---
title: Quant Letter No. 6: July 2023, Week 1
url: https://www.ml-quant.com/issues/2023-07-05/
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: 2023-07-05
---


# Quant Letter No. 6: July 2023, Week 1

Sent 2023-07-05. 107 items.

## arXiv

### Finance

- __[Challenges of Calibrating ABMs](https://arxiv.org/abs/2307.01085)__: Discusses challenges and solutions in constructing agent-based models for complex systems. (2023-07-03, shares: 4) · https://www.ml-quant.com/papers/arxiv/2307.01085/
- __[Triangle Fees for AMMs](https://arxiv.org/abs/2306.17316)__: Triangle fees decrease with trade size, improving accuracy and revenue for AMMs. (2023-06-29, shares: 4) · https://www.ml-quant.com/papers/arxiv/2306.17316/
- __[Alternative Discount Models Framework](https://arxiv.org/abs/2306.16871)__: A new framework is proposed as an alternative to the Heath-Jarrow-Morton model for discount models. (2023-06-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.16871/
- __[Data-driven Robust Mean-Variance Optimization](https://arxiv.org/abs/2306.16681)__: Robust mean-variance optimization in portfolio selection shows promising results in the US stock market using a Wasserstein ball. (2023-06-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.16681/

### Crypto & Blockchain

- __[Liquidity Concentration on DEX](https://arxiv.org/abs/2306.17742?utm_source=dlvr.it&utm_medium=twitter)__: Decentralized exchanges can improve liquidity and reduce slippage for small trades through repositioning. (2023-06-30, shares: 5) · https://www.ml-quant.com/papers/arxiv/2306.17742/
- __[Temporal Patterns in Crypto Market](https://arxiv.org/abs/2306.17095?utm_source=dlvr.it&utm_medium=twitter)__: External factors like macroeconomic reports and stock indices impact the activity patterns of cryptocurrencies like bitcoin and ether. (2023-06-29, shares: 3) · https://www.ml-quant.com/papers/arxiv/2306.17095/

### Economics

- __[Price Rigidity and Retail Formats](https://arxiv.org/abs/2306.17309)__: Different store formats have varying price rigidity, affecting the interpretation of price cuts and sale prices. (2023-06-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.17309/
- __[Barriers to Learning in Game Theory](https://arxiv.org/abs/2306.16904)__: Agents' accuracy in decision-making can cause instability in certain games, and the stability of best-response dynamics depends on the learning barrier. (2023-06-29, shares: 2) · https://www.ml-quant.com/papers/arxiv/2306.16904/

### Historical Trending

- __[ChatGPT's Stock Forecasting](http://dx.doi.org/10.2139/ssrn.4412788)__: ChatGPT predicts stock market returns using sentiment analysis, outperforming traditional methods. (2023-04-15, shares: 82) · https://www.ml-quant.com/papers/ssrn/4412788/
- __[Calibrating PELVE Models](https://arxiv.org/abs/2204.08882)__: PELVE converts VaR to ES and provides insights on distribution models for insurance. (2022-04-19, shares: 25) · https://www.ml-quant.com/papers/arxiv/2204.08882/
- __[Neural Networks Detect Arbitrage Strategies](https://arxiv.org/abs/2306.16422)__: Neural networks can identify model-free static arbitrage opportunities in financial markets with many traded securities, offering tractability and effectiveness. (2023-06-19, shares: 7) · https://www.ml-quant.com/papers/arxiv/2306.16422/
- __[Growth Dynamics and Supply Chain Correlation](https://arxiv.org/abs/2302.09906)__: Firm growth rates are correlated through a common factor, but supply chain-linked firms have a stronger correlation, allowing for reconstruction of the supply chain network using Gaussian Markov Models. (2023-02-20, shares: 16) · https://www.ml-quant.com/papers/arxiv/2302.09906/
- __[Efficiency for Equity Autocallables](https://arxiv.org/abs/2305.06215)__: The Orthogonal Chebyshev Sliding Technique reduces computational costs for calculating ES values in FRTB-IMA for equity autocallable portfolios, improving efficiency. (2023-05-10, shares: 8) · https://www.ml-quant.com/papers/arxiv/2305.06215/
- __[Bounded Regret Recommendation Learning](https://arxiv.org/abs/2301.12571)__: Bounded regret can be achieved in recommender systems modeled as linear contextual bandits, even without exact knowledge of the linear model, using Synthetic Control Methods. (2023-01-29, shares: 7) · https://www.ml-quant.com/papers/arxiv/2301.12571/

## SSRN

### Quantitative

- __[ML-based Hedge Fund Performance Classification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4498649)__: Machine learning used to analyze hedge fund strategies and performance, emphasizing accurate fund classification. (2023-07-03, shares: 5) · https://www.ml-quant.com/papers/ssrn/4498649/
- __[Sales Order Backlog and FX Hedge](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4496940)__: Companies with high sales backlogs use fewer FX derivatives for hedging, suggesting positive future sales and profitability. (2023-06-30, shares: 4) · https://www.ml-quant.com/papers/ssrn/4496940/
- __[Intraday Implied Volatility for Equities](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494957)__: Implied volatility measures derived for individual equity options at 1-minute intervals, confirming negative link between stock returns and volatility. (2023-06-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/4494957/
- __[Portfolio Entropy for Asset Allocation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4495117)__: Portfolio Entropy outperforms benchmark portfolios in long-term asset allocation using ETFs, based on maximum entropy principle. (2023-06-29, shares: 6) · https://www.ml-quant.com/papers/ssrn/4495117/
- __[Leverage Covering Strategy for Equity Momentum](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4495435)__: Constant Leverage strategy improves performance of momentum portfolios by addressing biases, transaction costs, and compensation mechanisms. (2023-06-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/4495435/
- __[Stablecoin Arbitrage](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494679)__: Stablecoin issuers face risk due to illiquid assets and fixed redemption values, worsened by efficient arbitrage. (2023-04-05, shares: 240) · https://www.ml-quant.com/papers/ssrn/4494679/
- __[Predictive Performance in Credit Scoring](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4492913)__: XPER method breaks down machine learning model performance to identify impactful features. (2022-11-22, shares: 371) · https://www.ml-quant.com/papers/ssrn/4492913/
- __[Customer-Supplier Relationships and Diversification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4493332)__: Supplier diversification is linked to major corporate customers, influenced by agency risk, monitoring, and demand. (2022-10-17, shares: 14) · https://www.ml-quant.com/papers/ssrn/4493332/
- __[Decentralized Governance in Data Economy](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4499024)__: Blockchain-based decentralized governance with a token leads to greater user surplus than centralized governance. (2022-10-19, shares: 141) · https://www.ml-quant.com/papers/ssrn/4499024/

### Financial

- __[Efficiency Tests in Crypto Options](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4495548)__: Bitcoin and ether derivatives markets are becoming more efficient, especially for longer-dated options. (2023-06-29, shares: 4) · https://www.ml-quant.com/papers/ssrn/4495548/
- __[Informed Order Flow and Arbitrage Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494763)__: A new model analyzes the impact of informed order flows on price impacts and generates fire sales. (2023-06-29, shares: 14) · https://www.ml-quant.com/papers/ssrn/4494763/
- __[Portfolio Trading and Bond Market Liquidity](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4495516)__: Portfolio trading benefits bond market liquidity, but may be costly during market downturns. (2023-06-29, shares: 5) · https://www.ml-quant.com/papers/ssrn/4495516/
- __[Intraday Stock Predictability with Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4496917)__: Machine learning techniques show consistent predictability in intraday stock returns, with nonlinear models performing better than linear models. (2023-06-30, shares: 4) · https://www.ml-quant.com/papers/ssrn/4496917/
- __[Impact of Tick Size Change on Short Selling](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494988)__: A tick size change in Korea increased short selling for certain stocks, but had no significant effect on others. (2023-06-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/4494988/
- __[Machine Learning for Portfolio Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4493441)__: CPO is a machine learning method that beats traditional optimization in adapting to market conditions. (2023-04-11, shares: 1678) · https://www.ml-quant.com/papers/ssrn/4493441/
- __[Time-Series Predictability in Portfolio Management](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4492826)__: Factor investing benefits from timeseries predictability, with managed market portfolios generating strong alphas. (2022-03-12, shares: 513) · https://www.ml-quant.com/papers/ssrn/4492826/
- __[Inventory Hedging in Corporate Bonds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4499432)__: Corporate bond portfolio trading is boosted by inventory hedging, benefiting liquidity and transaction costs. (2022-04-14, shares: 161) · https://www.ml-quant.com/papers/ssrn/4499432/
- __[Increased Portfolio Transparency and Mutual Funds](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4499487)__: Portfolio transparency enhances investment efficiency but doesn't reduce manipulation by mutual funds. (2022-04-27, shares: 119) · https://www.ml-quant.com/papers/ssrn/4499487/
- __[Insurance Companies and Liquidity Shocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494559)__: Insurance companies contribute to economic downturns by spreading liquidity shocks, leading to low GDP and high unemployment. (2020-08-26, shares: 239) · https://www.ml-quant.com/papers/ssrn/4494559/

## RePEc

### Finance

- __[Volatility Index Futures: A Cointegration Approach](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-023-01153-4%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A61%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s11156-023-01153-4)__: A Cointegration Approach: Examines relationship between stock and VIX futures, proposes hedging strategy. (2023-07-05, shares: 38) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01153-4/
- __[Technical Analysis: Improving Entry and Exit Timing](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219091523500133%3Bh%3Drepec%3Awsi%3Arpbfmp%3Av%3A26%3Ay%3A2023%3Ai%3A02%3An%3As0219091523500133)__: Improving Entry and Exit Timing: Technical analysis and sentiment measures can outperform buy and hold strategy. (2023-07-05, shares: 31) · https://www.ml-quant.com/papers/repec/wsi-rpbfmp-v-26-y-2023-i-02-n-s0219091523500133/
- __[Algorithmic Trading Strategies for Cryptocurrencies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-023-01139-2%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A61%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s11156-023-01139-2)__: Machine learning algorithms developed for intraday trading of cryptocurrencies. (2023-07-05, shares: 26) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01139-2/
- __[Asymmetric Volatility of European Stock Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.utgjiu.ro%2Frevista%2Fec%2Fpdf%2F2023-01%2F15_Spulbar.pdf%3Bh%3Drepec%3Acbu%3Ajrnlec%3Ay%3A2023%3Av%3A1%3Ap%3A134-146)__: Investigates volatility changes in stock markets during and after COVID-19 pandemic. (2023-07-05, shares: 22) · https://www.ml-quant.com/papers/repec/cbu-jrnlec-y-2023-v-1-p-134-146/
- __[Volatility's Influence on Stock Trend-Following Profits](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F00036846.2022.2118222%3Bh%3Drepec%3Ataf%3Aapplec%3Av%3A55%3Ay%3A2023%3Ai%3A32%3Ap%3A3788-3805)__: Stock volatility affects trend-following profits, signal volatility is important. (2023-07-05, shares: 18) · https://www.ml-quant.com/papers/repec/taf-applec-v-55-y-2023-i-32-p-3788-3805/

### Statistical

- __[Machine Learning for Bank Insolvency](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 improve insolvency risk rating for banks in Brazil. (2023-07-05, shares: 27) · https://www.ml-quant.com/papers/repec/eee-reecon-v-77-y-2023-i-2-p-226-238/
- __[Basel III Requirements and Bankruptcy Models](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 identifies main factors contributing to bank default in the US. (2023-07-05, shares: 21) · https://www.ml-quant.com/papers/repec/gat-wpaper-2308/
- __[Quantum Continual Learning for Quantum 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 explored in quantum machine learning to prevent catastrophic forgetting. (2023-07-05, shares: 20) · https://www.ml-quant.com/papers/repec/eee-phsmap-v-620-y-2023-i-c-s0378437123003345/
- __[Interpretable Selective 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 option improves interpretability in credit risk assessment. (2023-07-05, shares: 19) · https://www.ml-quant.com/papers/repec/eee-riibaf-v-65-y-2023-i-c-s0275531923000661/

### Machine Learning

- __[Large Datasets and Price Prediction for Commodity and Forex Rates](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 tests sentiment analysis and machine learning to predict exchange rates and commodity prices. (2023-07-05, shares: 31) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-16-y-2023-i-6-p-298-d-1167483/
- __[Risk Assessment in Post-Pandemic Household Cryptocurrency Investments](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1057%2Fs41260-022-00302-z%3Bh%3Drepec%3Apal%3Aassmgt%3Av%3A24%3Ay%3A2023%3Ai%3A4%3Ad%3A10.1057_s41260-022-00302-z)__: Research finds top machine learning algorithm for assessing risk in post-pandemic cryptocurrency investments. (2023-07-05, shares: 27) · https://www.ml-quant.com/papers/repec/pal-assmgt-v-24-y-2023-i-4-d-10-1057-s41260-022-00302-z/
- __[European Stock Returns Predictability with Machine Learning](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 has limited ability to predict European stock market returns. (2023-07-05, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snbeco-v-3-y-2023-i-7-d-10-1007-s43546-023-00487-4/

### Deep Learning

- __[Quantitative Finance Research Bibliometric Analysis](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 current research in quantitative finance and highlights important areas and new topics. (2023-07-05, shares: 25) · https://www.ml-quant.com/papers/repec/rfa-aefjnl-v-10-y-2023-i-2-p-117/
- __[GMDH Neural Network Predicts US REIT Market Returns](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-023-00486-2%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A9%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1186_s40854-023-00486-2)__: The study compares the accuracy of GMDH neural network with traditional methods in predicting the US REIT market, finding GMDH to be highly accurate. (2023-07-05, shares: 20) · https://www.ml-quant.com/papers/repec/spr-fininn-v-9-y-2023-i-1-d-10-1186-s40854-023-00486-2/

### Historical Trending

- __[Biases and Volatility in Market Dealers](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FRBF-10-2021-0223%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Arbfpps%3Arbf-10-2021-0223)__: Forex traders' biases cause market volatility, study shows. (2022-12-09, shares: 25) · https://www.ml-quant.com/papers/repec/eme-rbfpps-rbf-10-2021-0223/
- __[Sentiment and Volatility in Shanghai Stocks](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FCFRI-01-2021-0007%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Acfripp%3Acfri-01-2021-0007)__: Investor sentiment impacts stock volatility in China. (2021-02-23, shares: 22) · https://www.ml-quant.com/papers/repec/eme-cfripp-cfri-01-2021-0007/
- __[Volatility in Earnings and Stock Price Delay](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fsaeb.feaa.uaic.ro%2Findex.php%2Fsaeb%2Farticle%2Fview%2F1173%3Bh%3Drepec%3Aaic%3Asaebjn%3Av%3A69%3Ay%3A2022%3Ai%3A1%3Ap%3A99-110%3An%3A2)__: Earnings volatility reduces stock price response to information. (2022-03-17, shares: 19) · https://www.ml-quant.com/papers/repec/aic-saebjn-v-69-y-2022-i-1-p-99-110-n-2/
- __[Liquidity and Housing Prices in Global Market](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJHMA-11-2021-0130%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijhmap%3Aijhma-11-2021-0130)__: Global liquidity boosts housing prices more in developing economies than advanced ones. (2022-09-06, shares: 17) · https://www.ml-quant.com/papers/repec/eme-ijhmap-ijhma-11-2021-0130/
- __[Revealing Credit Risk Analysis Black Box Models](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.bde.es%2Ff%2Fwebbde%2FGAP%2FSecciones%2FPublicaciones%2FInformesBoletinesRevistas%2FRevistaEstabilidadFinanciera%2F22%2F4_REF43_Black.pdf%3Bh%3Drepec%3Abde%3Arevist%3Ay%3A2022%3Ai%3A11%3An%3A4)__: A study evaluates interpretability techniques for understanding a neural network's use in credit risk management. (2022-11-08, shares: 2) · https://www.ml-quant.com/papers/repec/bde-revist-y-2022-i-11-n-4/

## Papers with code

### Trending

- __[Chat Language Models with Instructional Conversations](https://github.com/thunlp/ultrachat)__: Finetuning on instruction data is a good method for implementing chat language models. (2023-07-05, shares: 1404)
- __[StickyLand: Breaking Linear Presentation of Notebooks](https://github.com/xiaohk/stickyland)__: Breaking Linear Presentation of Notebooks: StickyLand is a notebook extension that helps users organize their code in flexible ways. (2023-07-05, shares: 401)
- __[ChatLaw: Open-Source Legal Language Model with Knowledge Bases](https://github.com/pku-yuangroup/chatlaw)__: Open-Source Legal Language Model with Knowledge Bases: A self-attention method is suggested to improve large models' problem-solving abilities and handle errors in reference data. (2023-07-01, shares: 326)
- __[Multiplex Cascade Framework for Unified Aspect-Based Sentiment Analysis](https://github.com/scofield7419/UABSA-SyMux)__: ABSA has seven subtasks, but their interactions have not been adequately studied. (2023-07-05, shares: 206)

### Rising

- __[NN Voice Conversion](https://github.com/bshall/knn-vc)__: Anytoany voice conversion transforms speech into a different voice using a few examples. (2023-07-05, shares: 158)
- __[Remote Sensing Segmentation Prompting](https://github.com/KyanChen/RSPrompter)__: The SAM model by Meta AI Research has impressive generalization and zero-shot capabilities with extensive training data. (2023-07-05, shares: 82)
- __[Retrieval-Augmented Theorem Proving](https://github.com/lean-dojo/leandojo)__: ReProver is a prover that uses retrieval to select premises from a large math library. (2023-06-30, shares: 76)
- __[Open Vocabulary Learning Survey](https://github.com/jianzongwu/awesome-open-vocabulary)__: This article is the first comprehensive literature review of open vocabulary learning. (2023-07-01, shares: 64)

## GitHub

- __[Unified Time Series ML Framework](https://github.com/aeon-toolkit/aeon)__: Presents a framework for machine learning with time series data. (2022-12-20, shares: 433)
- __[Userfriendly Explainability for ML Models](https://github.com/MAIF/shapash)__: Shapash is a user-friendly tool that improves the interpretability and reliability of machine learning models. (2020-04-29, shares: 2346)
- __[Transparent ML Model Explainability](https://github.com/MAIF/shapash)__: Code for the process of preparing tables for machine learning tasks. (2020-04-29, shares: 2346)
- __[Prepping Tables for ML](https://github.com/skrub-data/skrub)__: Insights into the steps involved in preparing tables for machine learning applications are provided in this article. (2018-03-12, shares: 755)
- __[Paperswelove: CS Community Papers](https://github.com/papers-we-love/papers-we-love)__: CS Community Papers: Recommendations for computer science papers to read and discuss in the community. (2023-01-24, shares: 3030)
- __[Python Pandas Cookbook](https://github.com/jvns/pandas-cookbook)__: Recipes for using Python's pandas library. (2013-12-21, shares: 6193)

## News

### Quantitative

- __[Quant Trading Revolutionized with Machine Learning](https://news.google.com/rss/articles/CBMiW2h0dHBzOi8vd3d3LmJibnRpbWVzLmNvbS9maW5hbmNpYWwvbWFjaGluZS1sZWFybmluZy1pcy1yZXZvbHV0aW9uaXppbmctcXVhbnRpdGF0aXZlLXRyYWRpbmfSAQA?oc=5)__: Machine learning is revolutionizing quantitative trading. (2023-06-30, shares: 14)
- __[US Quants: Hesitation Hinders Success](https://www.efinancialcareers.com/news/2023/07/quant-finance-students-in-america)__: Hesitation Hinders Success: The problems in the American quant market are analyzed. (2023-07-04, shares: 2)
- __[AI Enhances Performance for Quant Firm in Tests](https://news.google.com/rss/articles/CBMijQFodHRwczovL3d3dy5pbnN0aXR1dGlvbmFsaW52ZXN0b3IuY29tL2FydGljbGUvMmJ2bTdobDRkandoZG9vbjhrcDM0L3BvcnRmb2xpby9hLXF1YW50LWZpcm0tZ2V0cy1hLXBlcmZvcm1hbmNlLWJvb3N0LWZyb20tYWktYXQtbGVhc3QtaW4tdGVzdHPSAQA?oc=5)__: AI enhances the performance of a quant firm in experiments. (2023-07-03, shares: 2)
- __[Detecting Financial Fraud: The Beneish MScore Examined](https://news.google.com/rss/articles/CBMi1gFodHRwczovL3NlZWtpbmdhbHBoYS5jb20vYXJ0aWNsZS80NjE0OTU1LWRldGVjdGluZy1maW5hbmNpYWwtZnJhdWQtdXNpbmctYmVuZWlzaC1tLXNjb3JlP3NvdXJjZT1jb250ZW50X3R5cGUlM0FyZWFjdCU3Q2ZpcnN0X2xldmVsX3VybCUzQWhvbWUlN0NzZWN0aW9uJTNBbGF0ZXN0X2FydGljbGVzJTdDc2VjdGlvbl9hc3NldCUzQWxhdGVzdF9hcnRpY2xlcyU3Q2xpbmUlM0Ex0gEA?oc=5)__: The Beneish MScore Examined: The Beneish M-Score is investigated as a means to identify financial fraud. (2023-07-03, shares: 2)
- __[FinGPT: Empowering the Future of Finance with Cutting-Edge Tech](https://news.google.com/rss/articles/CBMiemh0dHBzOi8vbWVkaXVtLmRhdGFkcml2ZW5pbnZlc3Rvci5jb20vZmluZ3B0LXBvd2VyaW5nLXRoZS1mdXR1cmUtb2YtZmluYW5jZS13aXRoLTIwLWN1dHRpbmctZWRnZS1hcHBsaWNhdGlvbnMtN2M0ZDA4MmFkM2Q40gEA?oc=5)__: Empowering the Future of Finance with Cutting-Edge Tech: FinGPT, an advanced technology, is shaping the future of finance. (2023-07-01, shares: 2)

### Miscellaneous

- __[Is EPS Enough for Measuring Investment Success?](https://news.google.com/rss/articles/CBMidWh0dHBzOi8vd3d3LnRyYWRpbmd2aWV3LmNvbS9uZXdzL21hcmtldGluZGV4Ojg1MjgwYzY5YjA5NGI6MC1pcy1lcHMtdGhlLWJlc3QtZmFjdG9yLWZvci1tZWFzdXJpbmctaW52ZXN0bWVudC1zdWNjZXNzL9IBAA?oc=5)__: EPS is being questioned as the best measure for investment success: There are doubts about whether earnings per share (EPS) is the most reliable metric for determining investment success. (2023-06-30, shares: 2)
- __[BofA Singapore IT Head Joins 206bn Tech Firm](https://www.efinancialcareers.com/news/2023/06/singapore-technology)__: A prominent tech manager in Singapore is leaving the finance industry: A well-known technology manager in Singapore is stepping away from the finance sector. (2023-06-29, shares: 2)
- __[Remembering Economist Harry Markowitz (1927-2023)](https://www.ft.com/content/2ebd7d96-c3e3-4b69-92ac-e39bc90e8068)__: The Financial Times provides news and analysis on global business: The Financial Times is a trusted source for news and analysis on international business matters. (2023-07-01, shares: 0)

## Podcasts

### Quantitative

- __[Does Implied Volatility Still Matter?](https://ibkrcampus.com/podcasts/ibkr-podcasts/implied-volatility-does-it-even-matter-anymore/)__: Will McBride and Dmitry Pargaminik discuss implied volatility and option pricing. (2023-06-29, shares: 9)
- __[Navigating the Energy Market with Judd Arnold](https://www.buzzsprout.com/2034153/13152497-unveiling-investment-strategies-navigating-the-energy-market-with-judd-arnold.mp3)__: Judd Arnold shares his skeptical investment strategy in the energy market. (2023-07-03, shares: 8)
- __[Hedge Funds and Inflation Opportunities with Sean McGould](https://macrohive.libsyn.com/sean-mcgould-on-creating-an-investing-edge-hedge-funds-and-inflation-opportunities)__: Sean McGould talks about the hedge fund industry's evolution and the importance of accounting knowledge in investing. (2023-06-30, shares: 7)
- __[Olivia Voznenko: Wall Street to Social Media Transitions](https://www.buzzsprout.com/2034153/13144153-trading-transitions-from-wall-street-to-social-media-with-olivia-voznenko.mp3)__: Wall Street to Social Media Transitions: Olivia Voznenko discusses her flexible trading approach, gender in the industry, and the impact of social media on trading strategies. (2023-07-01, shares: 6)

### Related

- __[AI Investing: What You Need to Know](https://audioboom.com/posts/8325069)__: What You Need to Know: AI is impacting the stock market, article explains how. (2023-06-29, shares: 6)
- __[Thematic Trading vs. Stock Picking: Pros & Cons](https://ibkrcampus.com/podcasts/ibkr-podcasts/one-or-many-take-your-pick/)__: Pros & Cons: CEO of TOGGLE AI talks about AI's influence on thematic trading and stock picking. (2023-06-29, shares: 6)
- __[War for Talent at Hedge Funds: Insights from Ilana Weinstein](https://omny.fm/shows/masters-in-business/ilana-weinstein-on-the-war-for-talent-at-hedge-fun)__: Insights from Ilana Weinstein: Interview with executive search firm founder on market trends and hedge funds. (2023-06-30, shares: 4)
- __[Challenging Assumptions in Investing: Shattering Overconfidence](https://www.buzzsprout.com/2034153/13139476-shattering-overconfidence-a-fresh-look-at-investing-success-with-yours-fewly.mp3)__: Shattering Overconfidence: Article questions investing assumptions and discusses randomness and data. (2023-06-30, shares: 4)
- __[Generative AI in Quantitative Investment: Exploring Applications](https://share.transistor.fm/s/27e38747)__: Exploring Applications: Author explores using Generative AI, like ChatGPT, in investment processes. (2023-06-29, shares: 4)

## Blogs

### Quantitative

- __[Clustering Forex Market](https://quantdare.com/forex-clustering/)__: Exploring connections between different currencies in the Forex market. (2023-07-05, shares: 2)
- __[Equity Trend Following & Macro Headwinds](https://research.macrosynergy.com/equity-trend-following-and-macro-headwinds/)__: Article discusses how macroeconomic factors affect equity trend following strategies. (2023-07-01, shares: 4)
- __[Secrets of Profitable Crypto Arbitrage](https://miltonfmr.com/unveiling-the-secrets-of-profitable-cryptocurrency-arbitrage-a-comprehensive-guide/)__: Guide on implementing and testing profitable cryptocurrency arbitrage strategy. (2023-06-30, shares: 4)
- __[Fedus Ex Machina: Fed Reserve & Debt Ceiling](https://caia.org/blog/2023/06/30/fedus-ex-machina-was-federal-reserve-holding-debt-ceiling-cards-all-along)__: Fed Reserve & Debt Ceiling: Examining the Federal Reserve's role in managing the debt ceiling. (2023-06-30, shares: 3)
- __[Climate Stress Testing & Investment Portfolios](https://research-center.amundi.com/article/climate-stress-testing-climate-value-risk-stochastic-approach)__: Introducing a comprehensive approach to measure climate-related risks on investment portfolios. (2023-07-04, shares: 2)

## Videos

### Quantitative

- __[QDC Info Session July 2023](https://www.youtube.com/watch?v=qKmxAtviGtY)__: The QDC is a professional certificate for quantitative finance. (2023-07-04, shares: 1)
- __[MLI Info Session June 2023](https://www.youtube.com/watch?v=ot0lWt-8AxE)__: The MLI program enhances knowledge and careers in machine learning. (2023-06-29, shares: 1)

## X / Twitter

### Quantitative

- __[Statistical Arbitrage and Alternative Data Evolution](https://twitter.com/quantseeker/status/1674402214050164736)__: The tweet talks about how statistical arbitrage has evolved with the use of alternative data and shorter holding periods. (2023-06-29, shares: 5)
- __[Currency Risk Premia Academic Review](https://twitter.com/quantseeker/status/1674750127297421312)__: This tweet reviews academic research on currency risk premia, looking at multihorizon results and the bond-currency relationship. (2023-06-30, shares: 4)
- __[Low Volatility Investing Dive](https://twitter.com/quantseeker/status/1675864090575503361)__: The tweet explores low volatility investing, discussing selection vs allocation effects, pandemic performance, and currency in global low vol portfolios. (2023-07-03, shares: 3)
- __[AI Predicting PE Fund Performance](https://twitter.com/quantseeker/status/1674739729500196865)__: A paper suggests that machine learning can predict private equity fund performance by analyzing fundraising prospectuses and comparing limited partners to unlimited machines. (2023-06-30, shares: 2)

### Miscellaneous

- __[MAPE: The Worst Metric](https://twitter.com/quantseeker/status/1675808502193836032)__: The Worst Metric: MAPE is not a good metric for forecasting, use other metrics instead. (2023-07-03, shares: 1)
- __[Trading Alternative Markets](https://twitter.com/quantseeker/status/1674642495861293056)__: Florin Court's markets have more independent bets than traditional CTA universes. (2023-06-30, shares: 1)
- __[Inflation Expectations Drop](https://twitter.com/quantseeker/status/1675869550594740226)__: University of Michigan survey shows lower inflation expectations in June. (2023-07-03, shares: 0)
- __[ML-Based Strategy for ETF Returns](https://twitter.com/quantseeker/status/1675477552159227904)__: ML predicts sector ETF returns by combining price and economic data. (2023-07-02, shares: 0)
- __[Feature Clustering: Dimensionality Reduction Technique](https://twitter.com/quantseeker/status/1674305665114820609)__: Dimensionality Reduction Technique: Feature clustering is a new technique for reducing dimensions in datasets. (2023-06-29, shares: 0)

## Reddit

### Quantitative

- __[Junior risk quant needs help](https://www.reddit.com/r/quant/comments/14on77x/junior_risk_quant_needs_help/)__:  (2023-07-02, shares: 42)
- __[Python for FRED: Economic data exploration](https://www.reddit.com/r/quant/comments/14nlx3i/python_for_fred_exploring_economic_data/)__:  (2023-07-01, shares: 26)
- __[Noise filtering for volatility curve fitting](https://www.reddit.com/r/quant/comments/14otu3c/filtering_out_noise_to_fit_volatility_curve/)__:  (2023-07-02, shares: 8)
- __[Help needed for learning quant finance](https://www.reddit.com/r/quantfinance/comments/14lx5re/need_some_help_if_possible/)__:  (2023-06-29, shares: 3)

### Rising

- __[Akuna Layoffs in APAC](https://www.reddit.com/r/quant/comments/14mqo6r/akuna_capital_to_lay_off_40_of_apac_employees/)__:  (2023-06-30, shares: 85)
- __[Recommended Quant Blogs](https://www.reddit.com/r/quant/comments/14lv2rs/quant_blogs_for_reading/)__:  (2023-06-29, shares: 72)
- __[Transitioning from Pricing Quant to Trader](https://www.reddit.com/r/quant/comments/14myl4y/from_pricing_quant_to_traderquant_trader/)__:  (2023-06-30, shares: 12)
- __[ML Analysis of Trading Results](https://www.reddit.com/r/quant/comments/14nkxyj/use_case_for_ml_in_regards_to_historical_trading/)__:  (2023-07-01, shares: 11)