---
title: Quant Letter No. 58: July 2024, Week 4
url: https://www.ml-quant.com/issues/2024-07-24/
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: 2024-07-24
---


# Quant Letter No. 58: July 2024, Week 4

Sent 2024-07-24. 162 items.

## arXiv

### Finance

- __[Equity Index Options Construction](https://arxiv.org/abs/2407.13908)__: The study shows that using S&P500 index options in systematic index option-writing strategies can yield higher returns than traditional methods, with the Black-Scholes-Merton model proving more effective than the Variance-Gamma model. (2024-07-18, shares: 9) · https://www.ml-quant.com/papers/arxiv/2407.13908/
- __[Deep vs. Delta Hedging](https://arxiv.org/abs/2407.14736)__: The research compares deep hedging and delta hedging in a GARCH-based market model, suggesting that the difference between the two can be a statistical arbitrage if the risk measure doesn't adequately consider negative outcomes. (2024-07-20, shares: 8) · https://www.ml-quant.com/papers/arxiv/2407.14736/
- __[Systemic Risk in Financial Networks](https://arxiv.org/abs/2407.14272)__: The study proves that the global balance index of financial correlation networks can effectively measure systemic risk, as confirmed by its application to real financial data. (2024-07-19, shares: 8) · https://www.ml-quant.com/papers/arxiv/2407.14272/
- __[Dynamic Pricing in Securities Lending](https://arxiv.org/abs/2407.13687)__: The research indicates that existing contextual bandit frameworks can be effectively used in the securities lending market, generating at least 15% more total revenue than standard methods. (2024-07-18, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.13687/
- __[Deep Learning for Initial Margin](https://arxiv.org/abs/2407.16435)__: The study introduces a method for training neural networks for Dynamic Initial Margin computation in counterparty credit risk, which reduces dataset generation costs and eliminates the need for repeated training. (2024-07-23, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.16435/
- __[Negative Drift of LO Fill](https://arxiv.org/abs/2407.16527)__: The research identifies a negative drift in market making models, particularly in limit order fills, using the 10 Year US Treasury Bond futures for empirical simulation. (2024-07-23, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.16527/
- __[Unified Asymptotics for Inv](https://arxiv.org/abs/2407.13547)__: The study expands the optimal investment framework in a market with transaction costs and search frictions, introducing a new asymptotic framework for small costs and frictions. (2024-07-18, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.13547/
- __[Weak Conv in GGC](https://arxiv.org/abs/2407.15105)__: The research shows that weak convergence in generalized gamma convolution distributions implies mean value convergence, proving the robustness of the optimal portfolio under exponential utility function with hyperbolic distributions. (2024-07-21, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.15105/
- __[Calibrating Heston Model with DDN](https://arxiv.org/abs/2407.15536)__: A deep learning framework is proposed for calibrating the Heston option pricing model, showing superior performance in calibration accuracy and computational time compared to non-differential neural networks. (2024-07-22, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.15536/
- __[Counter-Monotonic Risk Allocations](https://arxiv.org/abs/2407.16099)__: The paper studies efficient risk sharing in markets with counter-monotonic constraints, characterizing optimal allocations for different types of agents and confirming risk-seeking agents tend to invest more in risky assets. (2024-07-23, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.16099/

### Economics

- __[Rational Bubbles](https://arxiv.org/abs/2407.14017)__: The article refutes the existence of rational bubbles in the model proposed by Miao and Wang (2018), providing clarity on the concept. (2024-07-19, shares: 7) · https://www.ml-quant.com/papers/arxiv/2407.14017/
- __[Information Similarity](https://arxiv.org/abs/2407.14773)__: The research on collective action games with incomplete information reveals that similar information can both facilitate and obstruct coordination, applicable to authoritarian governments and committee decision-making. (2024-07-20, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.14773/
- __[Software Complexity](https://arxiv.org/abs/2407.13880)__: The article uses data on programming languages in open-source projects to estimate a country's software economic complexity, demonstrating its relevance to international differences in GDP per capita, income inequality, and emissions. (2024-07-18, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.13880/
- __[Evolution of Economic Activities](https://arxiv.org/abs/2407.14267)__: The research uses a new model to examine the growth of economic activities, considering the balance between agglomeration and congestion, using data from Italian municipalities' income from 2008-2019, and performs better than typical spatial economic models. (2024-07-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.14267/
- __[Occupational Transition Bottlenecks](https://arxiv.org/abs/2407.14179)__: The research uses French job data to pinpoint issues in job transitions, introducing two measures, transferability and accessibility, to enhance understanding of labor market movements and improve mobility, offering a structure for effective retraining programs and labor market efficiency. (2024-07-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.14179/
- __[Factor-Biased Learning](https://arxiv.org/abs/2407.14016)__: The research creates a dynamic model of production, export, and capital investment, discovering that exporting plants significantly upgrade their technology, boosting total productivity and the productivity of both skilled and unskilled workers, especially for new exporters. (2024-07-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.14016/

### Miscellaneous

- __[XDRL for Portfolio Management](https://arxiv.org/abs/2407.14486)__: A new Explainable Deep Reinforcement Learning (XDRL) method for portfolio management has been developed, combining Proximal Policy Optimization with explainable techniques for better transparency in investment predictions. (2024-07-19, shares: 5) · https://www.ml-quant.com/papers/arxiv/2407.14486/
- __[Generative Models & Prompt Adaptation](https://arxiv.org/abs/2407.14333)__: An online experiment with AI models DALL-E 2 and DALL-E 3 showed that as AI improves, users adapt their prompts to utilize new capabilities, with DALL-E 3 users giving longer, more detailed prompts. (2024-07-19, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.14333/
- __[Individual Vitality Dynamics in Mortality](https://arxiv.org/abs/2407.15388)__: A new mortality modeling approach has been introduced, focusing on individual vitality dynamics and defining mortality as vitality depletion to zero, providing a new perspective for mortality modeling in various research fields. (2024-07-22, shares: 4) · https://www.ml-quant.com/papers/arxiv/2407.15388/
- __[Cryptoeconomics & Tokenomics Survey](https://arxiv.org/abs/2407.15715)__: A study of cryptoeconomics and tokenomics from an economic viewpoint suggests that integrating these concepts can be innovative, aiming to connect the contexts of economics and blockchain. (2024-07-22, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.15715/

### Crypto & Blockchain

- __[Blockchain Trilemma: Algorand vs Ethereum 2.0](https://arxiv.org/abs/2407.14335)__: Algorand vs Ethereum 2.0: The study assesses the effectiveness of Algorand and Ethereum 2.0 in tackling the Blockchain Trilemma by examining their decentralization, security, and scalability. (2024-07-19, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.14335/
- __[Drivers of Tokenized Exit to DAOs](https://arxiv.org/abs/2407.14327)__: The paper investigates why blockchain startups are shifting to Decentralized Autonomous Organizations (DAOs), citing financial goals, governance rights, and market, legal and social norms as possible motivations. (2024-07-19, shares: 2) · https://www.ml-quant.com/papers/arxiv/2407.14327/

### Historical Trending

- __[Mean Field Game Approach to Pollution Regulation](https://arxiv.org/abs/2407.12754)__: The article uses a model to study the effect of cap-and-trade pollution regulation on competitive firms. It finds that the level of competition greatly affects the economic outcomes of such regulation. (2024-07-17, shares: 3) · https://www.ml-quant.com/papers/arxiv/2407.12754/

## SSRN

### Quantitative

- __[Statistical Arbitrage vs. Delta Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899809)__: Horikawa and Nakagawa's 2024 study suggests that deep hedging can have a speculative aspect, which can be mitigated by choosing the right risk measure. (2024-07-19, shares: 5) · https://www.ml-quant.com/papers/ssrn/4899809/
- __[Leverage Dynamics in Crises](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898492)__: The paper reconciles the conflict between risk premiums and belief uncertainty during economic crises using a model that includes leverage dynamics. (2024-07-18, shares: 4) · https://www.ml-quant.com/papers/ssrn/4898492/
- __[Idiosyncratic Contagion in ETFs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4904298)__: The research investigates the return spillovers between ETFs and stocks, revealing an industry pattern and emphasizing the importance of careful supervision during periods of high market volatility. (2024-07-24, shares: 5) · https://www.ml-quant.com/papers/ssrn/4904298/
- __[Intrusion Detection for IoV Security](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903760)__: The paper introduces a new method for updating Intrusion Detection Systems in Internet of Vehicles applications using Convolutional Neural Networks to speed up the detection of recent attacks. (2024-07-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/4903760/
- __[Dynamic Agency Hedging](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903495)__: The research suggests a dynamic financial hedging strategy to spread a firm’s risk, demonstrating that reduced hedging costs result in increased investor value and firm investment. (2024-07-23, shares: 3) · https://www.ml-quant.com/papers/ssrn/4903495/
- __[Web Tracking Quality](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903978)__: Big tech companies like Google, Facebook, and Amazon use online user behavior tracking for targeted advertising, which could disadvantage smaller firms and affect GDPR regulations. (2024-07-24, shares: 4) · https://www.ml-quant.com/papers/ssrn/4903978/
- __[Optimizing Canal Operations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903807)__: A new tool that combines data science and machine learning can improve water management in large irrigation projects, ensuring fair distribution. (2024-07-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/4903807/
- __[Day Trading Profitability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898296)__: The Opening Range Breakout day trading strategy can yield high returns when used with leverage or leveraged products in US public equity markets. (2024-07-18, shares: 3) · https://www.ml-quant.com/papers/ssrn/4898296/
- __[Shear Strength Prediction](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898878)__: Machine learning models, specifically the Extreme Gradient Boosting model, can accurately predict the shear capacity of certain strengthened beams, aiding in better design practices. (2024-07-18, shares: 3) · https://www.ml-quant.com/papers/ssrn/4898878/
- __[Digital Transformation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4901533)__: Digital transformation can greatly enhance corporate diversification, as demonstrated by a mathematical model and data from China's A-share listed companies. (2024-07-22, shares: 3) · https://www.ml-quant.com/papers/ssrn/4901533/
- __[Valuation of FX Variance Derivatives](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899104)__: The article introduces a faster, more accurate method for pricing variance derivatives using one-dimensional PDE. (2024-05-31, shares: 12) · https://www.ml-quant.com/papers/ssrn/4899104/
- __[Boosted Return with News](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4900825)__: The article uses XGBoost to predict next-day volatility jumps based on over 1400 news topics, improving portfolio performance. (2023-09-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4900825/
- __[Real Time Implied Volatility Calibrations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899357)__: The paper presents a robust method for calibrating the SVI model to volatility surfaces in cryptocurrency markets using advanced optimization techniques. (2024-07-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4899357/
- __[Wisdom of the Field Study Research](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899621)__: The chapter explores the impact of big data on positivist field research in performance measurement, emphasizing the importance of qualitative field data. (2023-12-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/4899621/
- __[Numerical PDE Approach for Options Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898573)__: The study recommends using the implicit scheme for pricing and hedging options due to its stability, despite slower convergence. (2024-05-20, shares: 2) · https://www.ml-quant.com/papers/ssrn/4898573/
- __[AI and Open Government Data Assets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4900823)__: The article emphasizes the importance of open data for AI, but also warns about ethical issues and potential harms related to data availability. (2024-07-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4900823/
- __[Subjectivity in Performance Measurement](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4904010)__: The chapter explores how subjectivity influences performance measurement, focusing on practices that improve incentive and behavioral alignment. (2024-03-28, shares: 2) · https://www.ml-quant.com/papers/ssrn/4904010/
- __[Mafia Infiltration Prediction with Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4901233)__: The research uses machine learning to predict mafia infiltration in Italian local governments, offering a tool for early detection and understanding the causes of such crime. (2024-07-01, shares: 2) · https://www.ml-quant.com/papers/ssrn/4901233/

### Financial

- __[SP 500 Volatility Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903194)__: The research investigates four techniques to enhance the precision of volatility forecasts for the SP 500, including the GARCH model, an LSTM network, a hybrid LSTM-GARCH model, and an advanced hybrid model incorporating the VIX index. (2024-07-23, shares: 2) · https://www.ml-quant.com/papers/ssrn/4903194/
- __[Employee Stock Option Diversification](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4902018)__: The study reveals that employees use stock options for consumption rather than diversification, with changes in home prices and new restricted stock grants affecting their choices. (2024-07-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/4902018/
- __[Derivative Models for Commodity Indices](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898611)__: The article contrasts two models for pricing derivative contracts on a commodity index, emphasizing the difficulties of the microscopic approach and doubting the accuracy of the macroscopic approach. (2024-07-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/4898611/
- __[Out-of-Sample Portfolio Returns](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899487)__: The paper presents a stochastic representation for the joint distribution of the out-of-sample mean and variance of portfolio rules, providing a toolkit for assessing portfolio performance and creating improved rules. (2024-07-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/4899487/
- __[Risk Aversion Calibration for Pension Allocation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898823)__: The research suggests a method to gauge an investor's risk aversion using actual asset allocation, calibrating a risk aversion parameter and exploring differences across financial categories. (2024-07-18, shares: 2) · https://www.ml-quant.com/papers/ssrn/4898823/
- __[Bank Trading Profit](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898830)__: Large U.S. dealer banks make substantial profits from their trading desks, which serve as financial intermediaries, without taking on market risk in the asset markets they mediate. (2024-07-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/4898830/
- __[Robinhood Stock Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4900783)__: Despite their lower investment sophistication, Robinhood investors significantly contribute to liquidity during earnings and M&A announcements, trading more based on sentiments and showing higher demand elasticity. (2024-07-15, shares: 3) · https://www.ml-quant.com/papers/ssrn/4900783/
- __[India's ESG Fund Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899425)__: ESG investing in India is scrutinized, comparing the financial performance of ESG funds to market benchmarks and using traditional risk-adjusted metrics to debunk misconceptions about ESG's impact on profits. (2023-02-02, shares: 2) · https://www.ml-quant.com/papers/ssrn/4899425/
- __[Dynamic Dividend Risk](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897959)__: The dividend risk premium (DRP) is studied at both portfolio and firm levels, showing it to be procyclical and trendstationary, with investor sentiment and interest rates significantly affecting DRP levels and magnitudes. (2024-07-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/4897959/

## RePEc

### Finance

- __[Market Conditions and Arbitrage Opportunities](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)__: A study reveals that market conditions pre and during COVID-19 did not affect arbitrage profits significantly, but high volatility and low liquidity during the pandemic made arbitrage unfeasible. (2024-07-24, shares: 23) · https://www.ml-quant.com/papers/repec/wly-ijfiec-v-29-y-2024-i-3-p-3007-3022/
- __[International Fund Performance](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)__: From 2004 to 2021, multi-asset funds investing globally underperformed, but performed better during market crises, with bond-focused funds doing well in non-crisis times and equity-focused funds during crises. (2024-07-24, shares: 22) · https://www.ml-quant.com/papers/repec/kap-empiri-v-51-y-2024-i-3-d-10-1007-s10663-024-09614-2/
- __[FX Options Returns Risk Factors](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Frof%2Frfae002%3Bh%3Drepec%3Aoup%3Arevfin%3Av%3A28%3Ay%3A2024%3Ai%3A3%3Ap%3A897-944.)__: Long-term straddle momentum, implied volatility, and illiquidity are identified as key predictors of cross-sectional foreign exchange options returns. (2024-07-24, shares: 19) · https://www.ml-quant.com/papers/repec/oup-revfin-v-28-y-2024-i-3-p-897-944/
- __[Forecasting Covariance Matrices](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbad013%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A22%3Ay%3A2024%3Ai%3A3%3Ap%3A696-742.)__: A new model enhances the prediction accuracy of large realized covariance matrices of returns by breaking down the return covariance matrix using standard firm-level factors and sectoral restrictions. (2024-07-24, shares: 14) · https://www.ml-quant.com/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-696-742/
- __[Portfolio Allocation with Graphical Lasso](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbad011%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A22%3Ay%3A2024%3Ai%3A3%3Ap%3A670-695.)__: The Factor Graphical Lasso (FGL) framework, which combines graphical models with the factor structure, consistently estimates portfolio weights and risk exposure, and outperforms several key competitors in portfolio allocation. (2024-07-24, shares: 11) · https://www.ml-quant.com/papers/repec/oup-jfinec-v-22-y-2024-i-3-p-670-695/

### Statistical

- __[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 article discusses a new method that merges decision trees and hidden Markov models to predict NFL play calls using time series data and the expectation-maximisation algorithm. (2024-07-24, shares: 23) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-024-00501-6/
- __[Intelligent 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 study introduces a dual-level optimization model for retail banking credit portfolio selection, aiming to reduce risk and increase returns, tested using data from four retail asset classes. (2024-07-24, 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 paper emphasizes the need to differentiate between marginal and conditional feature importance in machine learning, proposing a method that merges the conditional predictive impact framework with sequential knockoff sampling for complex, mixed data. (2024-07-24, shares: 15) · https://www.ml-quant.com/papers/repec/spr-alstar-v-108-y-2024-i-2-d-10-1007-s10182-023-00477-9/
- __[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, including scientific research output, internet infrastructure, and public consumption expense. (2024-07-24, shares: 13) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002786/
- __[Predicting Pump Inspections for Oil Wells](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F12%2F14%2F2231%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A12%3Ay%3A2024%3Ai%3A14%3Ap%3A2231-%3Ad%3A1437178)__: An improved model for predicting oil pump inspection cycles is proposed in the study, which could increase production efficiency and pumpjack lifespan. (2024-07-24, shares: 9) · https://www.ml-quant.com/papers/repec/gam-jmathe-v-12-y-2024-i-14-p-2231-d-1437178/
- __[Financial Distress Prediction in Pakistan](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIMEFM-10-2023-0404%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aimefmp%3Aimefm-10-2023-0404)__: The study creates a predictive model for forecasting financial distress in Pakistani companies, finding financial ratio indices to be more effective than individual ratios. (2024-07-24, shares: 9) · https://www.ml-quant.com/papers/repec/eme-imefmp-imefm-10-2023-0404/

### Machine Learning

- __[Cryptocurrency Factor Portfolios](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01260-w%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s11156-024-01260-w)__: The study suggests that adding cryptocurrency factors to a stock-bond portfolio can benefit investors, especially when using machine-learning for asset allocation. (2024-07-24, shares: 23) · https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-2-d-10-1007-s11156-024-01260-w/
- __[Risk Co-De Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs42001-023-00235-6%3Bh%3Drepec%3Aspr%3Ajcsosc%3Av%3A7%3Ay%3A2024%3Ai%3A1%3Ad%3A10.1007_s42001-023-00235-6)__: The paper presents a machine learning model to classify social media posts by risk perception, aiding in understanding human risk approach and informing communication strategies. (2024-07-24, shares: 16) · https://www.ml-quant.com/papers/repec/spr-jcsosc-v-7-y-2024-i-1-d-10-1007-s42001-023-00235-6/
- __[Stock Forum Sentiment](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 study uses sentiment analysis and machine learning to predict stock indexes, indicating that investor sentiments and exchange rate are key for short-term predictions of the Shanghai Composite Index. (2024-07-24, 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 research introduces a sequential random search method for hyperparameter tuning in machine learning, which can identify and remove poor parameter configurations early, reducing the number of evaluations needed. (2024-07-24, 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 uses machine learning to predict the results of standard battles in the Chinese solid-state lighting industry, with the random subspace-MultiBoosting approach proving most effective. (2024-07-24, shares: 12) · https://www.ml-quant.com/papers/repec/eee-tefoso-v-205-y-2024-i-c-s0040162524002956/
- __[Novel Banking Loss Model](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Frepec.bingol.edu.tr%2Fbgo%2FA-Novel-Hybrid-Regression-Model-for-Banking-Loss-Estimation.pdf%3Bh%3Drepec%3Abgo%3Ajournl%3Av%3A8%3Ay%3A2024%3Ai%3A1%3Ap%3A91-105)__: The study uses a hybrid approach with historical financial ratios to predict US bank failures, showing better performance than existing methods with a low Mean Squared Error and high R-squared value. (2024-07-24, shares: 10) · https://www.ml-quant.com/papers/repec/bgo-journl-v-8-y-2024-i-1-p-91-105/
- __[Vaccination Impact on Mortality](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fectj%2Futae005%3Bh%3Drepec%3Aoup%3Aemjrnl%3Av%3A27%3Ay%3A2024%3Ai%3A2%3Ap%3A299-322.)__: The paper uses double machine learning to estimate the impact of vaccination on COVID-19 mortality in the EU, finding that a 10% increase in doses significantly reduces deaths and that Moderna and AstraZeneca vaccines are more cost-effective than Pfizer. (2024-07-24, shares: 10) · https://www.ml-quant.com/papers/repec/oup-emjrnl-v-27-y-2024-i-2-p-299-322/
- __[CEO Narcissism and Capital Structure](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FRBF-04-2023-0087%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Arbfpps%3Arbf-04-2023-0087)__: The study uses machine learning and text analysis to study the effect of CEO optimism and narcissism on a company's capital structure, finding a slight, nonlinear impact of narcissism and no sex-dependence for median values of optimism and narcissism. (2024-07-24, shares: 9) · https://www.ml-quant.com/papers/repec/eme-rbfpps-rbf-04-2023-0087/

### Deep Learning

- __[Title: 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)__: FinBERT and LSTM for Stock Price Prediction: The article discusses a new hybrid model that combines BERT and LSTM for predicting stock prices. This model also includes financial news sentiment analysis and technical indicators. The model outperforms existing methods, especially in predicting significant stock price fluctuations. (2024-07-24, 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)__: Implementing machine learning algorithms for business trend prediction requires significant changes to current systems. (2023-05-13, shares: 52) · https://www.ml-quant.com/papers/repec/bao-jdaisn-v-2-y-2023-i-1-p-9-16-id-13/
- __[Predicting Earnings Changes](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 can accurately predict future earnings changes, surpassing traditional models and expert forecasts. (2022-09-01, shares: 93) · https://www.ml-quant.com/papers/repec/bla-joares-v-60-y-2022-i-2-p-467-515/
- __[Brazilian Mutual Funds Evaluation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-01-2021-0153%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-01-2021-0153)__: Three- or five-factor models can minimize market anomalies in equity mutual fund performance evaluation, with conditional methods offering more explanation. (2022-07-20, shares: 14) · https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-01-2021-0153/
- __[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)__: Machine learning can identify financial misinformation on social media, using a dataset of financial news scrutinized by the Securities and Exchange Commission. (2022-08-24, shares: 32) · https://www.ml-quant.com/papers/repec/bla-popmgt-v-31-y-2022-i-8-p-3160-3179/
- __[BidRigging Cartel 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)__: Bid-rigging cartels can be accurately detected using statistical screening and machine learning, but performance varies across different countries due to institutional differences. (2022-03-20, shares: 24) · https://www.ml-quant.com/papers/repec/bla-jorssa-v-185-y-2022-i-3-p-1074-1114/
- __[Anomalies Link](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. (2022-11-22, shares: 116) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-77-y-2022-i-1-p-639-681/
- __[Factor Timing 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 characteristic-based factors, which yields high economic value and is robust even after accounting for traditional factor models and transaction costs. (2023-09-25, shares: 52) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-485-505/
- __[Forecasting Chinese Economy](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 certain Chinese economic indicators than traditional models, except during the Global Financial Crisis period. (2023-05-25, shares: 10) · https://www.ml-quant.com/papers/repec/bla-acctfi-v-63-y-2023-i-1-p-719-767/
- __[Ukraine War Modeling](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 study examines the topics and sentiments of Ukrainian Telegram users during the first two months of war, emphasizing the need for social media analytics to detect and counter social manipulation. (2023-12-16, shares: 9) · https://www.ml-quant.com/papers/repec/bla-rgscpp-v-15-y-2023-i-1-p-56-74/
- __[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 research uses properties of the currency market to create a risk-efficient portfolio of individual currencies, discovering that at least 85% of risk in these assets does not impact their risk premiums. (2023-10-11, shares: 21) · https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-2-p-693-730/

## Machine learning

### Recently Published

- __[Video LLMs with SlowFast-LLaVA](https://arxiv.org/abs/2407.15841)__: SlowFast-LLaVA is a new video language model that excels in capturing spatial semantics and temporal context in videos, surpassing other methods in various video tasks. (2024-07-22, shares: 56) · https://www.ml-quant.com/papers/arxiv/2407.15841/
- __[KAN vs. MLP Comparison](https://arxiv.org/abs/2407.16674)__: A comparison of KAN and MLP models shows that MLP generally performs better, except in tasks involving symbolic formula representation. (2024-07-23, shares: 50) · https://www.ml-quant.com/papers/arxiv/2407.16674/
- __[ChatQA 2: Bridging the Gap](https://arxiv.org/abs/2407.14482)__: Bridging the Gap: ChatQA 2 is a model that improves long-context understanding and retrieval-augmented generation, matching the accuracy of top proprietary models. (2024-07-19, shares: 36) · https://www.ml-quant.com/papers/arxiv/2407.14482/
- __[GroupMamba: Efficient Visual State Model](https://arxiv.org/abs/2407.13772)__: Efficient Visual State Model: The Modulated Group Mamba layer is introduced for state-space models, effectively addressing scaling issues in computer vision tasks and improving performance in image classification, object detection, and segmentation. (2024-07-18, shares: 31) · https://www.ml-quant.com/papers/arxiv/2407.13772/
- __[NVRetriever: Hard-Negative Mining](https://arxiv.org/abs/2407.15831)__: Hard-Negative Mining: The article suggests positive-aware mining methods for fine-tuning text embedding models, with the NV-Retriever-v1 model outperforming previous methods in the MTEB Retrieval benchmark. (2024-07-22, shares: 29) · https://www.ml-quant.com/papers/arxiv/2407.15831/
- __[MaRINeR: Novel View Matching](https://arxiv.org/abs/2407.13745)__: Novel View Matching: The article introduces MaRINeR, a technique that enhances 3D rendering using information from a nearby image, useful for mixed-reality applications and autonomous agent training. (2024-07-18, shares: 22) · https://www.ml-quant.com/papers/arxiv/2407.13745/
- __[dMel Speech Tokenization Simplification](https://arxiv.org/abs/2407.15835)__: The paper proposes a new method of discretizing mel-filterbank channels for speech data, called dMel, which outperforms other speech tokenization methods and aids in efficient speech and text modeling. (2024-07-22, shares: 18) · https://www.ml-quant.com/papers/arxiv/2407.15835/
- __[XDRL Explainable DRL Portfolio Management](https://arxiv.org/abs/2407.14486)__: The study presents an Explainable Deep Reinforcement Learning approach for portfolio management, combining Proximal Policy Optimization with explainable techniques to improve transparency in investment decision-making. (2024-07-19, shares: 17) · https://www.ml-quant.com/papers/arxiv/2407.14486/
- __[Shape of Motion: Single Video 4D Reconstruction](https://arxiv.org/pdf/2407.13764)__: Single Video 4D Reconstruction: The research presents a method for reconstructing dynamic scenes from single-camera videos, using SE3 motion bases and data-driven priors, achieving top performance in long-range 3D/2D motion estimation and novel view synthesis. (2024-07-18, shares: 15) · https://www.ml-quant.com/papers/arxiv/2407.13764/
- __[SimStock: Stock Similarities Representation Learning](https://arxiv.org/abs/2407.13751)__: Stock Similarities Representation Learning: The paper introduces SimStock, a self-supervised learning framework for identifying similar stocks, which outperforms existing methods and can be used in various investment strategies, highlighting the potential of data-driven approaches in investment and risk management. (2024-07-18, shares: 13) · https://www.ml-quant.com/papers/arxiv/2407.13751/

### Historical Trending

- __[EdgeSAM Deployment](https://arxiv.org/abs/2312.06660)__: The article introduces EdgeSAM, an optimized model for edge devices that is 37 times faster than the original model and performs better in terms of speed and accuracy on various benchmarks. (2023-12-11, shares: 417) · https://www.ml-quant.com/papers/arxiv/2312.06660/
- __[AWQ for LLM Compression](https://arxiv.org/abs/2306.00978)__: The study suggests Activation-aware Weight Quantization (AWQ), a hardware-friendly method for quantizing large language models that reduces error and improves performance on various benchmarks. (2023-06-01, shares: 146) · https://www.ml-quant.com/papers/arxiv/2306.00978/
- __[Dynamic Memory Compression](https://arxiv.org/abs/2403.09636)__: The piece presents Dynamic Memory Compression (DMC), a method for compressing key-value cache in large language models that increases throughput and maintains performance while accommodating larger contexts and batches within a given memory budget. (2024-03-14, shares: 106) · https://www.ml-quant.com/papers/arxiv/2403.09636/
- __[Near Duplicate Subwords Impact on LM Training](https://arxiv.org/abs/2404.06508)__: The research examines the effect of near duplicate subwords on language model training, revealing that while duplication hinders efficiency, merging similar duplicates can also harm performance. (2024-04-09, shares: 71) · https://www.ml-quant.com/papers/arxiv/2404.06508/
- __[ACEGEN: RL for Drug Design](https://arxiv.org/abs/2405.04657)__: RL for Drug Design: ACEGEN, a toolkit for drug design using reinforcement learning, is presented and validated, demonstrating equal or better performance than other generative models. (2024-05-07, shares: 30) · https://www.ml-quant.com/papers/arxiv/2405.04657/
- __[Scalable MCMC for Bayesian Learning](https://arxiv.org/abs/2407.12751)__: The book offers a graduate-level overview of advanced Markov chain Monte Carlo algorithms, focusing on scalable methods relevant to machine learning and AI. (2024-07-17, shares: 30) · https://www.ml-quant.com/papers/arxiv/2407.12751/
- __[Semantics Learning Through Next-Word Prediction](https://arxiv.org/abs/2402.13956)__: The study explores if language models infer text meaning from training data patterns, discovering they can decode sentence relations, but the prediction test works contrary to the theoretical test due to text redundancy. (2024-02-21, shares: 29) · https://www.ml-quant.com/papers/arxiv/2402.13956/

## Papers with code

### Trending

- __[Purchase Intention Benchmark](https://github.com/hiyouga/llama-factory)__: The article emphasizes the need for Language Models to better understand buying intentions in Ecommerce to assist in various tasks. (2024-07-22, shares: 27386)
- __[Text-to-Audio Generation](https://github.com/Text-to-Audio/AudioLCM)__: The article suggests using Guided Latent Consistency Distillation and a multistep Ordinary Differential Equation solver to solve convergence problems in LDMs with fewer sample iterations. (2024-07-22, shares: 664)
- __[Data Compression for LM](https://github.com/mlfoundations/dclm)__: The article presents DataComp for Language Models, a platform for controlled dataset experiments to enhance language models. (2024-07-22, shares: 522)
- __[Qwen2Audio Report](https://github.com/qwenlm/qwen2-audio)__: The article discusses the latest developments in QwenAudio, a large-scale audio-language model that can analyze various audio signals and respond to speech commands. (2024-07-19, shares: 379)
- __[IMAGDressing Virtual Dressing](https://github.com/muzishen/imagdressing)__: The article discusses recent advancements in virtual try-on technology using localized garment inpainting and latent diffusion models, improving the online shopping experience. (2024-07-19, shares: 237)

### Rising

- __[GRU Dream Robots](https://github.com/openrobotlab/grutopia)__: Current research is exploring the principles of scaling in the field of Embodied AI. (2024-07-19, shares: 218)
- __[Scaling Transformers](https://github.com/feizc/dit-moe)__: The article presents DiTMoE, an improved sparse version of the diffusion Transformer that offers optimized inference and scalability. (2024-07-19, shares: 76)
- __[LOTUS Queries](https://github.com/stanford-futuredata/lotus)__: The paper introduces semantic operators, a new programming interface that combines AI operations with the relational model for more effective data queries. (2024-07-22, shares: 53)
- __[EV Embeddings](https://github.com/kongds/e5-v)__: The authors propose a single modality training method for E5V, focusing solely on text pair training. (2024-07-19, shares: 48)
- __[Hydra State Space Models](https://github.com/goombalab/hydra)__: The study highlights the importance of sequence alignment in matrix parameterizations, improving the performance of matrix mixers and explaining the success of Transformers and recent SSMs like Mamba. (2024-07-19, shares: 46)

## GitHub

### Finance

- __[Equity Risk Model](https://github.com/0xfdf/toraniko)__: The article explores a complex equity risk model developed specifically for quantitative trading. (2024-07-03, shares: 104)
- __[Vizro Toolkit](https://github.com/mckinsey/vizro)__: Vizro, a toolkit for building modular data visualization applications, is introduced in the article. (2023-09-04, shares: 2481)
- __[FeatHub Feature Store](https://github.com/alibaba/feathub)__: The article introduces FeatHub, a combined stream and batch processing feature store for real-time machine learning. (2022-09-22, shares: 305)
- __[Quant Training Materials](https://github.com/PythonCharmers/QuantFinance)__: The article recommends top training resources for learning quantitative finance. (2019-02-20, shares: 367)
- __[Pair Trading](https://github.com/financialnoob/pairs_trading)__: The article discusses findings from experiments conducted on pair trading. (2021-07-06, shares: 209)

### Trending

- __[Tailwind CSS Component Library](https://github.com/saadeghi/daisyui)__: The article reviews the top free and open-source libraries for Tailwind CSS components. (2020-11-28, shares: 32329)
- __[RAG Framework for GenAI](https://github.com/QuivrHQ/quivr)__: The article presents the RAG Framework, an open-source tool for creating GenAI Second Brains, which uses Langchain GPT 3 to interact with different document formats. (2023-05-12, shares: 34236)
- __[dotneteShop Reference](https://github.com/dotnet/eShop)__: The article serves as a reference guide. (2023-10-18, shares: 4820)
- __[Polars Extension for TaLib](https://github.com/Yvictor/polars_ta_extension)__: The article provides a tutorial on how to integrate TaLib functions into Polars expressions using a Polars extension. (2023-12-29, shares: 43)
- __[Homelab Setup Command](https://github.com/khuedoan/homelab)__: The article provides a guide on how to automate a homelab setup from scratch to running services using a single command. (2020-06-21, shares: 7936)

## News

### Quantitative

- __[Clear Street acquires Fox River trading business](https://www.hedgeweek.com/clear-street-to-acquire-instinets-fox-river-algorithmic-trading-business/)__: Clear Street is planning to acquire Fox River from Instinet, a firm that offers algorithmic trading solutions in US and Canadian equities. (2024-07-18, shares: 10)
- __[Quod Financial chooses QuantHouse data](https://www.hedgeweek.com/quod-financial-selects-quanthouse-market-data-for-ai-driven-trading-platforms/)__: Iresss QuantHouse will supply market data to Quod Financial to improve its AI-based trading algorithms and backtesting. (2024-07-24, shares: 8)
- __[Family offices prefer quants over hedge funds](https://www.hedgeweek.com/family-offices-favour-quants-over-traditional-hedge-fund-strategies-says-citi-exec/)__: According to Bloomberg, family offices with over 1bn in assets are increasingly opting for quantitative trading strategies over traditional hedge funds. (2024-07-18, shares: 6)
- __[Hedge fund billionaire Gerko loses tax appeal](https://www.hedgeweek.com/hedge-fund-billionaire-gerko-loses-uk-tax-appeal/)__: Alex Gerko, a significant UK taxpayer, lost a legal dispute against a government decision to tax his income from foreign currency trading at GSA Capital. (2024-07-23, shares: 4)
- __[iSwiss Bank launches new hedge fund company](https://www.hedgeweek.com/iswiss-bank-launches-new-hedge-fund-company-in-new-york/)__: ISwiss Bank has established a new company in New York, approved by the SEC, to provide hedge fund investment strategies and bespoke financial solutions for institutional and private clients. (2024-07-23, shares: 4)
- __[Bubble Burst Warning](https://www.hedgeweek.com/greatest-bubble-in-human-history-poised-to-burst-says-black-swan-investor/)__: Universa Investments' Mark Spitznagel predicts a major market crash that could cut stock values in half. (2024-07-23, shares: 4)
- __[Hudson Bay Lockup Extension](https://www.hedgeweek.com/hudson-bay-is-latest-fund-to-lock-up-investor-cash-for-longer/)__: Hudson Bay Capital Management is limiting quarterly withdrawals, following other hedge funds in extending investor capital lock-up periods. (2024-07-24, shares: 3)
- __[Chinese Quants Hit by Crackdown](https://www.hedgeweek.com/chinese-quants-see-heavy-losses-amid-regulatory-crackdown/)__: Chinese quant hedge funds experienced significant losses in the first half of the year, underperforming compared to traditional stock and global fund strategies. (2024-07-24, shares: 3)
- __[Jain Global Hires Caxton PM](https://www.hedgeweek.com/jain-global-taps-caxton-exec-for-pm-role/)__: Jain Global, a new hedge fund firm, has recruited a portfolio manager from Caxton Associates for its London branch. (2024-07-24, shares: 3)
- __[Gates Capital Opposes Kinetic Group Sale](https://www.hedgeweek.com/gates-capital-opposes-vista-outdoors-proposed-sale-of-the-kinetic-group/)__: Gates Capital Management, a significant shareholder in Vista Outdoor, is against the proposed sale of the company's shooting-related products division to Czechoslovak Group. (2024-07-18, shares: 3)

### Miscellaneous

- __[Trader Jailed for Stock Manipulation](https://www.hedgeweek.com/former-hedge-fund-trader-jailed-over-role-in-major-stock-manipulation-scheme/)__: Colin Heatherington, a former trader at Absolute Capital Management, has been jailed for three and a half years for manipulating penny stock prices to boost hedge fund profits. (2024-07-22, shares: 3)
- __[Hedge Funds Cut Yen Shorts](https://www.hedgeweek.com/hedge-funds-makes-biggest-cut-in-yen-shorts-in-over-a-decade/)__: Hedge funds have significantly reduced their short positions against the yen, the biggest cut in over ten years, due to suspected market interventions by Japan to strengthen the currency. (2024-07-22, shares: 2)
- __[Ex-Citadel PM Building AI Team](https://www.efinancialcareers.com/news/ex-citadel-securities-pm-building-a-new-ai-team-for-jump-trading-in-hong-kong)__: Jump Trading is recruiting LLM specialists for its new team. (2024-07-24, shares: 2)
- __[Syquant Staffer Suspected of Insider Trading](https://www.hedgeweek.com/syquant-staffer-suspected-of-passing-brother-insider-stock-info/)__: An employee at Syquant Capital is suspected of giving insider information to his brother, leading to profitable trades on stocks like ArcelorMittal and Alstom before major market announcements. (2024-07-18, shares: 2)
- __[EEX Group Grows in H1](https://www.hedgeweek.com/eex-group-continues-growth-trend-in-h1/)__: EEX Group has seen substantial volume growth in the first half of 2024, with global power market volume increasing by nearly 50% and US natural gas volumes almost doubling. (2024-07-19, shares: 1)
- __[Citadel Boss Buys Dinosaur Fossil for 44m](https://www.hedgeweek.com/citadel-boss-griffin-pays-record-44m-to-acquire-dinosaur-fossil/)__: Billionaire Ken Griffin bought the largest known stegosaurus fossil, Apex, for a record $44.6m. (2024-07-19, shares: 1)
- __[Jane Streets UK Pay Drops](https://www.efinancialcareers.com/news/jane-street-s-average-uk-pay-dwindles-after-a-year-of-hiring)__: An electronic trading firm's appeal seems to be diminishing. (2024-07-23, shares: 1)
- __[JPMorgan's New MD Takes Remote Year](https://www.efinancialcareers.com/news/jp-morgan-s-new-product-md-just-had-an-adult-gap-year-and-is-working-remotely)__: JPMorgan's product division operates differently from standard investment banking teams. (2024-07-23, shares: 1)
- __[WorldQuant's Assets Reach 10bn](https://www.hedgeweek.com/worldquants-non-millennium-assets-up-to-10bn/)__: WorldQuant, once exclusive to Millennium Management, now manages $10bn in assets for various clients. (2024-07-24, shares: 1)
- __[Citadel Helps Students Win Olympiads](https://www.efinancialcareers.com/news/citadel-olympiad-competition)__: Citadel expresses significant interest in Olympiads. (2024-07-22, shares: 0)

## Podcasts

### Quantitative

- __[Japan's Economic Landscape with Laurent Bernut](https://pdcn.co/e/www.buzzsprout.com/2034153/15462263-laurent-bernut-on-japan-s-economic-landscape-sector-rotation-strategies-and-the-psychology-of-trading.mp3)__: Laurent Bernut talks about the influence of market psychology on investments, Japan's economic situation, and the need for risk management in investment adjustments. (2024-07-23, shares: 12)
- __[Wealth Portfolio Management with Cameron Dawson](https://pdcn.co/e/www.buzzsprout.com/2034153/15445090-cameron-dawson-on-wealth-portfolio-management-market-trends-and-alternative-investments.mp3)__: Cameron Dawson discusses managing high-value portfolios, the significance of tax sensitivity, and the potential of alternative investments. (2024-07-21, shares: 9)
- __[EM Fixed Income and the US Election Insights](https://atanyrate.podbean.com/e/em-fixed-income-goldilocks-and-the-us-election/)__: Jonny Goulden and Saad Siddiqui discuss the impact of recent market developments on the EM fixed income asset class in a July 18, 2024 podcast. (2024-07-18, shares: 8)
- __[Global Commodities 2024 US Election Update](https://atanyrate.podbean.com/e/global-commodities-2024-us-election-watch%e2%80%94reassessing-implications-for-commodities-under-a-red-wave/)__: A July 19, 2024 podcast explores the potential effects of GOP control on the commodities sector following recent political events, including an assassination attempt on Donald Trump. (2024-07-19, shares: 7)
- __[Recovering from Big Losses with AnneMarie Baiynd](https://rss.com/podcasts/confessionsmm/1573151)__: In the podcast Confessions of a Market Maker, Anne-Marie Baiynd shares her knowledge on mastering technical systems and trading psychology. (2024-07-18, shares: 6)

### Related

- __[Inflation Risks with Jim Bianco](https://pdcn.co/e/www.buzzsprout.com/2034153/15432826-jim-bianco-on-sticky-inflation-federal-reserve-politics-and-market-concentration-risks.mp3)__: Bianco Research's Jim Bianco predicts a 3-4% inflation rate due to remote work, deglobalization, and political energy manipulation, cautioning against Federal Reserve rate cuts. (2024-07-18, shares: 6)
- __[Ben Reeves: Bridgewater to Wealthsimple](https://resolve-gestalt-university.captivate.fm/episode/resolve-riffs-with-ben-reeves-july-2024-descript)__: Bridgewater to Wealthsimple: Ben Reeves shares his transition from Bridgewater to Wealthsimple, discussing allocation research, portfolio design, and the private investment space's challenges and opportunities. (2024-07-19, shares: 6)
- __[Global FX: USD Trends](https://atanyrate.podbean.com/e/global-fx-usd-down-but-not-outage/)__: USD Trends: Patrick Locke and Arindam Sandilya discuss the impact of recent US political changes on the broad dollar and investor sentiment in the FX asset class. (2024-07-22, shares: 6)
- __[Global Rates: Credit Market Trends](https://atanyrate.podbean.com/e/global-rates-us-credit-spreadbites-spreads-politics-and-the-consumer/)__: Credit Market Trends: The Spreadbites podcast features discussions on global credit market trends, with insights from Eric Beinstein and Amy Sze, heads of U.S. High Grade Credit Research and ABS Research respectively. (2024-07-23, shares: 5)
- __[LowCode Analytics Transformation](https://datascienceathome.podbean.com/e/low-code-magic-can-it-transform-analytics-ep-260/)__: David Marom of Panoply Business highlights the advantages of all-in-one data platforms, including efficiency, data accuracy, and cost reduction, sharing success stories from Panoply users. (2024-07-22, shares: 5)

## Blogs

### Quantitative

- __[HighLow Bands Trading Strategy](https://www.quantifiedstrategies.com/high-low-bands/)__: The HighLow tool is increasingly popular in the financial trading industry for improving technical analysis. (2024-07-21, shares: 3)
- __[ZigZag Fibonacci Market Analysis Strategy](https://www.quantifiedstrategies.com/zigzag-fibonacci/)__: The Zigzag Fibonacci is a tool used in technical analysis to identify patterns in the unpredictable fluctuations of financial markets. (2024-07-18, shares: 3)

### Related

- __[Biden's Election Impact by Rajiv Sethi](https://rajivsethi.substack.com/p/suspension-of-belief)__: If Joe Biden withdraws as the Democratic nominee, many election prediction models would require significant adjustments due to reliability and continuity issues. (2024-07-23, shares: 0)
- __[Democratic Party's Auction by Rajiv Sethi](https://rajivsethi.substack.com/p/an-all-pay-auction)__: The Democratic party is experiencing an allpay auction, where all factions must pay their bids even if they don't win. (2024-07-21, shares: 0)
- __[Momentum and SVM by Shyam Sunder](https://stockviz.substack.com/p/is-momentum-a-support-vector-machine)__: The article explores different facets and impacts of Artificial Intelligence. (2024-07-20, shares: 0)

## X / Twitter

### Quantitative

- __[MeanVariance Portfolios and Portfolio Weights](https://twitter.com/quantseeker/status/1815329114791739833)__: Arnold et al.'s research investigates the fluctuation in portfolio weights across different asset classes and hedge fund strategies, particularly event-driven market neutral and global macro strategies. (2024-07-22, shares: 4)
- __[Divergence of Dividend Forecasts and Short-Term Returns](https://twitter.com/quantseeker/status/1796472310955659744)__: SP Global's white paper suggests that their unique dividend forecasts can predict short-term returns, attributing this to 'data arbitrage'. (2024-07-22, shares: 3)
- __[Sustainable Finance by Thierry Roncalli](https://twitter.com/quantseeker/status/1762061627384283353)__: Thierry Roncalli's lecture notes provide a comprehensive overview of sustainable finance, including ESG rating systems, impact investing, portfolio construction, and climate risk measures. (2024-07-21, shares: 3)
- __[Backtesting Pitfalls and Reference List](https://twitter.com/quantseeker/status/1813878847164514776)__: Arakelian et al.'s article explores the concept of backtesting, its potential pitfalls, and provides a list of references for further study. (2024-07-18, shares: 3)
- __[Deep Learning Models in Economics](https://twitter.com/quantseeker/status/1815667702435901923)__: Melissa Dell's paper examines various deep learning models and their use in the field of economics. (2024-07-23, shares: 1)

### Miscellaneous

- __[Stock Return Predictability](https://twitter.com/quantseeker/status/1786136063825609050)__: Jiang's team successfully predicts sector ETF returns from 30 minutes to a week using stock return data and LASSO methods. (2024-07-21, shares: 1)
- __[Crypto Strategies Trends](https://twitter.com/carlcarrie/status/1814627869512839601)__: The article analyzes the investment trends and themes in crypto strategies for Q1 2024. (2024-07-20, shares: 1)
- __[CrowdStrike Outage Impact on Microsoft Stock](https://twitter.com/carlcarrie/status/1815354573508186512)__: The impact of CrowdStrike's global outage on Microsoft's stock price is examined in the article. (2024-07-22, shares: 0)
- __[Agent Market Map](https://twitter.com/carlcarrie/status/1815103104511340583)__: Dawn Capital introduces an Agent Market Map featuring AgentX. (2024-07-21, shares: 0)
- __[Harvesting Skew Risk Premium](https://twitter.com/quantseeker/status/1814623185075073071)__: Lorenzo Ravagli of JPMorgan explores the potential of exploiting the skew risk premium in foreign exchange markets. (2024-07-20, shares: 0)