Financial Stability in Investments
Financial investment network stability is affected by portfolio diversification and investment variety, with diversification's impact varying based on the network's connectivity.
24 sharesSource ↗
Quant LetterNo. 84
February 2025, Week 1
168 items across 10 sections, as sent to readers on 5 February 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 168
- Papers
- 107
- Sections
- 10
- Issue
- No. 84
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
28 items
Finance9
MarketSenseAI 2.0: Stock Analysis
Stock Analysis: MarketSenseAI, a stock analysis tool, uses Large Language Models to analyze financial news, improving analysis accuracy and outperforming the market index.
9 shares20 citations todaySource ↗
Quantum Mechanics and Black-Scholes
Two new quantum mechanical versions of the Black-Scholes model have been developed, including a noncommutative quantum mechanics version and a related model for the Merton-Garman family.
9 sharesSource ↗
SMA vs AMA: Risk Capital Debate
Risk Capital Debate: The paper argues against the Basel Committee's Standardized Measurement Approach for operational risk capital, advocating for the Advanced Measurement Approach and proposing standardization for internal operational risk modeling.
6 sharesSource ↗
LLM Trading System
The project presents a trading system that uses Large Language Models to analyze market sentiment in real-time, using data from financial news and social media to create trading signals.
5 shares3 citations todaySource ↗
Supervised Corporate Bond Similarity
The research applies quantum cognition machine learning to distance metric learning in corporate bond markets, outperforming traditional models in high-yield markets and performing similarly or better in investment grade markets.
5 shares4 citations todaySource ↗
Global Shipping Dynamics
The study examines the random structures of dry bulk shipping networks, highlighting the trade dynamics contributing to this randomness and the impact of events like the Covid-19 pandemic and Ukraine conflict.
5 sharesSource ↗
Neural Networks Portfolio Optimization
The paper combines Large Language Models with decision-focused learning to improve prediction and decision quality in portfolio optimization, outperforming other deep learning models.
4 shares19 citations todaySource ↗
Floating Exercise Boundaries
The paper discusses a semi-analytical method for pricing American options in models with negative interest rates or convenience yields, indicating that exercise boundaries may have a floating structure in such scenarios.
4 shares2 citations todaySource ↗
Economics8
Deep Neural Networks in Finance
The article explores the use of deep neural networks in business decision making, particularly in financial prediction, suggesting a stronger framework can be created by combining multiple networks.
9 shares4 citations todaySource ↗
Income Inequality and School Completion in Malaysia
The study uses machine learning to analyze the link between income inequality, gender, and school completion rates in Malaysia, revealing significant disparities and recommending targeted interventions.
8 sharesSource ↗
Plant-Product Productivity Assessment
The study tests the reproducibility of Scott Orr's method for identifying productivity differences within plants, successfully replicating it with data from 2000-2007, but finding issues with the suggested variables in a 2011-2020 sample.
6 sharesSource ↗
Capacity-Constrained Learning Test
The paper presents a test of capacity-constrained learning models, finding that choice data aligns with these models if a No Improving Switches condition is met, and offering insights into how incentives affect attention levels.
6 shares1 citation todaySource ↗
Stability of Zero-Growth Economics
Research indicates a zero-growth economy could be more stable with fewer crises and lower unemployment, but may increase inflation and financial risk.
6 sharesSource ↗
Patent Citation Network Dynamics
A study on patent citation networks suggests that network structure affects technological improvement rates, with organizational differences impacting invention rates.
3 sharesSource ↗
Scaling Laws and Technology Adoption
The price drops and adoption rates of emerging technologies like solar power and AI are interconnected, aiding in the creation of more sophisticated technology adoption models.
3 sharesSource ↗
Market Design for Formulary Positions
The paper presents a model for determining winners in a multi-round auction for formulary positions, based on net unit prices after rebates and expected demand.
3 sharesSource ↗
Miscellaneous3
NonUniqueness in Options
The research discusses the inconsistency in the value of a call option in constant elasticity processes, attributing it to initial data not fitting the Tacklind class and lack of boundary conditions for some indicators.
11 sharesSource ↗
AI and Bias in Peer Review
A study using a large language model to analyze economics peer reviews found that while it can identify paper quality, it shows biases and struggles to differentiate high-quality AI-generated papers, suggesting a need for careful integration and mixed peer review models.
10 shares8 citations todaySource ↗
Utility Maximization with Tsallis
The study investigates the problem of maximizing utility in the reinforcement learning framework, revealing that excessive exploration can lead to ill-posedness in some cases, and suggests a reinforcement learning algorithm that highlights the benefits of reinforcement learning.
5 shares1 citation todaySource ↗
Crypto & Blockchain3
Liquidity in DEX
The research provides a mathematical examination of liquidity provision in decentralized exchanges, particularly constant function market makers, and investigates conditions for no-arbitrage, the effect of transaction fees on impermanent loss, and the efficiency of the Uniswap v3 platform.
10 shares5 citations todaySource ↗
ReviewCoin: Peer Reviews Payment
Peer Reviews Payment: The article suggests a solution to the flawed peer-review process in AI conferences by compensating reviewers with cryptocurrency, with submission fees covering review costs and a levy for conference management.
8 sharesSource ↗
Deep Learning for Fraud Detection
The study examines progress in deep learning methods for detecting financial fraud, reviewing 57 studies from 2019 to 2024, and discusses challenges and opportunities such as data privacy, feature engineering, and model interpretability.
3 shares51 citations todaySource ↗
Historical Trending5
Market Governance for AI
The article proposes combining market governance mechanisms with traditional regulations to incentivize responsible AI development.
19 shares8 citations todaySource ↗
Progress in AI
The study shows exponential growth in AI through patents, publications, and machine learning benchmarks, emphasizing the importance of AI researchers.
14 shares2 citations todaySource ↗
CorePeriphery Structure in Denmark
The research reveals a strong link between director coreness in Denmark's corporate networks and their likelihood of joining government committees.
13 shares1 citation todaySource ↗
Forecasting S&P 500 with LSTM
The report finds that LSTM models are more effective than ARIMA models in predicting the S&P 500 index due to their ability to handle volatile financial data.
12 shares11 citations todaySource ↗
Knowledge Patented
The article offers a simplified explanation of patent rights, aiming to make them understandable to a broad audience, including students, legal scholars, policymakers, and the public.
11 sharesSource ↗
SSRN
Working papers in finance and economics from SSRN.
33 items
Financial18
Hedge Funds & Monetary Policy
Hedge funds that react more to monetary policy changes tend to have higher returns, likely because they use government announcements to forecast market futures.
53 sharesSource ↗
Price Momentum in Indian Equities
A study on the Indian stock market shows that a portfolio strategy based on price momentum is effective, with top-performing stocks continuing to excel and underperforming stocks continuing to lag.
47 sharesSource ↗
Mutual Funds & Cross-Market Bond Pricing
Mutual funds in the municipal bond market affect cross-market pricing, with bonds sensitive to the stock market showing higher yield spreads due to potential sales induced by fund flows.
20 sharesSource ↗
Portfolio Construction: Low Risk High Variability
Low Risk High Variability: Research indicates that stocks with less volatility yield higher returns, with portfolio construction and transaction costs significantly impacting low-risk portfolio performance.
182 sharesSource ↗
Volatility Trading in Oil Options
The quadratic normal model is effectively applied to the pricing and hedging of oil options, showing potential for equity index futures and 10-year Treasury Note futures.
13 sharesSource ↗
Agent-Based Modelling of Financial Markets
The New Kind of Science Artificial Market Model is introduced, simulating complex financial market behaviors and mimicking real-world financial market characteristics.
34 sharesSource ↗
Short Interest in Bonds and Stock Returns
The study reveals that short interest in corporate bonds is a stronger predictor of aggregate stock returns than short interest in stocks and other known predictors.
39 sharesSource ↗
Mathematics of Generative Modeling
A unifying mathematical framework is presented that connects five major paradigms in modern generative modeling through optimal transport theory and other concepts.
26 sharesSource ↗
Chinese Investors and Anomalies
The study shows that retail investors in China trade against anomaly prescriptions, while institutions trade in line with anomalies, influenced by lottery stock preference and return extrapolation.
26 sharesSource ↗
Portfolio Gyrations in Mutual Funds
Research identifies firm size, investment-related features, and equity stock attributes as the most influential factors in portfolio adjustments for equity mutual funds investing in emerging markets.
3 sharesSource ↗
Impact of Digital Financial Knowledge on Stock Market Investment
Chinese digital platforms are enhancing financial literacy and investment habits, especially among older, less wealthy, and novice users.
16 sharesSource ↗
Climate Bonds for Net-Zero Economy
Climate-linked bonds could convert around 3% of government debt in major economies, offering a safeguard against long-term climate risks.
8 shares3 citations todaySource ↗
TRUMP Meme Coin: Revolution vs Gimmick
Revolution vs Gimmick: The TRUMP meme coin, introduced in 2025, showcases the speculative and unstable nature of meme coins, reflecting societal values and exposing cryptocurrency industry conflicts.
48 sharesSource ↗
Stock Liquidity and A-H Premium in China
Stock liquidity greatly affects the price premiums of cross-linked A and H shares, with reduced liquidity in A-shares significantly reducing the AH price premium.
13 sharesSource ↗
Currency Markets: Portfolio Inertia vs Expected Returns
Portfolio Inertia vs Expected Returns: Expected excess returns in currency markets can result from portfolio adjustment costs, not just risk premiums, as evidenced in data from nine inflation-targeting economies with floating exchange rates.
15 sharesSource ↗
Aggregated Equity Risk Premium Forecasting
A novel method for predicting the equity risk premium (ERP) uses deep learning to aggregate firm-level return predictions, resulting in a net cumulative return of about 768% from 2000 to 2021.
15 sharesSource ↗
US Sector Stock Volatility and Geopolitical Risk
US sectoral stock market volatility is significantly affected by different geopolitical risk categories, with sectors reacting more to terror threats than actual terror acts or war escalations.
11 sharesSource ↗
Housing Wealth: Expectations, Institutions, Preferences
Expectations, Institutions, Preferences: Variations in homeownership rates and housing wealth across countries can be attributed to factors like house price expectations, housing market institutional setup, and household preferences.
18 sharesSource ↗
Quantitative15
Energy Market Calibration
The article presents a new model that aligns historical correlations of futures contracts with implied volatility smiles, using two specific mathematical models.
233 sharesSource ↗
Risk Parity Optimization
The work introduces a new method for risk parity portfolio optimization, allowing for constraints on risk contribution and supporting diversified long-short portfolios.
112 sharesSource ↗
Financial Sector Mutual Fund Performance
The study assesses the performance of two major FinTech mutual funds in India, highlighting the importance of selecting profitable funds for investment.
10 sharesSource ↗
Macroeconomic Models Review
The paper discusses the impact of heterogeneity on macroeconomic modeling, particularly in relation to monetary and fiscal policy transmission.
397 sharesSource ↗
Bank Distress Prediction in Europe
The paper develops a system for predicting distress in large European banks using machine learning, with the random forest model proving most effective.
23 shares1 citation todaySource ↗
Credit Risk Modeling Optimization
The study uses Genetic Algorithms to simplify and improve accuracy in Credit Risk Modeling, particularly for default prediction and reducing Loss Given Default.
11 sharesSource ↗
Power Exchange Options Pricing
The article introduces a pricing model for power exchange options that takes into account liquidity risk and counterparty default risk, demonstrating the influence of market liquidity on options prices.
14 sharesSource ↗
Stock Investment Framework
A new framework for stock investment selection has been proposed, using time series subpatterns and multirelationship fusion to better understand stock market relationships.
17 sharesSource ↗
Geopolitical Risk
The study reveals that geopolitical risk significantly impacts financial stress, with a positive correlation between credit, equity, and volatility variables.
19 sharesSource ↗
Credit Risk Flows
A framework for applying normalizing flows to credit risk modeling is presented, offering robust default time estimation, dependency modeling, and portfolio risk assessment.
28 sharesSource ↗
Chinese Corn Futures
The overreaction hypothesis is confirmed in the Chinese corn futures market, with a reduction in overreaction after the introduction of night trading.
13 sharesSource ↗
Financial Growth Volatility
Financial intermediation and efficiency of financial institutions reduce growth volatility in the long run, but excessive finance might increase growth volatility.
11 sharesSource ↗
Optical Logic Gates
MLFOLD, a machine learning-driven approach, is proposed for designing and optimizing all-optical XOR, OR, and NOT logic gates on a single photonic crystal substrate.
17 sharesSource ↗
VIX Forecasting
An ARIMA-GARCH model is developed to forecast changes in the VIX, achieving a direction prediction accuracy of 56.01% but struggles to replicate extreme VIX spikes.
31 sharesSource ↗
Network Linear Covariance Models
The study uses GNAR models to forecast the realized covariance matrix of a subset of S&P 500 stocks, reducing forecasting errors during volatile trading days.
21 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
30 items
Finance13
Private Assets in Portfolio Approach
The Total Portfolio Approach (TPA) enhances investment returns by diversifying risk factors, particularly beneficial in private markets.
28 sharesSource ↗
Factor Model for Equity Risk
A new model using instrumented principal component analysis (IPCA) predicts country equity risk premia better, especially for emerging markets.
21 sharesSource ↗
Feature Importance in Financial Models
Machine Learning can produce misleading results in financial models that assume linearity, necessitating careful application.
18 sharesSource ↗
Model Specification for Volatility Forecasting
Logarithmic transformation of raw volatility measure is the most effective for asset price volatility forecasting.
16 sharesSource ↗
Safe Havens for Cryptocurrency
High-performing US tech stocks, like FAANG, can offer diversification and act as safe havens for Bitcoin and Ethereum investors.
16 sharesSource ↗
Systemic Risk in Portfolios
A new portfolio optimization framework balances systemic and individual risk, revealing potential inefficiencies in current portfolio structures.
14 sharesSource ↗
BRICS Stock Price Volatility
The study identifies CPI price percent and CPI index as common factors affecting stock price volatility in BRICS countries during global financial and COVID-19 crises.
14 sharesSource ↗
Optimal Portfolio Risk Control
The paper shows that using Value-at-Risk increases losses, while Expected Shortfall reduces losses in a portfolio choice problem for log-returns in a complete market.
14 sharesSource ↗
Market Risk Spillovers
The paper finds that CoVaR fluctuated significantly after the COVID-19 outbreak, using the GARCHSK-Vine Copula-CoVaR methodology to study dependencies and risk spillovers among various markets.
14 sharesSource ↗
Bitcoin ETF Futures Impact
The study reveals that the introduction of ProShares bitcoin strategy ETF significantly alters the investor structure and enhances market liquidity in Chicago Mercantile Exchange bitcoin futures.
13 sharesSource ↗
Volatility Indexes in Sustainable Investments
The paper finds that the COVID-19 pandemic significantly impacts the dynamic total connectedness between volatility indexes and worldwide ESG leaders’ equity markets.
13 sharesSource ↗
Green Bonds in Russia Ukraine Conflict
The paper finds that the Russia Ukraine conflict affected both standard green bonds and green inclusive bonds markets, with the latter showing stronger resilience.
13 sharesSource ↗
Covariance Matrix Shrinkage
The study suggests an optimal shrinkage intensity selection for the linear shrinkage estimator family, which results in more stable covariance matrix estimators and improves global minimum-variance portfolios.
12 sharesSource ↗
Statistical1
Improved Cryptocurrency Volatility Predictions
The study reveals that combining different forecasting models can greatly enhance the accuracy of predicting cryptocurrency volatility. This can provide crucial information for investors looking to improve risk management strategies in cryptocurrency markets.
19 sharesSource ↗
Machine Learning5
ZeroLeverage Decisions
The study uses machine learning to discover that cash holdings, tangible assets, industry leverage-level, and firm size significantly influence the zero-leverage phenomenon.
20 sharesSource ↗
Corporate Bond Returns Prediction
Bond returns can be strongly predicted using machine learning models that utilize both cross-sectional and time-series predictors, according to the study.
13 sharesSource ↗
Table Tennis Network Metrics
The research uses machine learning to predict table tennis game outcomes based on new technical-tactical style metrics, demonstrating superior predictive accuracy.
13 sharesSource ↗
Random Forest Choice Models
The paper introduces the Ordered Forest, a new machine learning estimator for ordered choice models, which estimates conditional choice probabilities and marginal effects.
13 sharesSource ↗
Nonlinear SVM Optimization
The paper proposes new optimization models for Support Vector Machine using robust optimization techniques, demonstrating their superiority over various SVM alternatives.
12 sharesSource ↗
Deep Learning1
Detecting Asset Price Bubbles with Deep Learning
The article discusses a deep learning algorithm designed to detect financial asset bubbles using observed call option prices. This algorithm was tested on tech stock market data and under different models.
15 sharesSource ↗
Historical Trending10
Machine Learning for Sales Prediction
Machine learning, specifically gradient boosting, can accurately predict e-commerce sales, influenced by pricing, promotions, and seasonal factors.
17 sharesSource ↗
Asymmetric Volatility in Markets
Cryptocurrencies and Indian stock market indices are interconnected, with a one-way relationship and temporary reactions to stock market fluctuations.
15 sharesSource ↗
Persistence in Futures Prices
Asset price behavior varies with data frequency, challenging the Efficient Market Hypothesis with monthly data persisting, daily data randomly walking, and intraday data being anti-persistent.
12 sharesSource ↗
Bullion as Hedge for Oil
Gold and silver served as a medium-term investment hedge for crude oil during the Russia-Ukraine war, but only a weak safe haven during periods of conflict.
8 sharesSource ↗
Trading Strategies in Markets
The article examines the potential and risks of money market trading in the Swiss banking sector, considering the impact of Basel III on cash trading and outlining the necessary skills for money market traders.
8 sharesSource ↗
Selective Inflation Forecasting
The research indicates that using machine learning in inflation forecasting can enhance prediction accuracy, particularly in volatile economic conditions.
7 sharesSource ↗
China Fund Performance
The study reveals a negative link between the cost of Chinese managed equity funds and their performance, suggesting a need for expense reduction reforms.
5 sharesSource ↗
TimeVarying Fama-French Model
The research identifies time-variable parameters in the Five-Factor Model, which could affect the model's central asset pricing mechanism.
4 sharesSource ↗
English Translation of Thirukural
The paper compares the accuracy of Microsoft Translation and Human Translation in translating Thirukural, an ancient Tamil text, into English.
3 sharesSource ↗
South Africa's Economic Challenges
The study uncovers a complex interplay between corruption, political instability, inflation, and exchange rate changes in South Africa, highlighting the need for holistic policy solutions.
2 sharesSource ↗
Machine learning
The general machine-learning papers the letter carried in 2023-25.
16 items
Recently Published10
Data Quality Evaluation
The study introduces Rejecting Instruction Preferences (RIP), a method for evaluating data integrity that can filter prompts or create synthetic datasets, enhancing performance across various benchmarks.
230 shares12 citations todaySource ↗
TestTime Scaling
The research presents a method called budget forcing, which uses a small dataset to achieve test-time scaling and improved reasoning performance in language modeling, particularly in competition math questions.
220 shares1,462 citations todaySource ↗
Preference Optimization
The paper introduces Diverse Preference Optimization (DivPO), an optimization method that generates diverse responses in language models post-training, enhancing diversity in persona attributes and story generation.
204 shares47 citations todaySource ↗
Scalable-Softmax
The study proposes Scalable-Softmax (SSMax), a replacement for Softmax in language models, which improves performance in long contexts and key information retrieval, and allows better focus on key information.
108 shares47 citations todaySource ↗
Underthinking in LLMs
The research identifies underthinking in large language models, where models frequently switch reasoning thoughts, and proposes a decoding strategy to encourage deeper exploration of each reasoning path, improving accuracy across challenging datasets.
105 shares171 citations todaySource ↗
AI Safety Assessment: DeepSeek-R1 vs o3-mini
DeepSeek-R1 vs o3-mini: The AI model DeepSeek-R1 has been found to produce more unsafe responses than OpenAI's o3-mini, according to a technical report using the ASTRAL testing tool.
55 shares35 citations todaySource ↗
Understanding Causal Models and Representations
A study presents a new framework for interpreting actions in causal Bayesian networks, addressing the limitations of current methods and enhancing the understanding of causal representation learning.
24 shares6 citations todaySource ↗
Prediction-Powered Inference with Imputed Covariates
A novel method has been introduced to provide valid confidence intervals when machine learning algorithms fill in missing variables, extending its use to nonuniform samples and various feature subsets.
24 shares21 citations todaySource ↗
Decoding-based Regression for Language Models
Research indicates that language models capable of numeric predictions as decoded strings perform as well as traditional methods for tabular regression tasks.
13 shares11 citations todaySource ↗
SAMAct: Visual Foundation Model for Robotic Manipulation
Visual Foundation Model for Robotic Manipulation: The new robotic manipulation system, SAM2Act, shows top-tier performance in various environments, and its memory-based version, SAM2Act+, surpasses existing methods in memory-dependent tasks.
10 shares89 citations todaySource ↗
Historical Trending6
LLMs and ICRL Study
The research investigates the use of Large Language Models in in-context reinforcement learning, showing their effectiveness in learning from rewards but also their limitations in error reasoning.
228 shares28 citations todaySource ↗
Tulu 3: Open Language Model Post-Training
Open Language Model Post-Training: The Tulu 3 model, a top-tier post-trained language model, is introduced, outperforming other models and providing a detailed guide for its use and adaptation.
227 shares888 citations todaySource ↗
SOAP Improving Shampoo with Adam
A new algorithm, SOAP, enhances the computational efficiency of the Shampoo preconditioning method in deep learning tasks, reducing iterations and time, with an online implementation available.
197 shares223 citations todaySource ↗
Critiquing Language Model Fine-Tuning
The article introduces Critique Fine-Tuning (CFT), a new method for training language models that critiques incorrect responses, showing better results than the traditional Supervised Fine-Tuning (SFT) method in math benchmarks.
110 shares63 citations todaySource ↗
Hyperbolic Geometry AI
The paper suggests that using hyperbolic geometry in artificial neural networks (ANNs) and machine learning, inspired by the human brain's structure, could improve accuracy and efficiency in various tasks.
55 sharesSource ↗
Optimizing LLM Training with FP4 Quantization
The research presents the first FP4 training framework for large language models (LLMs), using low-bit arithmetic operations to lessen computational demands, achieving similar accuracy to BF16 and FP8 with slight degradation.
52 shares61 citations todaySource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
6 items
Trending3
Qwen Turbo Models on Alibaba Cloud
Alibaba Cloud Model Studio provides two exclusive models, Qwen2.5Turbo and Qwen2.5Plus, for its hosted solutions.
14,476 shares
JanusPro Unified Multimodal Generation
This work introduces JanusPro, an upgraded version of the previous Janus model.
13,061 shares
Tulu 3: Advancing Language Model PostTraining
Advancing Language Model PostTraining: Posttraining refines behaviors and develops new skills in recent language models, but open-source methods are not as advanced as proprietary ones.
2,536 shares
Rising3
Test Scaling
The Qwen2.532BInstruct language model has been enhanced with budget forcing, leading to a 27% improvement in solving competition math questions.
430 shares
Specialized Tuning
The study explores the PEFT method in LLMs with MixtureofExperts architecture, revealing that routing distribution is highly concentrated for specific tasks, but the activated experts' distribution varies greatly across tasks.
377 shares
Graph Augmented Generation
The use of large language models in specialized fields is difficult due to the requirement for profound expertise, despite their remarkable abilities.
316 shares
GitHub
Repositories the letter featured.
10 items
Finance5
Causality List
The article offers a detailed guide on resources for learning about causality in statistics, data science, and physics.
264 shares
Transformer Evolution
The article explores the potential of a transformer with reinforcement learning to enhance the efficiency of a genetic algorithm.
49 shares
Data Curation
The article delves into the idea of completely open data curation for the development of cognitive models.
485 shares
RL Human Feedback
The article provides a review of a textbook focusing on reinforcement learning based on human feedback.
362 shares
Panel Platform
The article presents a platform designed for constructing admin panels, internal tools, and dashboards, compatible with 25 databases and any API.
35,457 shares
News
Industry news: funds, hiring, markets and regulation.
20 items
Quantitative10
Fortress & Lighthouse Combine Funds
Fortress Investment Group and Lighthouse Investment Partners are combining their global multistrategy hedge funds to cater to growing investor demand for diverse strategies.
6 shares
Walleye & Balyasny Lead Hedge Funds
Major hedge funds like Walleye Capital and Balyasny Asset Management reported positive returns in January despite early year market instability.
6 shares
Northern Trust AAM Grows Quant Team
Northern Trust Asset Management is growing its global quantitative investment strategies team.
6 shares
Amundi Teams with Machina Capital
Amundi is collaborating with Machina Capital SAS to introduce the Amundi Machina Systematic Equity Fund.
5 shares
LoCorr Introduces Allocation Fund
LoCorr Funds has introduced the LoCorr Strategic Allocation Fund, a mutual fund designed to maximize equity market gains and minimize losses during market fluctuations.
5 shares
JPMorgan Executive Joins Rokos
Jason Sippel is leaving his position as co-Head of Global Markets at JPMorgan Chase to join UK hedge fund Rokos Capital Management.
4 shares
Investors Seek Alternative Trades
Hedge fund investors are shifting from traditional strategies to alternative trades, expecting volatile markets in 2025, says a Barclays survey.
4 shares
SEC CFTC Delay Form PF Rules
The SEC and the CFTC have postponed the compliance date for new Form PF reporting requirements, giving hedge funds and PE managers more time to adjust.
4 shares
Saba Faces Setbacks in UK Campaign
Saba Capital's efforts to shake up the UK's £269bn investment trust sector have been blocked as shareholders in two trusts rejected the US hedge fund's board proposals.
4 shares
Hedge Funds Reduce US Equity Exposure
Hedge funds have been selling off US equities for five weeks in a row, anticipating market instability due to President Trump’s new tariff measures, as per Goldman Sachs’ data.
4 shares
Miscellaneous10
NTAM Expands AI in Europe
NTAM is expanding its AI and quantitative capabilities in Europe to enhance its asset management services.
4 shares
Hedge Funds Boost Euro Zone Bonds
In January, institutional investors heavily invested in euro zone government debt sales due to higher bond yields and favourable pricing.
3 shares
Live Nation, Apple Among Most Shorted
Live Nation Entertainment and Apple were the most shorted large-cap stocks in the US in December 2024, as per a Hazeltree report.
3 shares
Ten Cap Hedge Fund Targets AUD3bn AUM
Jun Bei Liu, founder of Ten Cap, plans to double her hedge fund to AUD3bn after separating from Tribeca Investment Partners in October 2024.
3 shares
Hedge Fund Trader's Sentence Reduced
Guenther Klar, a former Solo Capital Management trader convicted in the CumEx scandal, had his prison sentence reduced by a Danish appeals court.
3 shares
Promeritum EM distressed debt trade
Promeritum Investment Management is shifting its focus away from distressed emerging market dollar bonds after two years of gains, says CoFounder Paval Mamai.
3 shares
High frequency trading firms pay
The article explores the rising popularity of high frequency trading firms and provides guidance on choosing the right one.
2 shares
Balyasny expands Connecticut
Balyasny Asset Management is increasing its Connecticut footprint with a new 10,464 square foot office lease in Stamford.
2 shares
Bridgewater flagship fund 8%
Despite market volatility and political uncertainty, Bridgewater Associates' flagship macro fund, Pure Alpha, gained 8.2% in January.
2 shares
Two Sigma product head Citadel
A non-quant, non-engineer employee at Two Sigma has secured a new job.
1 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Crafting Portfolios
Gayed, O'Brian, and Barrie highlight the significance of diversification in investments, the dangers of concentration, and the advantages of mutual funds and global macro hedge fund strategies.
22 shares
Advanced ETFs
Howard Chan, CEO of Kurv Investment Management, discusses asset allocation, fixed income management, and the advantages of tech-focused ETFs.
12 shares
Investors and Forex
John Southall emphasizes the importance of FX hedge ratios and shares findings from a century-long analysis of equity market data.
11 shares
Global FX
The podcast explores the future of US equity exceptionalism, its effects on the dollar, and the forthcoming tariff announcements on February 1st.
8 shares
EM Fixed Income
Goulden and Siddiqui discuss recent market trends and their effects on the EM fixed income asset class.
8 shares
Related5
US Rates Update
In a podcast, Srini Ramaswamy and Ipek Ozil discuss recent trends in US rates markets as of 31 January 2025.
7 shares
Investing in India
Chris Getter and Anupam Ghose highlight the potential investment opportunities in India's transforming economy and unique market strategies.
5 shares
Early-Stage Insights
Mike Maples Jr. shares his approach to investing in successful early-stage companies, emphasizing the need to challenge the status quo and the role of AI in investing.
4 shares
Debt Paradox
Richard Vague's book The Paradox of Debt examines the effects of private debt on the economy, arguing it's crucial for growth but also brings instability.
3 shares
Oil Markets and Trump
Rory Johnston talks about the current state of the crude oil market, the effects of Trump's tariff policies, and the significance of crude quality in a MacroVoices podcast.
2 shares
X / Twitter
Posts from quant researchers on X.
9 items
Quantitative4
Quant Trading Lecture: Tail Risk Hedging
Tail Risk Hedging: Former exotic derivatives traders Kris Sidial and Ryan Darnell delivered a lecture on tail risk hedging against BlackSwan events and extreme volatility, hosted by Bloomberg MenthorQ CEO Fabio Ruggeri.
7 shares
December Effect in Options Trading
A recent study suggests that options are overpriced in early December due to traders overlooking the holiday-induced volatility dip, indicating potential profitability in selling straddles.
4 shares
Latest Research on Investing Recap
The latest investment research recap covers a range of topics including alpha in Premier League betting, cryptocurrency, value investing, seasonalities in option returns, large language models, and more.
2 shares
Premier League Betting Efficiency Study
A new study on Premier League betting on Polymarket shows that betting odds adjust slowly after goals, suggesting potential short-term trading opportunities due to delayed reactions.
1 shares
Miscellaneous5
Market Making in Crypto
Stoikov's team has released a research paper discussing the significance of market making in the cryptocurrency sector.
1 shares
Foundations of Machine Learning
MIT has published a comprehensive, beginner-friendly book on machine learning basics, available for free.
0 shares
Deepseek Impact on AI
A recent article explores the effect of Deepseek on hyperscalers, AI scalers, AI ecosystems, and AI chip players.
0 shares
DeepSeeks Influence on AI
DeepSeek's open-source model is significantly impacting AI and markets, posing a challenge to traditional barriers.
0 shares
DE Shaw on SP 500 Financing Spread
DE. Shaw's new article examines the increasing financing spread in the S&P 500.
0 shares
Threads from r/quant, r/algotrading and friends.
6 items
Quantitative5
Volatile Events
24 shares
Academic Quant
121 shares
Backtesting Market Data
54 shares
Long Industry
184 shares
Alpha Discovery
321 shares
Rising1
Lucrative Salary Package
317 shares