHub survey explores use of word embedding techniques on programs and source code. (2023-06-08, shares: 244)
- __[MultiModal Instruction Tuning](https://github.com/luodian/otter)__: GitHub releases dataset, benchmarks, and model for instruction-response collection. (2023-06-13, shares: 1495)
- __[Facebook Music Generation](https://github.com/facebookresearch/audiocraft)__: Code on GitHub generates music based on conditions. (2023-06-11, shares: 1826)
- __[RealTime Speech Enhancement](https://github.com/rikorose/deepfilternet)__: GitHub code improves speech enhancement using multiframe algorithms. (2023-06-08, shares: 1017)

### Rising

- __[SparseQuantized LLM Weight Compression](https://github.com/vahe1994/spqr)__: Language models have improved greatly. (2023-06-08, shares: 139)
- __[Git Extension for ML Model Development](https://github.com/r-three/git-theta)__: Centralized teams rarely update machine learning models. (2023-06-11, shares: 114)
- __[Evaluating NLU Models Out-of-Distribution](https://github.com/yanglinyi/glue-x)__: Pretrained models improve language understanding. (2023-06-13, shares: 100)
- __[Efficient Instruction Optimization for BlackBox LLMs](https://github.com/lichang-chen/instructzero)__: Large language models can be difficult to teach. (2023-06-09, shares: 80)

## GitHub

### Finance

- __[ArbFreeIV-VAE Repository](https://github.com/BrianNingUT/ArbFreeIV-VAE)__: Code repository for implied volatility surface generation. (2022-01-20, shares: 11)
- __[Unstructured Data Curation Tool](https://github.com/Renumics/spotlight)__: Curation tool for unstructured data to connect to AI. (2023-01-29, shares: 170)
- __[CNNs for Stock Prediction](https://github.com/philipxjm/Deep-Convolution-Stock-Technical-Analysis)__: CNNs used for stock market prediction. (2016-03-24, shares: 533)
- __[Audiocraft: Audio Deep Learning](https://github.com/facebookresearch/audiocraft)__: Audio Deep Learning: Audiocraft library for audio processing with deep learning. (2023-06-08, shares: 4296)
- __[Python Library for Arize AI](https://github.com/Arize-ai/client_python)__: Python library to send data to Arize AI. (2020-03-05, shares: 35)

### Trending

- __[PyMC Education Resources: Pymc-Resources -> Pymc-Resources](https://github.com/pymc-devs/pymc-resources)__: Pymc-Resources -> Pymc-Resources: PyMC provides educational resources. (2017-11-13, shares: 1751)
- __[Custom Chatbots Console: OpenChat -> OpenChat](https://github.com/openchatai/OpenChat)__: OpenChat -> OpenChat: LLMs has a custom-chatbots console. (2023-05-30, shares: 2873)
- __[Tree of Thoughts Implementation: Tree-of-Thought-LLM -> Tree-of-Thought-LLM](https://github.com/princeton-nlp/tree-of-thought-llm)__: Tree-of-Thought-LLM -> Tree-of-Thought-LLM: The Tree of Thoughts problem solving method now has an official implementation. (2023-05-17, shares: 1885)
- __[Scalable Micro-Services: Eventual -> Eventual](https://github.com/functionless/eventual)__: Eventual -> Eventual: Learn how to build micro-services using APIs, messaging, and workflows. (2022-11-05, shares: 119)

## News

### Quantitative

- __[Algorithmic Trading Jobs at Investment Banks](https://www.efinancialcareers.com/news/2023/06/algorithmic-trading-jobs-in-banking)__: Does bigger electronic trading teams mean better results? (2023-06-08, shares: 7)
- __[Hedge Fund Quant Grads Earn More in China](https://www.efinancialcareers.com/news/2023/06/singapore-china-hong-kong-quant-graduate-jobs)__: Surprising winner in Asian quant competition. (2023-06-13, shares: 3)
- __[SEC Charges Advisor in Short Selling Scam](https://www.barrons.com/advisor/articles/sec-charges-advisor-short-selling-1f635ef0)__: Hal Mintz and Sabby Management accused of not finding borrowers for short sales. (2023-06-13, shares: 2)

### Miscellaneous

- __[Profitable Stocks with Generative AI](https://news.google.com/rss/articles/CBMigAJodHRwczovL3NlZWtpbmdhbHBoYS5jb20vbmV3cy8zOTc5MDU2LWdlbmVyYXRpdmUtYWktY291bGQtYm9vc3QtcHJvZml0YWJpbGl0eS1mb3ItdGhlc2Utc2xlZXBlci1zdG9jay1waWNrcz9zb3VyY2U9Y29udGVudF90eXBlJTNBcmVhY3QlN0NzZWN0aW9uJTNBc3VtbWFyeSU3Q3NlY3Rpb25fYXNzZXQlM0FhbGxfbmV3cyU3Q2ZpcnN0X2xldmVsX3VybCUzQXN5bWJvbCU3Q2J1dHRvbiUzQVRpdGxlJTdDbG9ja19zdGF0dXMlM0FObyU3Q2xpbmUlM0Ex0gEA?oc=5)__: Seeking Alpha suggests generative AI can boost sleeper stock picks' profitability. (2023-06-10, shares: 2)
- __[Data Revolution by Nate Silver](https://news.google.com/rss/articles/CBMiU2h0dHBzOi8vd3d3Lm5ld3lvcmtlci5jb20vbmV3cy9vdXItY29sdW1uaXN0cy93aGF0LXdhcy1uYXRlLXNpbHZlcnMtZGF0YS1yZXZvbHV0aW9u0gEA?oc=5)__: The New Yorker explores Nate Silver's data revolution. (2023-06-13, shares: 2)
- __[George Soros' 25B Foundation to Son](https://www.barrons.com/articles/george-soros-son-alexander-foundation-8c3ab3dc)__: Alex Soros plans to expand his father's liberal goals, focusing on voting and rights. (2023-06-12, shares: 0)

## Podcasts

### Quantitative

- __[The Technical Analysis Evolution](https://pdcn.co/e/www.buzzsprout.com/2034153/13023734-from-father-to-son-the-evolution-of-technical-analysis-with-terrence-brogan.mp3)__: Terrence Brogan talks about his family's legacy in finance and his own approach to money flow analysis. (2023-06-12, shares: 13)
- __[Insights on Investment](https://pdcn.co/e/www.buzzsprout.com/2034153/13023725-investment-insights-small-cap-dynamics-quality-factors-and-fund-options-with-chris-brightman.mp3)__: Chris Brightman shares insights on smart investing and smart beta strategies. (2023-06-12, shares: 13)
- __[Machine Learning and Hedging](https://www.buzzsprout.com/1877496/13025648-black-scholes-and-beyond-exploring-machine-learning-and-hedging-strategies.mp3)__: Dr Jörg Kienitz talks about the role of Open Source Software in his recent paper and the importance of C in the QuantSpeak podcast. (2023-06-12, shares: 6)
- __[Euro Equities Forecast](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/9ea15471-0889-47cb-88fd-2522d1a5cf60.mp3?rss_browser=BAhJIgtTYWZhcmkGOgZFVA%3D%3D--e8daa48e4e049c2293a0ad1663b4a762c475e386)__: Graham Secker discusses the outlook for European equities in the second half of the year. (2023-06-13, shares: 6)
- __[Euro Equities: Pain and Gain](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/9ea15471-0889-47cb-88fd-2522d1a5cf60.mp3?rss_browser=BAhJIgtDaHJvbWUGOgZFVA%3D%3D--d05363d83ce333c74f32188013892b2863ad051c)__: Pain and Gain: European equities may continue to underperform due to a loss of momentum in the European economy and a rally in growth stocks globally. (2023-06-13, shares: 6)

### Related

- __[Unintended Bets Everywhere](https://flirtingwithmodels.libsyn.com/michele-aghassi-unintended-bets-everywhere-s6e7)__: AQR Capital Management's Michele Aghassi talks about unintended bets in portfolio construction. (2023-06-12, shares: 5)
- __[Historically Concentrated Market](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/90dddb7c-a351-4f52-b904-2b2d6dcf0013.mp3?rss_browser=BAhJIgtDaHJvbWUGOgZFVA%3D%3D--d05363d83ce333c74f32188013892b2863ad051c)__: Morgan Stanley's Mike Wilson discusses the end of the bear market rally and the concentrated markets. (2023-06-12, shares: 4)
- __[Impact of Mega Cap Divergence](https://chrt.fm/track/E5A66E/pdst.fm/e/rss.art19.com/episodes/90dddb7c-a351-4f52-b904-2b2d6dcf0013.mp3?rss_browser=BAhJIglFZGdlBjoGRVQ%3D--4bda49189709ff5bf5f2839774d878c8bff25936)__: Fourteen Research's Warren Pies shares insights on market data analysis, including inflationary pressures and mega cap divergence. (2023-06-12, shares: 4)
- __[Investor Complacency and Fed's Dilemma](https://pdcn.co/e/www.buzzsprout.com/2034153/13009558-uncovering-the-impact-of-mega-cap-divergence-on-market-dynamics-with-warren-pies.mp3)__: Andromeda Capital Management's Alberto Gallo talks about creating an edge in investing and finding value in European markets. (2023-06-09, shares: 4)
- __[Insights from Andromeda Capital Management's CIO](https://macrohive.libsyn.com/alberto-gallo-on-investor-complacency-crisis-risks-and-feds-dilemma)__: The podcast series offers valuable insights on macroeconomics and markets with fresh perspectives. (2023-06-09, shares: 4)

## Blogs

### Quantitative

- __[Developing Trading Strategies Challenges](https://hudsonthames.org/challenges-in-developing-trading-strategies-in-quantitative-finance/)__: Trading strategies in quantitative finance require balancing models, market dynamics, and data. (2023-06-08, shares: 10)
- __[Solving the Coldstart Problem](https://hudsonthames.org/breaking-down-the-cold-start-problem-in-quantitative-finance/)__: Newcomers to quantitative finance face the cold-start problem in strategy development. (2023-06-13, shares: 9)
- __[MLFinlab: Machine Learning Power](https://hudsonthames.org/announcing-mlfinlab-v2-0-0-powering-machine-learning-in-quantitative-finance/)__: Machine Learning Power: Article 3: MLFinlab v2.0.0 has been launched with improvements to enhance functionality and usability. (2023-06-09, shares: 7)

### Related

- __[Siegel Language](https://www.twosigma.com/articles/hype-vs-reality-david-siegel-on-large-language-models/)__: Two Sigma Co-Chair discusses AI innovations. (2023-06-13, shares: 0)
- __[Bogle Bond](https://portfoliooptimizer.io/blog/the-bogle-model-for-bonds-predicting-the-returns-of-constant-maturity-government-bond-etfs/)__: John Bogle's article models long-term US government bond returns. (2023-06-08, shares: 4)
- __[Amundi Forum](https://research-center.amundi.com/amundi-world-investment-forum)__: Amundi Research Center hosts World Investment Forum. (2023-06-13, shares: 2)
- __[Cryptonite '23](https://stockviz.substack.com/p/cryptonite-may-2023)__: New era of cryptography emerging in crypto world. (2023-06-11, shares: 0)

## Videos

### Quantitative

- __[Math and Quant Finance](https://www.youtube.com/watch?v=EoOxyeqDmM0)__: Math students lack knowledge of quantitative finance due to job market and conflicts. (2023-06-11, shares: 32)

## X / Twitter

### Quantitative

- __[Loss Aversion and Implied Volatility](https://twitter.com/macro_srsv/status/1668147498051829760ttp)__: Loss aversion can explain implied volatility patterns. (2023-06-12, shares: 6)
- __[FX Carry and Option Skewness](https://twitter.com/quantseeker/status/1667993525344976897ttp)__: Combining carry and skewness signals improves portfolio performance. (2023-06-11, shares: 3)
- __[Revisiting Skewness Risk Premiums](https://twitter.com/quantseeker/status/1668713462170517504ttp)__: Sorting stocks by coskewness yields a risk premium. (2023-06-13, shares: 3)
- __[Stock Volatility Surfaces with Variational Encoding](https://twitter.com/carlcarrie/status/1667888782798979074ttp)__: Variational Encoding used to create stock volatility surfaces. (2023-06-11, shares: 2)
- __[High Frequency Trading Dissertation](https://twitter.com/carlcarrie/status/1668417158597033985ttp)__: Dissertation on high frequency trading and market microstructure. (2023-06-13, shares: 2)

## Reddit

### Quantitative

- __[Advice for Interns](https://www.reddit.com/r/quantfinance/comments/143x5jo/advice_for_incoming_intern/)__:  (2023-06-08, shares: 6)
- __[Volatility vs Delta](https://www.reddit.com/r/quant/comments/147j98r/is_a_volatility_forecast_essentially_a_delta/)__:  (2023-06-12, shares: 7)
- __[Dimension Reduction Resources](https://www.reddit.com/r/quant/comments/145wr0b/dimension_reduction_pca_regularization_lda/)__:  (2023-06-10, shares: 11)
- __[Market-Neutral Pair Returns](https://www.reddit.com/r/quantfinance/comments/1462zmp/compound_cumulative_return_of_marketneutral/)__:  (2023-06-10, shares: 0)

### Rising

- __[Round Number Bias](https://www.reddit.com/r/quant/comments/145osn9/measuring_round_number_bias_using_diophantine/)__:  (2023-06-10, shares: 20)
- __[Algo Trading Lessons](https://www.reddit.com/r/algotrading/comments/146nvvu/what_algo_trading_lesson_have_you_learned_the/)__:  (2023-06-11, shares: 67)
- __[XTX Markets' GPU Trading](https://www.reddit.com/r/quant/comments/145jeik/what_is_xtx_markets_doing_with_all_their_gpus/)__:  (2023-06-09, shares: 43)
- __[Advice for London CS Quant Researcher](https://www.reddit.com/r/quant/comments/146oxij/quant_researcher_in_london_from_a_cs_background/)__:  (2023-06-11, shares: 40)
- __[Fermi Strategies for Milan Shop Visitors](https://www.reddit.com/r/quant/comments/1458c26/fermi_strategies/)__:  (2023-06-09, shares: 19)