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Quant LetterNo. 91

April 2025, Week 1

183 items across 10 sections, as sent to readers on 2 April 2025. Paper titles open their ML-Quant page; ↗ goes to the source.

arXiv

Quantitative-finance and ML-for-finance preprints from arXiv.

24 items

Finance10

01

AI in Quantitative Investment

The article explores how artificial intelligence, particularly deep learning and large language models, enhances predictive modeling and automation in quantitative investment.

35 shares26 citations todaySource ↗

02

Asset Pricing for Life Contingent Risks

The paper applies the Fundamental Theorem of Asset Pricing to value life contingent assets like life insurance and annuities, emphasizing the need for a non-arbitrage, complete market framework.

16 sharesSource ↗

03

Liquidity Provider Rewards in AMMs

The study introduces a model to determine the optimal contract an automated market maker offers to liquidity providers, suggesting that more noise trading encourages providers to add liquidity.

16 shares8 citations todaySource ↗

05

NoArbitrage under Projective Determinacy

The article investigates the no-arbitrage principle in multiple-priors settings in mathematical finance, aiming to extend the quasi-sure no-arbitrage condition using the classical axioms of Zermelo-Fraenkel set theory.

12 shares4 citations todaySource ↗

Economics7

01

Pareto-Nash Allocations

A study predicts a decline in employment and businesses in forestry and paper manufacturing, but a rise in wood manufacturing jobs in six US states using a vector error correction model.

15 shares1 citation todaySource ↗

02

Forecasting Forest Sector Impacts

A research using a vector error correction model forecasts a decrease in jobs and companies in forestry and paper manufacturing, but an increase in wood manufacturing employment in six US states.

15 shares1 citation todaySource ↗

03

Social Dilemma Model

A theoretical article examines the social dilemma of conglomerate firms in a Bertrand duopoly, focusing on the importance of a sufficiency condition for maintaining a stable long-term equilibrium.

15 sharesSource ↗

04

Green Patents

The article discusses how biases and delays in classification and adoption can lead to undercounting of green patents, especially those from Asia, affecting climate change efforts.

13 shares1 citation todaySource ↗

05

Ukraine's Green Hydrogen

The research investigates the potential of Ukraine's green hydrogen and ammonia economy for low-carbon development, using SWOT and bibliometric network analysis to strategize for a renewable energy sector.

12 shares2 citations todaySource ↗

06

Water Scarcity in Agriculture

The study reiterates the analysis of Ukraine's potential for low-carbon development in the green hydrogen and ammonia economy, using the same SWOT and bibliometric network analysis methods.

12 shares2 citations todaySource ↗

07

Technological Solutions for Water Scarcity

The paper explores the link between water scarcity and agricultural production, suggesting vertical farming as a potential solution and emphasizing the need for more research and technological innovation.

12 shares2 citations todaySource ↗

Miscellaneous5

02

Limits of AI in Finance

The EPOCH framework suggests that AI will not replace jobs but change them, emphasizing the need for professionals to adapt.

14 shares1 citation todaySource ↗

03

MeanField Theory for Growth

The study finds that while temporal fluctuations can lessen concentration effects in competition between random growth and redistribution, they cannot completely remove them.

12 shares10 citations todaySource ↗

04

GeneEnvironment Interplay

The paper suggests a policy classification for gene-environment research and provides advice on improving the empirical modelling of policy-informative gene-environment interplay.

12 sharesSource ↗

05

Randomization for Terror Threats

The study indicates that random security measures can be more effective for large venues, but their use is limited due to justification and staff performance concerns.

11 sharesSource ↗

Crypto & Blockchain1

01

Quantum Reserve Token: Digital Currency

Digital Currency: The Quantum Reserve Token (QRT), a decentralized digital currency backed by quantum computational capacity, is proposed as a potential alternative to the U.S. dollar as the global reserve currency. It promises stability, neutrality, and scalability.

18 sharesSource ↗

Historical Trending1

01

InfoBid: Auction Simulation with LLM Agents

Auction Simulation with LLM Agents: The article presents InfoBid, a simulation framework that uses large language models to analyze the impact of information disclosure strategies in online advertising auctions. It helps understand strategic behavior and auction results.

20 shares4 citations todaySource ↗

SSRN

Working papers in finance and economics from SSRN.

60 items

Quantitative30

01

Equilibrium Reward in AMM LPs

The study proposes a model for automated market makers to increase order flow by incentivizing liquidity providers to add liquidity when it attracts more noise trading.

6 sharesSource ↗

02

Competition Policy in GenAI & Copyright

The article discusses the conflict between copyright protection and the use of copyrighted works for AI training, suggesting a need for policy decisions on copyright holder compensation.

9 sharesSource ↗

03

New Sentiment Analysis for JP Stock Market

A new sentiment analysis method for investment decisions in the Japanese stock market is presented, using financial news keywords and market returns, outperforming a ChatGPT-based approach.

3 sharesSource ↗

04

Retaliative Trade Wars: Theory & Evidence

Theory & Evidence: The study examines the effects of persistent bilateral trade deficits on economic indicators and simulates the impact of import tariffs on trade flows, providing insights for trade economics and policy.

4 sharesSource ↗

05

CAPM for Strategic Asset Allocation

The paper challenges the standard 50/50 equities and bonds allocation in global passive portfolios, suggesting a CAPM strategic asset allocation portfolio performs slightly better.

2 sharesSource ↗

06

Modeling WTI Crude Oil Volatility

A new version of the heterogeneous autoregressive model is proposed, using a common leverage factor to improve commodity market forecasts, with robustness tests confirming its effectiveness.

2 sharesSource ↗

09

AI for Forecasting and Trading

The project uses advanced techniques like Autoencoders, CNNs, BiLSTMs, and the Rainbow DQN algorithm to enhance prediction accuracy and trading performance in finance.

2 sharesSource ↗

10

General Counsel and Investment Distortion

The inclusion of a General Counsel in top management significantly reduces investment mispricing and potential lawsuits, leading to less return volatility and increased future stock returns.

2 sharesSource ↗

11

Mobile Phone Data for Mobility

The study uses mobile phone data to predict travel demand for high-speed rail and analyze tourism flows, proving the usefulness of calibrated mobile phone data in transport planning.

2 sharesSource ↗

12

RFR Cap and Floor Valuation

A model-independent formula for the valuation of a discrete arithmetic average RFR cap and floor is derived, confirming that call-put parity is satisfied for the valuation formula.

2 sharesSource ↗

13

Asset Markets and Granularity

The model reveals that higher asset concentration among a few large investors leads to increased volatility and returns, and surprisingly, improves liquidity.

2 sharesSource ↗

14

Optimizing Workflows with Neural Networks

The article discusses a hybrid approach to optimizing work processes by transferring some tasks to neural networks and solving the rest using alternative methods, leading to reduced energy costs and improved efficiency.

2 sharesSource ↗

15

AIPowered Replication of PE Funds

A new framework is introduced for replicating private equity performance using liquid AI-enhanced strategies, offering a liquid, scalable solution that aligns closely with traditional quarterly PE benchmarks.

2 sharesSource ↗

16

ML for Data Automation in EE

ElectroDrawManager uses machine learning to streamline document retrieval and Bill of Materials management in electrical engineering.

9 sharesSource ↗

23

Ethical Data Governance

The article discusses the ethical aspects of data governance in businesses, emphasizing the need for accountability and transparency, and suggests ways to reduce bias in data-driven decisions.

3 shares2 citations todaySource ↗

24

Data Ethics and Bias Mitigation

The study focuses on preventing bias in data-driven decisions, identifies the main causes of prejudice, and offers guidance on avoiding them in data governance.

3 sharesSource ↗

25

Fixed Income Pricing with Liquidity

The 'liquid Merton' model, which includes informed trading, enhances the precision of bond pricing predictions and provides a fresh perspective on the liquidity premium puzzle.

3 sharesSource ↗

26

Emerging Markets Debt Exploration

The research investigates the features, returns, and risks of different emerging markets bonds, underlining the growth and diversification potential of local-currency markets.

3 sharesSource ↗

27

Machine Learning in Asset Pricing

The paper investigates the use of machine learning for predicting U.S. stock returns, concluding that all predictors are powerful and ensemble methods are the most effective.

2 sharesSource ↗

28

Corporate Bond ETF Risk Profile

The study reveals that corporate bond ETFs have lower liquidity risk but higher intermediary risk, indicating a key tradeoff in the ETF structure.

3 sharesSource ↗

29

Wireless Networks and ML Routing

The machine learning system aims to conserve energy and prolong sensor life in a network, using a BAT computational approach and fuzzy-neuron machine learning to reduce redundancy and energy consumption.

2 sharesSource ↗

30

Human Cognition and Polarization

The research examines why people become polarized despite having similar information, reinforcing existing beliefs and biases, and introduces a new belief formation model based on reinforcement learning.

4 sharesSource ↗

Financial30

01

Options Trading Impact

The 1936 US ban on commodity options trading caused a temporary rise in volatility and a decrease in futures markets' hedging effectiveness, emphasizing the role of options trading in market stability.

5 sharesSource ↗

02

Mutual Fund Performance

The research examines the consistency of equity mutual funds results using historical data, and questions the sufficiency of information given to investors by regulators.

3 sharesSource ↗

03

Biodiversity Financing

Startups linked to biodiversity attract a diverse range of investors and raise less capital, using social media for investor engagement.

3 sharesSource ↗

04

Geopolitical Risk in Banks

The Russia-Ukraine conflict has increased geopolitical risk premiums in European banks' debt and equity markets, especially for banks with significant credit exposures to Russia.

3 sharesSource ↗

05

Extreme Risk in Markets

The research distinguishes between two types of extreme financial market risk - sudden price jumps and volatility bursts - using ultra-high-frequency data and a specific thresholding technique.

2 sharesSource ↗

06

Natural Gas Pricing

The study suggests a no-arbitrage model that combines a seasonal stochastic convenience yield and a local volatility factor to accurately predict natural gas spot futures and options prices.

2 sharesSource ↗

07

Information Leakages in Bond Market

Leaked information about upcoming green bond issues on the Bloomberg Terminal significantly impacts the equity trading dynamics of the issuing firms, resulting in negative abnormal returns and increased trading volumes.

3 sharesSource ↗

12

Learning Discount Rates

Company managers learn about risk and compensation from target stock prices in M&A deals, but not from cashflows, which they already comprehend.

4 shares1 citation todaySource ↗

13

Forward-Looking Variance Index

The paper suggests a forward-looking index to measure market variance, indicating a positive variance risk premium that significantly forecasts the equity risk premium.

2 sharesSource ↗

14

The Anti-Woke Investor

The discussion examines the gap between traditional investment strategies and the rising anti-woke investment trend, emphasizing the role of risk, reward, and community.

2 sharesSource ↗

15

Fake Social Media Accounts

The study reveals that fake social media accounts or bots influence capital markets, with bot tweets linked to increased market activity and liquidity.

2 sharesSource ↗

16

Recursive Utility Accounting

The article presents a new model for equity valuation using recursive utility functions and accounting information, offering fresh insights into the relationship between accounting data and equity valuation.

6 sharesSource ↗

17

Listed Real Estate Portfolios

The research reassesses the role of listed real estate as a stand-in for direct real estate, showing that it can match direct real estate's performance and enhance multiasset portfolio returns.

5 sharesSource ↗

18

Asset Allocation Evolution

The paper traces the development of asset allocation methods, from the traditional MeanVariance Optimization to modern approaches that overcome its shortcomings.

3 sharesSource ↗

19

Derivative Use in ETFs

The study systematically examines the use of derivatives by exchange-traded funds (ETFs), highlighting the importance of strategic derivative use in ETF market competition.

3 sharesSource ↗

20

Nonlinear Taxation and Arbitrage

The research fully describes arbitrage in securities markets with nonlinear taxation, identifying the circumstances that give rise to arbitrage and differentiating between limited and unlimited arbitrage opportunities.

3 sharesSource ↗

21

Speculation in Grain Futures

The paper uses new data to investigate if speculators caused volatility in grain futures markets during the interwar period, concluding that speculators did not cause volatility but were attracted to volatile markets.

3 shares4 citations todaySource ↗

22

Investor-Induced Contagion

The study investigates the contagion process from the cryptocurrency to stock markets, pinpointing the wealth effect as the main contagion driver and stressing the need for policymakers to safeguard financial markets from the effects of cyberattacks.

3 sharesSource ↗

23

Tax Losses as Short Options

The article presents a new framework that views carryforward tax losses as short call options, offering a unified method to assess tax-driven trading decisions.

3 sharesSource ↗

24

Stock Returns Hedged with ML

The research uses absolute variations to create models with percentage returns limited to unity, employing machine learning for hedging strategies and showing enhancements via inverse logistic transformation.

2 sharesSource ↗

25

Earnings Disclosures with LLM

The paper reveals that textual disclosures in companies' earnings announcements, analyzed through a large language model, account for a significant portion of stock return variations and immediate price revisions.

3 shares40 citations todaySource ↗

26

Dual Trading Fee Competition

The study investigates the impact of dual traders on price discovery, concluding that alternative trading venues decrease pricing errors in closing auctions due to lower transaction fees and guaranteed execution at closing auction prices.

4 sharesSource ↗

27

Debt Tax, and Systematic Risk

The research finds that a rise in a company's debt share in its capital structure results in a higher required return on equity due to increased financial risk, with corporate income tax reducing the beta coefficient of debt-financed firms.

2 sharesSource ↗

28

Risk Factors in Islamic Stocks

The study highlights differences in long-term risk factors between Conventional and Islamic Capital Markets post-Shariah-screening, noting that market indexes lack long-term mutual integration.

3 sharesSource ↗

29

Secondary Market for Loans

The paper details an active secondary market for shares in syndicated term loans, identifying main participants, trading patterns, and factors contributing to an active secondary market.

3 sharesSource ↗

30

Considerations for ESG Investment

The article outlines key considerations for investment managers interested in ESG standards, including firm exclusion, ESG integration, third-party ESG ratings, and the effect of ESG principles on portfolio financial performance.

3 sharesSource ↗

RePEc

Economics working papers from RePEc's NEP field reports.

30 items

Finance6

01

Enhanced EM Portfolios with AATS

The rise of algorithmic trading and passive investing has caused issues during market crashes like the COVID-19 pandemic and Russia-Ukraine conflict, but a new Automated Adaptive Trading System could stabilize emerging markets in such times.

27 sharesSource ↗

05

Novel Window Analysis for HFT

The study introduces a new method for assessing decision-making efficiency over time, using the Whale Optimization Algorithm, and applies it to forex investment strategies and utility firms in the Ho Chi Minh City Stock Exchange.

11 sharesSource ↗

06

Monitoring Poverty in Data-Deprived Lebanon

The paper uses a new data augmentation technique to study poverty in the Middle East and North Africa, specifically Lebanon, using alternative data sources when traditional income data is scarce or unavailable.

10 sharesSource ↗

Statistical5

01

BRM for Incomplete Data Prediction

The blockwise reduced modeling (BRM) method is introduced for better analysis of blockwise missing data patterns, offering faster and more precise predictions by reducing data imputation.

20 sharesSource ↗

02

New Momentum Strategy for Equity Premium

A new machine learning strategy, momentum-determined indicator-switching (N-MDIS), is proposed to improve the accuracy of equity premium prediction, outperforming existing methods.

19 sharesSource ↗

03

Product Market Competition and Zero-Leverage

The study suggests that firms are more likely to adopt zero-leverage policies as product market competition increases, especially those with higher earnings volatility, providing new perspectives on market competition and financial decisions.

18 sharesSource ↗

04

News Sentiment Impact on Risk Management

The study reevaluates the role of news sentiment in stock return volatility, finding that more accurately measured news sentiment significantly impacts volatility dynamics, with GPT-4 classification outperforming RavenPack.

16 sharesSource ↗

Machine Learning7

01

Machine Learning for M&A Prediction

A study reveals that machine learning models are more successful in predicting Chinese corporate mergers and acquisitions compared to traditional econometric methods.

28 sharesSource ↗

03

Bond Market Volatility Forecasting

Machine learning methods using the volatility of long-term treasury bond contracts can enhance the precision of stock market volatility predictions in China.

24 sharesSource ↗

04

Lot Streaming and Scheduling

The article proposes a new algorithm and machine learning model to improve the efficiency and accuracy of the Lot Streaming and Scheduling Problem with stochastic product arrival times.

16 sharesSource ↗

05

Dynamics in Chinese Financial Markets

The paper introduces a new machine learning technique for analyzing complex time series, offering an alternative to the Box-Jenkins methodology using financial data from the COVID-19 pandemic.

13 sharesSource ↗

07

Housing Market Quantile Connectedness

The paper uses machine learning to study the international housing market, emphasizing the importance of the US housing market and its interest rates in predicting market spillovers.

10 sharesSource ↗

Deep Learning2

Historical Trending10

01

Predicting VIX Trends

The research uses machine learning to predict the CBOE Volatility Index, highlighting the influence of weekly jobless claim data on market volatility.

23 sharesSource ↗

02

Stock Price Prediction

The study shows that traditional machine learning models outperform deep learning models in predicting Eurozone banking sector stock prices due to dataset limitations.

13 sharesSource ↗

03

AI Capability Impact

The research indicates that AI capability directly affects firm performance, with a data-driven culture and AI infrastructure being key to high performance.

5 sharesSource ↗

04

Climate Discussions

The study uses machine learning to analyze social media discussions on climate change, emphasizing the role of communication in achieving net-zero goals.

4 sharesSource ↗

05

Dark Patterns in Retail

The research investigates the use of behavioral sciences and AI in regulating dark patterns in the retail investment sector.

2 sharesSource ↗

09

Bank Performance Determinants

The paper analyzes factors affecting banks' performance, proposing new research areas related to digital transformation, artificial intelligence, and COVID-19's impact.

1 sharesSource ↗

Machine learning

The general machine-learning papers the letter carried in 2023-25.

10 items

Historical Trending10

01

QLASS: Language Agents Search

Language Agents Search: QLASS system enhances the efficiency of language agents by offering step-by-step guidance, improving decision-making in complex tasks.

191 shares19 citations todaySource ↗

03

LoRA-X: Model Adaptation

Model Adaptation: LoRA-X enables the transfer of fine-tuning parameters across different models, enhancing the efficiency of text-to-image generation without needing original training data.

13 shares11 citations todaySource ↗

04

AnyMesh: 3D Object Modeling

3D Object Modeling: Articulate Anymesh is a framework that transforms any rigid 3D mesh into an articulated object, aiding in the acquisition of new object manipulation skills in robotics.

10 shares53 citations todaySource ↗

05

Particle Trajectory Learning

PoLAr-MAE is a self-supervised learning framework for 3D particle trajectory analysis in Time Projection Chambers, matching the performance of supervised baselines without labeled data.

10 shares9 citations todaySource ↗

06

Hierarchical Sparse Bayesian Multitask Model

The article discusses a hierarchical Bayesian multitask learning model for binary classification learning, which effectively predicts human health status using microbiome profiles.

8 shares1 citation todaySource ↗

07

Improved Position Encodings with STRING

The article introduces STRING, an extension of Rotary Position Encodings, which offers exact translation invariance and low computational footprint, proving beneficial in robotics and Vision Transformers.

7 shares20 citations todaySource ↗

09

Calibrated Multi-Preference Optimization

The article presents Calibrated Preference Optimization (CaPO), a method for aligning text-to-image diffusion models without human annotated data, outperforming previous methods.

5 shares44 citations todaySource ↗

10

SeedVR: Video Restoration with Diffusion Transformer

Video Restoration with Diffusion Transformer: The article introduces SeedVR, a diffusion transformer for video restoration of any length and resolution, showing superior performance over existing methods for generic video restoration.

5 shares70 citations todaySource ↗

Papers with code

Papers that shipped their code, from the Papers with Code feed (2023-25).

9 items

Trending4

01

LLMAggreFact Code Release

The LLMAggreFact code, used for data synthesis and modeling, is now available for public use.

1,997 shares

02

Rankify Python Toolkit

The importance of retrieval reranking and retrieval-augmented generation (RAG) in information retrieval and question answering applications is highlighted.

287 shares

03

Open Search Tool

Open Search Tool, a new internet search tool, has outperformed its proprietary competitors.

218 shares

04

FEC Fast Euclidean Clustering

The segmentation of point cloud data is vital for applications such as remote sensing, mobile robots, and autonomous vehicles.

195 shares

Rising5

01

Reverse Dialogue Inference

The DCMCQ task is a new tool designed to better interpret and respond to user queries within the vast amount of online dialogic data.

178 shares

02

RL Enhanced LLMs Survey

The paper explores the use of reinforcement learning to enhance the performance of large language models by providing output-based feedback.

161 shares

03

LLM Agent Methodology Survey

The article examines the emergence of intelligent agents, which are driven by advancements in large language models.

111 shares

04

Optimal Stepsize for Sampling

The article emphasizes the high-quality output of diffusion models, but points out their computational intensity due to inefficient step discretization.

68 shares

05

CPPO Training Acceleration

The paper introduces Completion Pruning Policy Optimization (CPPO), a method aimed at accelerating the training of reasoning models based on Group Relative Policy Optimization (GRPO).

39 shares

GitHub

Repositories the letter featured.

8 items

Finance3

01

FastAPI Exposer

The article explores a zero-configuration tool that can transform FastAPI endpoints into MCP tools automatically.

504 shares

02

StarVector Generation

The piece presents StarVector, a base model that uses vision-language modeling to turn vectorization into a code generation task, resulting in superior SVG code.

2,764 shares

03

CPP Finance Programming

The article reports the successful completion of a QuantNet C programming course, with the participant receiving a Certificate with Distinction.

57 shares

Trending5

01

Efficient Subtitling Tool

VideoCaptioner is a smart tool based on LLM that aids in efficient video subtitling, including sentence segmentation, correction, and translation.

5,687 shares

02

Statsmodels 2021

Statsmodels 2021 offers sample notebooks for statistical modeling.

6 shares

03

Automatic Transcription

PyTranscriber is an easy-to-use tool that automatically generates transcriptions and subtitles for audio/video files.

3,236 shares

04

HighPerformance VMs

High-performance virtual machines for macOS and Linux can be created and operated on Apple Silicon, with built-in support for AI agents.

3,280 shares

05

Community RAG Hub

A community-driven collection of RAG Retrieval-Augmented Generation frameworks, projects, and resources encourages contributions and exploration of the evolving RAG ecosystem.

660 shares

News

Industry news: funds, hiring, markets and regulation.

20 items

Quantitative10

01

New Quant Fund

Schonfeld Strategic Advisors is starting a new hedge fund, the Schonfeld Systematic Alpha Fund, to allow investors to directly access its quantitative trading teams.

8 shares

02

Hedge Funds Brace for Volatility

According to a Goldman Sachs report, hedge funds have lowered risk exposure and shifted capital in anticipation of President Trump's tariff announcement on April 2.

6 shares

03

Retail-Focused Strategies

Amplify Investment Partners in South Africa has introduced two new hedge funds aimed at retail investors, the Amplify SCI Property Retail Hedge Fund and the Amplify SCI Active Equity Retail Hedge Fund.

6 shares

04

Warner Bros Discovery Board

Warner Bros Discovery is planning to add Anton Levy, an advisory director at General Atlantic, to its board due to pressure from Sessa Capital, an activist hedge fund firm.

5 shares

05

Transatlantic Signal Feeds

Quincy Data has introduced new Transatlantic Signal Feeds, which distribute important CME data in London, Frankfurt, and Mumbai to provide trading indicators for key CME futures instruments.

5 shares

07

Digital Assets Funds Inflow Persists

Digital asset investment products saw a second week of inflows, totaling 226m, showing cautious investor optimism, says CoinShares.

3 shares

08

Eisler Capital Loses Partner

Eisler Capital loses three of its recently appointed partners, raising concerns about the hedge fund's stability in challenging market conditions.

3 shares

09

Engine Capital Challenges Lyft

Engine Capital Management, an activist hedge fund, has proposed two director candidates for Lyft’s board, suggesting a potential proxy battle.

3 shares

10

ExPaulson Partner Relaunches Hedge Fund

ExPaulson Europe LLP partner, Orkun Kilic, is relaunching his hedge fund Berry Street Capital Management with 200m in commitments from investors.

3 shares

Miscellaneous10

01

TT International's Macro Strategy

TT International has launched the TT EM Macro Strategy, a hedge fund focused on exploiting opportunities in emerging markets across various sectors.

2 shares

02

Elliott's Short Position on Shell

Elliott Investment Management has taken an £850m short position against Shell, marking the largest disclosed bet against the oil company in nearly a decade.

2 shares

03

Robeco Active Quant Results

Robeco Active Quant prioritizes predictable outcomes in partner insight, as reported by Professional Pensions.

2 shares

04

Fed Emergency Facility for Hedge Fund Trades

Financial experts have advised the Federal Reserve to create an emergency facility to manage the potential unwinding of highly leveraged hedge fund basis trades, safeguarding the $29tn US Treasuries market.

2 shares

05

AI's Impact on Trading

Top1000funds reports that Artificial Intelligence (AI) is expected to lead the next stage of quantitative finance.

2 shares

06

Bridgewater AUM Decreases by 18%

In 2024, Bridgewater Associates' assets under management dropped by 18.1% to $92.1bn due to a purposeful reduction in its main fund.

1 shares

07

Managed Accounts Evolution

The adoption of Separately Managed Accounts (SMA) in hedge fund offerings has been driven by regulatory pressures, technological innovation, and investor demands over the past decade.

1 shares

08

DTCC’s FICC Grows Treasury Clearing

The Fixed Income Clearing Corporation (FICC) has improved its US Treasury clearing capabilities with new access models and customer margin segregation.

1 shares

10

Schroder UK Mid Cap Trust Fights Saba

The Schroder UK Mid Cap Fund has implemented investor-friendly reforms after successfully thwarting Saba Capital's attempt to alter its structure.

1 shares

Podcasts

Episodes on markets, quant methods and economics.

10 items

Quantitative5

01

Christopher Zook PE Insights

Christopher Zook talks about CAZ Investments' focus on private markets, investment themes, and risk mitigation strategies in private equity.

12 shares

02

WeightWatcher AI Detective

Dr. Charles Martin introduces WeightWatcher, an AI tool that analyzes neural networks without requiring their data, and discusses the future of AI.

10 shares

04

EM Fixed Income Tariff Watch

Jonny Goulden and Saad Siddiqui discuss the impact of recent market developments on the EM fixed income asset class in a 2025 podcast.

8 shares

05

Active Management in Volatile Markets

Eric Nyquist discusses Howard Capital's systematic approach to volatile markets, arguing that the real risk is not volatility, but the erosion of purchasing power.

7 shares

Related5

01

Global Private Equity Opportunities

Goldman Sachs' Alison Mass and Bain Capital's David Gross discuss the evolving global landscape of private equity and alternative investments.

7 shares

02

US Rates Developments

Srini Ramaswamy and Ipek Ozil discuss the latest developments in US rates markets in a podcast recorded on March 31, 2025.

7 shares

03

Market Outlook Post Q1

A panel of experts analyze the shift in market trends and the move away from top-performing assets of 2024, forecasting future market expectations.

5 shares

04

Combatting Fraud Networks

Data scientist Bavo DC Campo explains how graphs can be used to detect insurance fraud by revealing hidden links between fraudulent claims and culprits.

5 shares

05

European Rate Markets Chat

Francis Diamond, Aditya Chordia, and Khagendra Gupta share their insights on European rate markets, focusing on various aspects including Euro rates, SSAs, Scandi rates, and UK rates.

5 shares

X / Twitter

Posts from quant researchers on X.

2 items

Quantitative1

01

NeuraLatex: Self-Contained Paper

Self-Contained Paper: NeuraLatex has addressed reproducibility problems by incorporating all necessary code, data, and experiments into the LaTeX source, allowing it to be executed during compilation.

1 shares

Miscellaneous1

Reddit

Threads from r/quant, r/algotrading and friends.

10 items

Quantitative5

Rising5

    Type to search. Try rough volatility, LLM agents or FinGPT.

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