---
title: Quant Letter No. 57: July 2024, Week 3
url: https://www.ml-quant.com/issues/2024-07-17/
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: 2024-07-17
---


# Quant Letter No. 57: July 2024, Week 3

Sent 2024-07-17. 149 items.

## arXiv

### Finance

- __[Nash Equilibrium in Broker-Trader Interactions](https://arxiv.org/abs/2407.10561)__: The research investigates the trading strategies equilibrium between a broker and her clients using a system of stochastic differential equations. (2024-07-15, shares: 6) · https://www.ml-quant.com/papers/arxiv/2407.10561/
- __[MeanVariance Optimization for Life Insurance Contracts](https://arxiv.org/abs/2407.11761)__: The study provides formulas for optimal wealth and strategy for equity holders in life insurance contracts, suggesting increased risky investments during poor economic conditions. (2024-07-16, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.11761/
- __[SelfOrganized Criticality in Economics & Finance](https://arxiv.org/abs/2407.10284)__: The article proposes Self-Organised Criticality as a reason for extreme volatility in financial markets and large business cycle fluctuations, calling for specific policy considerations. (2024-07-14, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.10284/
- __[Telecom Breakups: Market Capitalization Impact](https://arxiv.org/abs/2407.09695)__: Market Capitalization Impact: The study measures market power by analyzing the decrease in market capitalization after a monopoly breakup, highlighting significant value drops for AT&T and AMX. (2024-07-12, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.09695/

### Economics

- __[Financial Network Shock Propagation](https://arxiv.org/abs/2407.09340)__: The study introduces a new way to predict the impact of shocks on a network node, using a vector autoregressive model in the context of the electronic Interbank Deposit Market. (2024-07-12, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.09340/
- __[Seoul Urban Mobility Resilience](https://arxiv.org/abs/2407.09795)__: The study finds that urban areas with greater economic complexity were more resilient during the 2018 Seoul heat wave, indicating potential population growth in these areas due to global warming. (2024-07-13, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.09795/
- __[Elderly Treatment and Cultural Transmission](https://arxiv.org/abs/2407.09638)__: The study investigates the link between elderly treatment, production, and cultural transmission, indicating a complex relationship between respect for the elderly and various economic factors. (2024-07-12, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.09638/

### Crypto & Blockchain

- __[Stablecoin Transparency and Market Impact](https://arxiv.org/abs/2407.11716)__: The study shows that in times of market instability, the transparency of the USDC cryptocurrency leads to quick market responses, while the lack of transparency of USDT acts as a buffer against immediate effects. This suggests that investors may seek safety in less transparent cryptocurrencies during turbulent times. (2024-07-16, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.11716/

## SSRN

### Quantitative

- __[Statistically Valid Backtesting Framework](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893677)__: The article emphasizes the need for a more accurate backtesting framework for financial institutions, pointing out flaws in current methods. (2024-07-13, shares: 5) · https://www.ml-quant.com/papers/ssrn/4893677/
- __[Python Trading Strategies](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894363)__: The author appreciates Kakushadze and Serur for their 151 trading strategies and shares a Python version of these strategies on Github. (2024-07-13, shares: 8) · https://www.ml-quant.com/papers/ssrn/4894363/
- __[Market Liquidity Determinants](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4895176)__: The study applies machine learning to identify factors affecting equity market liquidity, uncovering complex relationships between market liquidity and placement characteristics. (2024-07-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4895176/
- __[Regression Learners for Load Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893594)__: The research develops an electrical load forecasting system using machine learning, based on three years of data from the Wavi substation in India. (2024-07-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4893594/
- __[Egyptian Mutual Funds Industry Concentration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4895263)__: The paper examines the competitiveness of the Egyptian mutual funds industry from 2018-2023, concluding that it was mostly unconcentrated except for the bond mutual funds submarket. (2024-07-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/4895263/
- __[Credit Risk Management in Microfinance Institutions](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4896689)__: The article emphasizes the need for strategic goals and advanced decision-making tools in managing credit risk in microfinance institutions. (2024-07-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4896689/
- __[Decentralised Finance and Market Making](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897143)__: The study develops optimal strategies for large order traders and statistical arbitrages in automated market makers with concentrated liquidity. (2024-07-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/4897143/
- __[Foreign Exchange Risk Management in U.S. & China](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893363)__: The research shows that Chinese enterprises face more foreign exchange exposure than American companies due to different risk management practices. (2024-07-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/4893363/
- __[Missing Data Bias in Fund Portfolio Data](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897330)__: The paper warns of bias in commercial databases due to nonrandom portfolio reporting, which can lead to skewed conclusions in fund literature. (2024-07-17, shares: 2) · https://www.ml-quant.com/papers/ssrn/4897330/
- __[Phononic Crystal-Based pH Sensing & Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893619)__: The study presents a 3D phononic crystal-based pH sensor, showcasing its sensitivity to pH changes and the effectiveness of machine learning for pH classification. (2024-07-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4893619/
- __[APT and Arbitrage](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894555)__: The Arbitrage Pricing Theory (APT) enables potential arbitrage opportunities due to the absence of a positive pricing function requirement. (2024-07-08, shares: 3) · https://www.ml-quant.com/papers/ssrn/4894555/
- __[PE Optimism Q1’24](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4891919)__: Confidence among private equity (PE) firms has significantly increased over the past two years, with Q1 2024 showing renewed optimism despite market fluctuations. (2024-07-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/4891919/
- __[Multi-Agent Stock Simulation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893697)__: A new multi-agent distributed stock exchange simulation environment (DSXE) has been developed to model global financial markets, enabling large-scale simulations and successful fragmented market modeling. (2024-05-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/4893697/
- __[Healthcare Fraud Detection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4892805)__: Machine learning techniques are being used to detect healthcare fraud in the US, with a study analyzing over 558,211 records using various ML models. (2024-03-09, shares: 2) · https://www.ml-quant.com/papers/ssrn/4892805/
- __[AI Model Explainability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894519)__: The article discusses the legal challenges posed by the use of complex AI and machine learning models in decision-making processes due to their lack of traceability. (2023-04-19, shares: 2) · https://www.ml-quant.com/papers/ssrn/4894519/
- __[Rethinking Forex](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893787)__: The author criticizes the current financial system for its inefficiency and frequent crises, suggesting the need for a new, more efficient system. (2023-07-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/4893787/
- __[Humanising Portfolio Selection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894460)__: The paper proposes a unified approach to active portfolio selection, demonstrating how investor subjectivity can improve portfolio performance. (2024-07-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/4894460/
- __[Insider Ownership in Japan](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4892565)__: A study reveals that insider ownership significantly increases default risk in Japanese firms, based on data from 2004-2019. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4892565/
- __[Monopolization in Serbia's Insurance Sector](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4896834)__: The insurance market in Central Serbia from 2011-2022 is highly concentrated, with a decreasing trend in market monopolization. (2024-01-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4896834/

### Financial

- __[Estimating Mean Reversions in Interest Rates](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897350)__: The article introduces a new method for calculating the rate at which interest rates return to their average in multifactor HJM models, important for pricing derivatives. (2024-07-17, shares: 6) · https://www.ml-quant.com/papers/ssrn/4897350/
- __[Impact of SEC Regulations on Cryptocurrency](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897261)__: The research examines the negative market effects and informed trading prior to the announcement of the U.S. SEC's classification of cryptocurrencies as securities. (2024-07-17, shares: 5) · https://www.ml-quant.com/papers/ssrn/4897261/
- __[Geometric Insights on Portfolio Construction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894874)__: The article argues that the equally weighted portfolio is usually less preferable than the mean-variance portfolio, based on the influence of the covariance matrix's condition number on the αweight angle in portfolio optimizations. (2024-07-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4894874/
- __[Semivolatility portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4891824)__: The article proposes the use of semi-volatility-managed portfolios to enhance the performance of momentum portfolios by controlling skewness and downside volatility. (2024-07-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/4891824/
- __[Dual Dominance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894394)__: The article explores the relationship between the Markowitz mean-variance model and the Ziemba capital growth model, offering insights into model-based portfolio construction. (2024-07-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4894394/
- __[CNN2D-MV Stock Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4895067)__: The article introduces a hybrid model that combines a 2D convolutional neural network with the mean-variance model to improve asset selection and portfolio performance. (2024-07-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/4895067/
- __[Smarter Beta Investing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894322)__: The article suggests integrating sustainable factors into traditional investing methods without affecting financial performance or diversification, and offers ways to correct sustainable bias in traditional long-short MSCI style factor portfolios. (2024-07-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/4894322/
- __[Debt and Trade: Global View](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4893835)__: Global View: The study reveals that multinational corporations often raise debt capital outside their home country to hedge against exchange rate fluctuations and align with their supply chain markets, in addition to accessing deeper financial markets. (2024-07-07, shares: 2) · https://www.ml-quant.com/papers/ssrn/4893835/

## RePEc

### Finance

- __[Forecasting Accuracy in Markets](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7072%2F12%2F3%2F59%2Fpdf%3Bh%3Drepec%3Agam%3Ajijfss%3Av%3A12%3Ay%3A2024%3Ai%3A3%3Ap%3A59-%3Ad%3A1422975)__: The study examines the fluctuation in commodity returns and financial market index using different models, finding that the effectiveness of models varies with assets like gold, cocoa, and the S&P500 Index. (2024-07-17, shares: 31) · https://www.ml-quant.com/papers/repec/gam-jijfss-v-12-y-2024-i-3-p-59-d-1422975/
- __[Cryptocurrency Volatility vs. Asset Classes](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-024-00646-y%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-024-00646-y)__: The paper explores factors affecting future volatility in the cryptocurrency ecosystem, discovering that positive market returns increase price volatility, contrary to traditional financial studies. (2024-07-17, shares: 25) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-024-00646-y/
- __[Asian Stock Exchange Volatility with Bitcoin and Oil](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJCEFTS-01-2024-0009%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajcefts%3Ajcefts-01-2024-0009)__: The research looks into the volatility of the Asian stock market in relation to Bitcoin and global crude oil prices, showing volatility clustering and varying volatility spillover from crude oil and Bitcoin to different Asian stock exchanges. (2024-07-17, shares: 24) · https://www.ml-quant.com/papers/repec/eme-jcefts-jcefts-01-2024-0009/
- __[Market Conditions and Liquidity Shocks](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Fijfe.2818%3Bh%3Drepec%3Awly%3Aijfiec%3Av%3A29%3Ay%3A2024%3Ai%3A3%3Ap%3A3007-3022)__: The study investigates the impact of market conditions, volatility, and liquidity shocks on arbitrage profits during pre-COVID and COVID periods, concluding that high volatility and low liquidity during COVID made arbitrage unprofitable. (2024-07-17, shares: 23) · https://www.ml-quant.com/papers/repec/wly-ijfiec-v-29-y-2024-i-3-p-3007-3022/
- __[Performance of Multi-Asset Funds During Crises](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10663-024-09614-2%3Bh%3Drepec%3Akap%3Aempiri%3Av%3A51%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s10663-024-09614-2)__: The paper studies the performance of multi-asset funds investing internationally, finding that these funds underperformed from 2004 to 2021, but performed better during market crises, with bond-focused funds doing better in non-crisis periods and equity-focused funds doing better during crises. (2024-07-17, shares: 22) · https://www.ml-quant.com/papers/repec/kap-empiri-v-51-y-2024-i-3-d-10-1007-s10663-024-09614-2/
- __[Optimal Consumption-Investment with Alternative Data](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs00780-024-00535-3%3Bh%3Drepec%3Aspr%3Afinsto%3Av%3A28%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s00780-024-00535-3)__: The research proposes a theory for investors to use alternative data like social media and pandemic information to predict stock trends. (2024-07-17, shares: 22) · https://www.ml-quant.com/papers/repec/spr-finsto-v-28-y-2024-i-3-d-10-1007-s00780-024-00535-3/
- __[Beating Profitability Targets in Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-023-00601-3%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A10%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1186_s40854-023-00601-3)__: The article presents a method to calculate the likelihood of reaching a specific profit goal with portfolios that require regular rebalancing. (2024-07-17, shares: 16) · https://www.ml-quant.com/papers/repec/spr-fininn-v-10-y-2024-i-1-d-10-1186-s40854-023-00601-3/
- __[Cryptocurrency Volatility on Islamic Market](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fa-e-l.scholasticahq.com%2Fapi%2Fv1%2Farticles%2F70285-the-impact-of-cryptocurrency-volatility-dynamics-on-the-islamic-equity-market-the-case-of-emerging-asia.pdf%3Bh%3Drepec%3Aayb%3Ajrnael%3A95)__: The research shows that Bitcoin's volatility negatively affects the returns of Shariah-compliant stocks, impacting investors' diversification strategies. (2024-07-17, shares: 12) · https://www.ml-quant.com/papers/repec/ayb-jrnael-95/
- __[Derivatives in Portfolio Optimization with Affine GARCH Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10203-024-00433-5%3Bh%3Drepec%3Aspr%3Adecfin%3Av%3A47%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s10203-024-00433-5)__: The article indicates that investors who include a derivative in their portfolio perform better than those who only invest in stocks and bank accounts, potentially avoiding up to 7% annual losses. (2024-07-17, shares: 11) · https://www.ml-quant.com/papers/repec/spr-decfin-v-47-y-2024-i-1-d-10-1007-s10203-024-00433-5/
- __[Option Valuation with Truncation Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10480-6%3Bh%3Drepec%3Akap%3Acompec%3Av%3A63%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10614-023-10480-6)__: The research uses the hidden truncation normal distribution and the NGARCH model to price options, incorporating economic dynamics and capturing implied volatility smirk. (2024-07-17, shares: 11) · https://www.ml-quant.com/papers/repec/kap-compec-v-63-y-2024-i-6-d-10-1007-s10614-023-10480-6/

### Statistical

- __[XGBoost for LGD Approximation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.wne.uw.edu.pl%2Fdownload_file%2F4362%2F0%3Bh%3Drepec%3Awar%3Awpaper%3A2024-12)__: The study investigates ways to improve the estimation of Loss Given Default using machine learning and European mortgage data, particularly when cash-flow data is scarce. (2024-07-17, shares: 25) · https://www.ml-quant.com/papers/repec/war-wpaper-2024-12/
- __[Markov-Switching Trees](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-024-00501-6%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-024-00501-6)__: The research suggests a method that merges decision trees and time series modeling, using eight seasons of NFL data to predict play calls, bridging the gap between machine learning and statistics. (2024-07-17, shares: 23) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00501-6/
- __[Multi-Level Retail Loan Optimization](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139165%3Bh%3Drepec%3Aids%3Aijicbm%3Av%3A32%3Ay%3A2024%3Ai%3A2%3Ap%3A164-186)__: The article explores a multi-level portfolio selection model for retail-banking loans, aiming to optimize risk and return at both loan and bank levels, and compares the optimized portfolio with the original for potential benefits. (2024-07-17, shares: 20) · https://www.ml-quant.com/papers/repec/ids-ijicbm-v-32-y-2024-i-2-p-164-186/
- __[Conditional Feature Importance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-023-00477-9%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-023-00477-9)__: The research proposes a method that merges the conditional predictive impact framework with sequential knockoff sampling in machine learning, emphasizing the need to consider variable importance before and after adjusting for covariates. (2024-07-17, shares: 15) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-023-00477-9/
- __[Machine Learning for NPLs Profitability](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11846-023-00635-y%3Bh%3Drepec%3Aspr%3Arvmgts%3Av%3A18%3Ay%3A2024%3Ai%3A7%3Ad%3A10.1007_s11846-023-00635-y)__: The article presents a machine learning approach to predict the recovery rate of non-performing loans, aiming to minimize the lemon discount caused by information asymmetry between banks and investors. (2024-07-17, shares: 14) · https://www.ml-quant.com/papers/repec/spr-rvmgts-v-18-y-2024-i-7-d-10-1007-s11846-023-00635-y/
- __[AI Readiness in Economies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524002786%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A205%3Ay%3A2024%3Ai%3Ac%3As0040162524002786)__: The study uses machine learning to identify factors affecting AI readiness in businesses in 40 countries, highlighting scientific research output, internet infrastructure, and public consumption expense as common influential factors. (2024-07-17, shares: 13) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002786/

### Machine Learning

- __[Stock Index Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F16081625.2023.2215234%3Bh%3Drepec%3Ataf%3Araaexx%3Av%3A31%3Ay%3A2024%3Ai%3A4%3Ap%3A618-637)__: The research uses sentiment analysis and machine learning to determine that investor sentiment and exchange rates greatly impact the Shanghai Composite Index. (2024-07-17, shares: 14) · https://www.ml-quant.com/papers/repec/taf-raaexx-v-31-y-2024-i-4-p-618-637/
- __[Efficient Hyperparameter Tuning](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10182-024-00495-1%3Bh%3Drepec%3Aspr%3Aalstar%3Av%3A108%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10182-024-00495-1)__: The study presents the sequential random search (SQRS) method for more efficient hyperparameter tuning in machine learning by discarding poor parameter configurations early. (2024-07-17, shares: 13) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00495-1/
- __[Forecasting Standard Dominance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0040162524002956%3Bh%3Drepec%3Aeee%3Atefoso%3Av%3A205%3Ay%3A2024%3Ai%3Ac%3As0040162524002956)__: The paper applies machine learning to predict the results of standard battles in the Chinese solid-state lighting industry, concluding that strong alliances, patent application experience, and marketization level increase a firm's likelihood of success. (2024-07-17, shares: 12) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002956/

### Deep Learning

- __[FinBERT and LSTM for Stock Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139286%3Bh%3Drepec%3Aids%3Aijecbr%3Av%3A28%3Ay%3A2024%3Ai%3A1%3Ap%3A1-16)__: The article discusses a hybrid model that combines BERT and LSTM for predicting stock prices. This model surpasses traditional methods by including financial news sentiment analysis and technical indicators, allowing for accurate predictions of significant stock price fluctuations. (2024-07-17, shares: 12) · https://www.ml-quant.com/papers/repec/ids-ijecbr-v-28-y-2024-i-1-p-1-16/

### Historical Trending

- __[Machine Learning for Real-World Issues](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournal-data.ir%2Findex.php%2FJDA%2Farticle%2Fview%2F13%2F9%3Bh%3Drepec%3Abao%3Ajdaisn%3Av%3A2%3Ay%3A2023%3Ai%3A1%3Ap%3A9-16%3Aid%3A13)__: Machine learning can forecast business trends through big data analysis, but its integration necessitates major system architecture changes. (2023-07-20, shares: 52) · https://www.ml-quant.com/papers/repec/bao-jdaisn-v-2-y-2023-i-1-p-9-16-id-13/
- __[Investor Attention and Volatility](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-02-2021-0289%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-02-2021-0289)__: The article investigates the volatility puzzle in China's stock market, attributing it to individual investor attention and the role of securities analysts in reducing information asymmetry. (2022-08-21, shares: 16) · https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-02-2021-0289/
- __[Predicting Earnings Changes with ML](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2F1475-679X.12429%3Bh%3Drepec%3Abla%3Ajoares%3Av%3A60%3Ay%3A2022%3Ai%3A2%3Ap%3A467-515)__: Machine learning models using financial data can accurately predict future earnings changes, surpassing traditional models and professional analysts. (2022-04-06, shares: 93) · https://www.ml-quant.com/papers/repec/bla-joares-v-60-y-2022-i-2-p-467-515/
- __[Financial Disinformation Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fpoms.13743%3Bh%3Drepec%3Abla%3Apopmgt%3Av%3A31%3Ay%3A2022%3Ai%3A8%3Ap%3A3160-3179)__: A machine learning system has been created to identify financial misinformation on social media, offering significant theoretical and practical benefits. (2022-03-18, shares: 32) · https://www.ml-quant.com/papers/repec/bla-popmgt-v-31-y-2022-i-8-p-3160-3179/
- __[Transnational Bid-Rigging Detection](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frssa.12811%3Bh%3Drepec%3Abla%3Ajorssa%3Av%3A185%3Ay%3A2022%3Ai%3A3%3Ap%3A1074-1114)__: Machine learning and statistical screening can accurately detect bid-rigging cartels, but their effectiveness decreases when used on data from different countries due to institutional variations. (2022-12-01, shares: 24) · https://www.ml-quant.com/papers/repec/bla-jorssa-v-185-y-2022-i-3-p-1074-1114/
- __[Anomalies and Return Predictability](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13099%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A77%3Ay%3A2022%3Ai%3A1%3Ap%3A639-681)__: The study shows that portfolio returns based on long-short anomaly can predict overall market returns, due to asymmetric limits of arbitrage and overpricing correction persistence. (2022-08-09, shares: 116) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-77-y-2022-i-1-p-639-681/
- __[Factor Timing in China](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Facfi.13033%3Bh%3Drepec%3Abla%3Aacctfi%3Av%3A63%3Ay%3A2023%3Ai%3A1%3Ap%3A485-505)__: The paper proposes a deep learning strategy using 146 factors, which is effective and robust in the unique structure of the Chinese stock market. (2023-01-27, shares: 52) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-485-505/
- __[Forecasting Chinese Macroeconomy](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Facfi.13003%3Bh%3Drepec%3Abla%3Aacctfi%3Av%3A63%3Ay%3A2023%3Ai%3A1%3Ap%3A719-767)__: The research finds that mixed-frequency factor models are better at forecasting the Chinese macroeconomy than traditional models, except during the Global Financial Crisis. (2023-02-10, shares: 10) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-719-767/
- __[Currency Risk Pricing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13190%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A2%3Ap%3A693-730)__: The study finds that 85% of risk in individual currencies does not affect their risk premiums when using interest differential, trend, and mean reversion signals to construct a portfolio. (2023-07-15, shares: 21) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-2-p-693-730/
- __[War in Ukraine Analysis](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Frsp3.12632%3Bh%3Drepec%3Abla%3Argscpp%3Av%3A15%3Ay%3A2023%3Ai%3A1%3Ap%3A56-74)__: The research examines the topics and sentiments of Ukrainian Telegram users during the early stages of the war in Ukraine, emphasizing the importance of social media analytics. (2023-02-14, shares: 9) · https://www.ml-quant.com/papers/repec/bla-rgscpp-v-15-y-2023-i-1-p-56-74/

## Machine learning

### Recently Published

- __[Optimizing NLP Systems](https://arxiv.org/abs/2407.10930)__: The article explores a method to enhance Natural Language Processing systems by simultaneously optimizing language model weights and prompting strategies, leading to significant improvements in tasks like multi-hop QA and mathematical reasoning. (2024-07-15, shares: 60) · https://www.ml-quant.com/papers/arxiv/2407.10930/
- __[Human-like Memory](https://arxiv.org/abs/2407.09450)__: The study presents EM-LLM, a new approach that incorporates elements of human episodic memory into Large Language Models, enabling them to manage infinite context lengths efficiently and outperform existing models in tasks like PassageRetrieval. (2024-07-12, shares: 28) · https://www.ml-quant.com/papers/arxiv/2407.09450/
- __[Transformers for Chatbots](https://arxiv.org/abs/2407.10949)__: The research builds a Transformer that replicates the ELIZA program, a traditional rule-based chatbot, to gain insights into the preferred mechanisms of Transformer-based chatbots. (2024-07-15, shares: 19) · https://www.ml-quant.com/papers/arxiv/2407.10949/
- __[Anomaly Detection with LLMs](https://arxiv.org/abs/2407.08735)__: The paper introduces a two-stage reasoning framework for identifying and mitigating out-of-distribution failure modes in robotic systems using large language models, comprising a quick binary anomaly classifier and a slower fallback selection stage. (2024-07-11, shares: 17) · https://www.ml-quant.com/papers/arxiv/2407.08735/
- __[Topological Bounds for Algorithms](https://arxiv.org/abs/2407.08723)__: The research proposes a new set of topology-based complexity notions that correlate with the generalization gap in deep neural networks, offering a computationally efficient way to predict generalization without test data, and surpassing existing topological bounds across various datasets and models. (2024-07-11, shares: 15) · https://www.ml-quant.com/papers/arxiv/2407.08723/
- __[Spider2-V: Data Science Automation](https://arxiv.org/abs/2407.10956)__: Data Science Automation: Spider2-V is a benchmark introduced to assess the performance of multimodal agents in automating data science and engineering workflows, showing that current models have difficulties in fully automating these workflows. (2024-07-15, shares: 11) · https://www.ml-quant.com/papers/arxiv/2407.10956/
- __[Weight Block Sparsity for Accelerating DNNs](https://arxiv.org/abs/2407.09453)__: The paper proposes a system that applies weight block sparsity in Deep Neural Networks, halving the weight with minimal accuracy loss and doubling the speed of inference. (2024-07-12, shares: 10) · https://www.ml-quant.com/papers/arxiv/2407.09453/
- __[LNS Benchmarking for Multi-Agent Path Finding](https://arxiv.org/abs/2407.09451)__: The research provides a balanced comparison of Multi-Agent Path Finding solvers and presents a new strategy for neighborhood selection that enhances runtime efficiency in large maps with numerous agents. (2024-07-12, shares: 10) · https://www.ml-quant.com/papers/arxiv/2407.09451/
- __[MIA Bird's Eye View Mapping](https://arxiv.org/abs/2407.08726)__: The paper presents Map It Anywhere, a data engine that uses crowd-sourced mapping platforms to create a dataset for Bird's Eye View map prediction, increasing zero-shot performance by 35%. (2024-07-11, shares: 9) · https://www.ml-quant.com/papers/arxiv/2407.08726/
- __[Transformer Circuit Metrics](https://arxiv.org/abs/2407.08734)__: The authors explore the difficulties in evaluating the performance of neural network 'circuits', emphasizing the sensitivity of current methods to changes in the ablation methodology and the need for clearer claims about circuits. (2024-07-11, shares: 9) · https://www.ml-quant.com/papers/arxiv/2407.08734/

### Historical Trending

- __[Unified Training for Open-Source Language Agents](https://arxiv.org/abs/2311.05657)__: LUMOS, an open-source framework for training Large Language Models (LLMs), is introduced in the article, demonstrating superior performance and adaptability to new tasks. (2023-11-09, shares: 336) · https://www.ml-quant.com/papers/arxiv/2311.05657/
- __[Exploration-Based Optimization for LLM Agents](https://arxiv.org/abs/2403.02502)__: The study explores an exploration-based trajectory optimization (ETO) method to enhance the performance of Large Language Models (LLMs) by learning from their exploration mistakes. (2024-03-04, shares: 245) · https://www.ml-quant.com/papers/arxiv/2403.02502/
- __[SVGDriven Image Understanding with LLMs](https://arxiv.org/abs/2306.06094)__: The research examines the capability of Large Language Models (LLMs) to interpret images by transforming them into Scalable Vector Graphics (SVG) and assessing the LLMs on various computer vision tasks. (2023-06-09, shares: 65) · https://www.ml-quant.com/papers/arxiv/2306.06094/
- __[Lie Group Decompositions for Equivariant NNs](https://arxiv.org/abs/2310.11366)__: The paper introduces a framework for dealing with Lie groups and their homogeneous spaces, showing how to parametrize convolution kernels to create models that are equivariant to affine transformations. (2023-10-17, shares: 60) · https://www.ml-quant.com/papers/arxiv/2310.11366/
- __[Building RAG Chatbots](https://arxiv.org/abs/2407.07858)__: The article introduces the FACTS framework for developing Retrieval Augmented Generation (RAG)-based chatbots, and presents empirical results on the balance between accuracy and latency in large and small LLMs. (2024-07-10, shares: 51) · https://www.ml-quant.com/papers/arxiv/2407.07858/
- __[Benchmarking Controllable Summarization](https://arxiv.org/abs/2311.09184)__: Research shows that large language models struggle with text summarization, often making factual errors and showing significant performance gaps. (2023-11-15, shares: 47) · https://www.ml-quant.com/papers/arxiv/2311.09184/
- __[Camera Relocalization with Sparse Descriptors](https://arxiv.org/pdf/2307.15250.pdf)__: The new D2S approach simplifies visual localization using a single RGB image and a lightweight model, outperforming other methods in both indoor and outdoor environments. (2023-07-28, shares: 34) · https://www.ml-quant.com/papers/arxiv/2307.15250/
- __[Speaker Diarization with LLMs](https://arxiv.org/abs/2401.03506)__: DiarizationLM, a new framework, improves transcript readability and reduces word diarization error rate by using large language models to post-process speaker diarization system outputs. (2024-01-07, shares: 27) · https://www.ml-quant.com/papers/arxiv/2401.03506/
- __[Sparse-View 3D Gaussian Splatting](https://arxiv.org/pdf/2405.12110)__: A new perspective for 3D Gaussian Splatting improves sparse-view 3DGS by identifying and suppressing inaccurate reconstruction, achieving high-quality novel view synthesis. (2024-05-20, shares: 27) · https://www.ml-quant.com/papers/arxiv/2405.12110/
- __[Cultural Competence in Text-to-Image Models](https://arxiv.org/abs/2407.06863)__: A new framework assesses the cultural competence of Text-to-Image models, revealing significant gaps in cultural awareness and providing insights into the cultural diversity of model outputs. (2024-07-09, shares: 23) · https://www.ml-quant.com/papers/arxiv/2407.06863/

## Papers with code

### Trending

- __[Voice Interaction Models](https://github.com/funaudiollm/cosyvoice)__: The report presents FunAudioLLM, a new model aimed at enhancing voice communication between humans and large language models. (2024-07-16, shares: 2037)
- __[OnDevice Language Models](https://github.com/facebookresearch/mobilellm)__: The MobileLLMLS models demonstrate an accuracy improvement of 0.70.8 over the MobileLLM 125M350M models. (2024-07-13, shares: 648)
- __[Multimodal Story Generation](https://github.com/tencentarc/seed-story)__: A new multimodal attention sink mechanism is suggested for efficiently creating stories with up to 25 sequences, using only 10 for training. (2024-07-13, shares: 142)
- __[Leaderboard Operations Study](https://github.com/sailresearch/awesome-foundation-model-leaderboards)__: The research identifies 8 distinct types of leaderboard smells in LBOps. (2024-07-16, shares: 135)

### Rising

- __[CorrNet3D: Dense Correspondence Learning for 3D Point Clouds](https://github.com/ZENGYIMING-EAMON/CorrNet3D)__: Dense Correspondence Learning for 3D Point Clouds: The symmetric deformer uses a unique loss method to modify two altered point clouds, enhancing unsupervised learning of correspondence. (2024-07-13, shares: 118)
- __[OpenDiLoCo: Global LowCommunication Training Framework](https://github.com/PrimeIntellect-ai/OpenDiLoCo)__: Global LowCommunication Training Framework: OpenDiLoCo is a freely available version of the DiLoCo training method, designed for training large language models. (2024-07-13, shares: 99)
- __[QGaLore: Quantized GaLore with INT4 Projection](https://github.com/VITA-Group/Q-GaLore)__: Quantized GaLore with INT4 Projection: QGalore enhances memory efficiency by merging quantization and low-rank projection, offering improvements over the GaLore system. (2024-07-16, shares: 98)
- __[Internet of Agents: Collaborative Intelligence with Heterogeneous Agents](https://github.com/openbmb/ioa)__: Collaborative Intelligence with Heterogeneous Agents: The progress of large language models has significantly contributed to the development of highly efficient autonomous agents. (2024-07-13, shares: 86)
- __[MAVIS: Mathematical Visual Instruction Tuning](https://github.com/zrrskywalker/mavis)__: Mathematical Visual Instruction Tuning: Enhancements in visual encoding of math diagrams, alignment of diagrams and language, and mathematical reasoning abilities are required in MLLMs. (2024-07-13, shares: 48)

## GitHub

### Finance

- __[HighFrequency Trading with Data Science](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)__: The article explores the application of data science and machine learning in creating high-frequency trading strategies with full orderbook tick data. (2016-07-21, shares: 1867)
- __[Online Machine Learning Python](https://github.com/online-ml/river)__: The piece provides a tutorial on implementing online machine learning using the Python programming language. (2019-01-24, shares: 4884)
- __[Investment Research](https://github.com/OpenBB-finance/OpenBB)__: The article discusses how to make investment research available to everyone, irrespective of their geographical location. (2020-12-20, shares: 26626)
- __[Rust Machine Learning](https://github.com/rust-ml/linfa)__: The article introduces a new machine learning framework developed using the Rust programming language. (2018-04-05, shares: 3552)
- __[HighPerformance Trading](https://github.com/f0cii/moxt)__: The piece showcases a high-performance trading library, developed in Mojo and C, designed to simplify quantitative trading. (2023-12-07, shares: 33)

### Trending

- __[CrewAI: Collaborative AI for Autonomous Agents](https://github.com/crewAIInc/crewAI)__: Collaborative AI for Autonomous Agents: CrewAI offers a system for AI agents to work together autonomously in role-playing situations. (2023-10-27, shares: 17180)
- __[PyroPPL: Deep Probabilistic Programming](https://github.com/pyro-ppl/pyro)__: Deep Probabilistic Programming: The article explores the combination of Python and PyTorch in advanced probabilistic programming. (2017-06-16, shares: 8440)
- __[Terraform Provider for Proxmox](https://github.com/Telmate/terraform-provider-proxmox)__: A new Terraform provider plugin designed for Proxmox is introduced in the article. (2017-02-09, shares: 2024)
- __[ModelScope: Model as a Service](https://github.com/modelscope/modelscope)__: Model as a Service: ModelScope is working towards realizing the idea of ModelasaService. (2022-07-25, shares: 6510)
- __[Tegon: Open-Source AI for Jira Linear](https://github.com/tegonhq/tegon)__: Open-Source AI for Jira Linear: Tegon is a new open-source, AI-powered project management tool, offering an alternative to Jira and Linear. (2024-01-23, shares: 1101)

## News

### Quantitative

- __[AI Fund Launch](https://www.hedgeweek.com/astant-to-launch-ai-powered-quant-hedge-fund/)__: Astant Global Management, a London-based investment manager, is set to launch a new AI-based quantitative hedge fund strategy later this year. (2024-07-15, shares: 6)
- __[Archegos Founder Convicted](https://www.hedgeweek.com/archegos-founder-guilty-of-securities-fraud/)__: Archegos Capital Management's founder, Bill Hwang, has been convicted of securities fraud and market manipulation, leading to massive losses for global investment banks. (2024-07-11, shares: 5)
- __[TNS Includes LTSE Feeds](https://www.hedgeweek.com/tns-onboards-new-ltse-market-data-feeds/)__: Transaction Network Services will now support the new range of MEMOIR market data feeds from the LongTerm Stock Exchange. (2024-07-11, shares: 4)
- __[Statar Capital Reduces Losses](https://www.hedgeweek.com/statar-capital-cuts-losses-after-double-digit-drop/)__: Ron Ozer, a natural gas trading specialist, has managed to cut losses at his Miami-based hedge fund, Statar Capital, following significant declines earlier in Q2. (2024-07-11, shares: 4)
- __[Quant Funds: FinTech](https://news.google.com/rss/articles/CBMiZWh0dHBzOi8vbWVkaXVtLmNvbS9AZG9uY2hhbmRhbmE4NC9xdWFudC1mdW5kcy10aGUtaW50ZXJzZWN0aW9uLW9mLWZpbmFuY2UtYW5kLXRlY2hub2xvZ3ktNTVjYjRkNmZkNDhh0gEA?oc=5)__: FinTech: Don Silva's article on Medium explores the convergence of finance and technology in Quant Funds. (2024-07-12, shares: 4)
- __[Quant Finance Compensation](https://www.efinancialcareers.com/news/salaries-and-bonuses-in-quant-finance-broken-down-by-role-seniority-and-region)__: Quantitative roles can provide similar salaries to those in quantitative research. (2024-07-16, shares: 4)
- __[Longshort Equity Q2 Outperforms](https://www.hedgeweek.com/long-short-equity-strategies-continue-to-outperform-in-q2/)__: Equity long-short strategies had an average increase of 2.7% in Q2, outperforming other strategies, as per Unlimited's Hedge Fund Barometer. (2024-07-17, shares: 4)
- __[South Korea Hedge Fund Payment](https://www.hedgeweek.com/south-korea-appeals-32m-hedge-fund-payment-over-samsung-deal/)__: South Korea is contesting a Hague court's decision that it must pay $32m to US hedge fund Mason Capital Management for interfering in a 2015 Samsung merger. (2024-07-12, shares: 3)
- __[Segantii Returns Client Capital](https://www.hedgeweek.com/segantii-returns-over-90-of-client-capital-in-two-months/)__: Segantii Capital Management has reportedly returned over 90% of client capital in less than two months after deciding to refund. (2024-07-16, shares: 3)
- __[London Hedge Funds Hire Engineering Head](https://www.efinancialcareers.com/news/hedge-fund-s-london-hiring-includes-ex-cambridge-university-engineering-head)__: Hedge funds do not only recruit employees from the finance industry. (2024-07-16, shares: 3)

### Miscellaneous

- __[Iress and Dow Jones partnership extended](https://www.hedgeweek.com/iress-and-dow-jones-extend-partnership-for-real-time-market-news/)__: Iress has partnered with Dow Jones Newswires to provide real-time market news to its clients through its market data and trading software. (2024-07-11, shares: 3)
- __[Liquidnet appoints Head of International](https://www.hedgeweek.com/liquidnet-appoints-head-of-international-in-the-americas/)__: Liquidnet has hired Jeffrey Crane as Head of International in the Americas, reporting to Alan Polo, Head of Equity Sales and Trading Americas. (2024-07-16, shares: 3)
- __[Laser Digital partners with 4OTC for low latency connectivity](https://www.hedgeweek.com/laser-digital-partners-with-4otc-to-provide-low-latency-connectivity-to-digital-asset-exchanges/)__: Nomura's subsidiary, Laser Digital, has teamed up with 4OTC to provide ultra-low latency connectivity to multiple global exchanges for digital assets and FX. (2024-07-12, shares: 2)
- __[Hedge fund software bets hit record low](https://www.hedgeweek.com/hedge-fund-software-bets-fall-to-record-low/)__: Global hedge funds have cut their exposure to US software stocks to multi-year lows following a tech sector selloff, says Morgan Stanley's prime brokerage division. (2024-07-16, shares: 2)
- __[China tightens shortselling restrictions](https://www.hedgeweek.com/china-ups-short-selling-restrictions-to-stabilise-stock-market/)__: China's securities regulator has imposed more restrictions on short-selling and pledged stricter oversight of computer-driven trading to bolster the struggling stock market. (2024-07-15, shares: 2)
- __[Digital Assets Funds Inflow](https://www.hedgeweek.com/digital-assets-funds-see-with-largest-week-of-inflows-at-1-44bn/)__: CoinShares' Digital Assets Fund Flows Weekly Report shows that digital asset investment products had the fifth highest weekly total on record, with inflows of 1.44bn. (2024-07-16, shares: 2)
- __[SkyBridge Client Exit Limits](https://www.hedgeweek.com/scaramuccis-skybridge-limits-client-exits-despite-crypto-surge/)__: SkyBridge Capital, owned by Anthony Scaramucci, has restricted client withdrawals from its crypto-focused hedge fund despite high returns, as per a Bloomberg report. (2024-07-12, shares: 2)
- __[DTCC FICC VaR Calculator](https://www.hedgeweek.com/dtccs-ficc-launches-public-facing-var-calculator/)__: The Depository Trust & Clearing Corporation has launched a public Value at Risk calculator to assist market participants in evaluating potential margin and clearing fund obligations. (2024-07-12, shares: 2)
- __[ExCredit Suisse Technologists Hedge Funds](https://www.efinancialcareers.com/news/ex-credit-suisse-technologists-are-resurfacing-at-top-hedge-funds-tech-firms)__: Engineers are achieving success outside of Swiss multinational investment bank and financial services company, UBS. (2024-07-15, shares: 1)
- __[GoldenTree €404m CLO Closure](https://www.hedgeweek.com/goldentree-closes-e404m-clo-under-glm-strategy/)__: GoldenTree Asset Management has completed a €404m collateralised loan obligation managed by GLM III, marking the 28th CLO issued under the firm's GLM CLO strategy, totalling over 15bn. (2024-07-16, shares: 1)

## Podcasts

### Quantitative

- __[Market Rebellion with Jon Najarian](https://pdcn.co/e/www.buzzsprout.com/2034153/15412336-market-rebellion-and-options-insights-with-jon-najarian.mp3)__: Ex-Chicago Bears player Jon Najarian talks about his shift from sports to trading, the difficulties in the cannabis industry, and the need for disciplined trading and diversification in an unstable market. (2024-07-14, shares: 19)
- __[EM Fixed Income vs US elections](https://atanyrate.podbean.com/e/em-fixed-income-focus-the-data-vs-the-us-elections/)__: EM strategists Jonny Goulden and Saad Siddiqui discuss the effect of the US elections on EM markets and supportive global data, strictly prohibiting the use of J.P. Morgan Data in third-party AI systems. (2024-07-12, shares: 8)
- __[EM Fixed Income Focus vs US elections](https://atanyrate.podbean.com/e/em-fixed-income-focus-the-data-vs-the-us-elections-1720817908/)__: Jonny Goulden and Saad Siddiqui update on EM markets, highlighting the impact of US elections and global data, and stress on the privacy of J.P. Morgan Data in AI systems. (2024-07-12, shares: 8)
- __[Michael Mauboussin Market Concentration](https://sites.libsyn.com/244787/michael-mauboussin-market-concentration-buybacks-luck-vs-skill)__: Michael Mauboussin, Head of Consilient Research at Counterpoint Global, talks about decision-making, behavioral economics, and investing, covering topics like public vs. private equity, luck vs. skill, and tips for budding investment professionals. (2024-07-11, shares: 8)
- __[Global FX On Japan intervention](https://atanyrate.podbean.com/e/global-fx-on-japan-intervention-gpif-dollar-supports-and-european-data/)__: Global FX Strategists discuss the future of yen flows, the dollar's response to CPI and payrolls, and the implications of the latest data for EUR, GBP, and Scandi FX, strictly prohibiting the use of J.P. Morgan Data in third-party AI systems. (2024-07-12, shares: 7)

### Related

- __[Investing in Cannabis](https://traffic.megaphone.fm/TIFM7372605845.mp3?updated=1720715050)__: Aaron Edelheit, CEO of Mindset Capital, discusses the potential for cannabis legalization at the federal level, the industry's challenges and opportunities, and his interest in low dose hemp beverages. (2024-07-12, shares: 7)
- __[Global Market Predictions](https://pdcn.co/e/www.buzzsprout.com/2034153/15419038-david-rosenberg-s-bold-predictions-on-global-markets-and-economic-trends.mp3)__: Economist David Rosenberg expresses optimism for markets outside the S&P 500, pointing out opportunities in Japan, India, and commodities, while cautioning about a possible recession. (2024-07-16, shares: 6)
- __[Unified Trading Framework](https://soundcloud.com/user-393208363/lorenzo-ravagli-09072024)__: Lorenzo Ravagli of JP Morgan suggests a new approach for trading the volatility skew premium. (2024-07-12, shares: 4)
- __[Oil Balance Dichotomy](https://atanyrate.podbean.com/e/global-commodities-a-dichotomy-in-the-oil-balance/)__: Natasha Kaneva, Head of Global Commodities Research, forecasts a 1.0 mbd oil liquids deficit in 3Q, maintains her prediction of Brent oil reaching $90 by September, and expects a drop to mid-$60s in 4Q25. (2024-07-12, shares: 2)
- __[Tian Yang's Trading Insights](https://macrovoices.podbean.com/e/macrovoices-436-tian-yang-left-right-tails/)__: MacroVoices hosts Erik Townsend and Patrick Ceresna invite Variant Perception CEO Tian Yang to discuss leading indicators and the most advantageous trades currently. (2024-07-12, shares: 2)

## Blogs

### Quantitative

- __[Exotic Markets](https://www.man.com/maninstitute/the-big-picture-journeying-exotic-markets)__: Russell Korgaonkar discusses Man AHL's investment in unusual markets, highlighting potential benefits for investors and predicting future trends. (2024-07-11, shares: 2)
- __[TSV Strategy](https://www.quantifiedstrategies.com/time-segmented-volume/)__: The article explores the use of Time in simplifying the analysis of price fluctuations and spotting trading opportunities. (2024-07-16, shares: 1)

### Related

- __[Speculation & Innovation](https://stockviz.substack.com/p/cryptonite-july-2024)__: The article examines the role of speculation in driving innovation. (2024-07-14, shares: 0)
- __[Independent Event Probability](https://rajivsethi.substack.com/p/strategic-projections-of-confidence)__: The article delves into the idea of events that occur independently of human beliefs or perceptions. (2024-07-11, shares: 0)

## X / Twitter

### Quantitative

- __[Practical Uses of Derivatives](https://twitter.com/quantseeker/status/1813503954946584774)__: Fabozzi's research illustrates the practical applications of derivatives in areas like asset allocation and liquidity management. (2024-07-17, shares: 7)
- __[Valuation and Hedging Cryptocurrency Options](https://twitter.com/ArturSepp/status/1811719861128614288)__: Lucic's paper delves into the practical aspects of valuation hedging and systematic deltahedged strategies in cryptocurrency options. (2024-07-12, shares: 7)
- __[Statistical Arbitrage with Oil Futures](https://twitter.com/quantseeker/status/1812157707471770092)__: Fanelli's research presents a statistical arbitrage portfolio involving different oil futures, demonstrating significant performance after costs. (2024-07-13, shares: 5)
- __[Quantile Regression for Factor Modeling](https://twitter.com/carlcarrie/status/1811902002353598484)__: A study on Quantile Regression and Equity Factor Modeling explores the application of the 3 and 5 Factor model in Taiwan's stock market. (2024-07-13, shares: 3)
- __[Liquid Alternative Strategies](https://twitter.com/quantseeker/status/1813507468900872684)__: ManGroup's report suggests that liquid alternative strategies, such as trend-following and long-short quality stocks, could potentially replace bonds. (2024-07-17, shares: 1)

### Miscellaneous

- __[Generative AI Impact on Quant Research](https://twitter.com/quantseeker/status/1811343749395501258)__: The article explores the effects, difficulties, and potential advancements of using generative AI in quantitative research. (2024-07-11, shares: 1)
- __[Firm Profitability Decomposition](https://twitter.com/quantseeker/status/1812932231377350730)__: The article reviews a study by Han et al., suggesting that investors frequently undervalue the impact of firm-specific factors on profitability, leading to substantial returns. (2024-07-15, shares: 0)
- __[Investors' Beliefs on Efficient Markets Survey](https://twitter.com/verdadcap/status/1812844014212669621)__: The article discloses a survey indicating that most investors think a company's future returns are affected by outdated news about its future profits. (2024-07-15, shares: 0)
- __[Bayesian Sports Models in R](https://twitter.com/Gingfacekillah/status/1812873184103833767)__: The author has released a new book titled Bayesian Sports Models in R, featuring colorized R and Stan code and a complete R code download package. (2024-07-15, shares: 0)
- __[Market Timing Strategy Outperforms Markov-Switching Models](https://twitter.com/quantseeker/status/1812496453412995167)__: Research by Shu and team shows that a market timing strategy using a statistical jump model is more effective than Markov-switching models, leading to better Sharpe ratios and reduced turnover. (2024-07-14, shares: 0)
- __[Incorporating Text Sentiment into Backtesting](https://twitter.com/quantseeker/status/1811498897623388199)__: QuantRocket discusses how to integrate text sentiment into your backtesting process in a recent article. (2024-07-11, shares: 0)