---
title: Quant Letter No. 93: April 2025, Week 3
url: https://www.ml-quant.com/issues/2025-04-16/
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: 2025-04-16
---


# Quant Letter No. 93: April 2025, Week 3

Sent 2025-04-16. 156 items.

## arXiv

### Finance

- __[Stylized Facts in Financial Markets](http://arxiv.org/abs/2504.08611v1)__: The article examines eleven financial market patterns across different regions and cryptocurrencies over 150 years, offering insights into their reliability and applicability. (2025-04-11, shares: 38) · https://www.ml-quant.com/papers/arxiv/2504.08611/
- __[Optimal Investment in Equity & Credit Default Swaps](http://arxiv.org/abs/2504.08085v1)__: The study investigates the use of credit default swaps (CDS) to reduce default risk in the equity market, indicating that optimal CDS policies cover both immediate equity losses and future trading losses. (2025-04-10, shares: 22) · https://www.ml-quant.com/papers/arxiv/2504.08085/
- __[Optimal Investment in Equity & Credit Default Swaps](http://arxiv.org/abs/2504.08085v1)__: The article reiterates the use of credit default swaps (CDS) to lessen default risk in the equity market, showing that optimal CDS policies cover both immediate equity losses and future trading losses. (2025-04-10, shares: 22) · https://www.ml-quant.com/papers/arxiv/2504.08085/
- __[Graph Neural Network Trading](http://arxiv.org/abs/2504.07923v1)__: The paper presents a new algorithm, Trading Graph Neural Network (TGNN), that predicts the impact of various factors on asset prices in trading networks, surpassing existing methods in prediction accuracy. (2025-04-10, shares: 17) · https://www.ml-quant.com/papers/arxiv/2504.07923/
- __[Large Language Models in Stock Market Simulation](http://arxiv.org/abs/2504.10789v1)__: The article presents an open-source framework for a simulated stock market, where large language models act as trading agents, allowing for analysis of market dynamics under different conditions. (2025-04-15, shares: 16) · https://www.ml-quant.com/papers/arxiv/2504.10789/
- __[Convergence of Hurst Parameter Estimation](http://arxiv.org/abs/2504.09276v1)__: The research extends the convergence result of a scale-invariant estimator, proving its consistent estimation of the Hurst parameter in rough stochastic volatility models. (2025-04-12, shares: 14) · https://www.ml-quant.com/papers/arxiv/2504.09276/
- __[GARCH-GRU Model for Financial Volatility Forecasting](http://arxiv.org/abs/2504.09380v1)__: The paper proposes a new GARCH-GRU model for financial volatility forecasting, showing better computational efficiency and forecasting accuracy than other models. (2025-04-13, shares: 13) · https://www.ml-quant.com/papers/arxiv/2504.09380/
- __[Pontryagin-Guided Portfolio Optimization](http://arxiv.org/abs/2504.11116v1)__: The article introduces the Pontryagin-Guided Direct Policy Optimization framework for solving large-scale portfolio optimization problems, capable of handling up to 50 assets and 10 state variables. (2025-04-15, shares: 11) · https://www.ml-quant.com/papers/arxiv/2504.11116/

### Economics

- __[Human vs ChatGPT](http://arxiv.org/abs/2504.10636v1)__: A study reveals that the latest versions of AI outperform humans in decision-making, showing nearly perfect Bayesian classifications, unlike humans and early AI versions that exhibit judgement biases. (2025-04-14, shares: 26) · https://www.ml-quant.com/papers/arxiv/2504.10636/
- __[Market Portfolio Decomposition](http://arxiv.org/abs/2504.07929v1)__: A new market-based portfolio variance has been derived, accounting for random trade volumes, which could help portfolio managers and macroeconomic model developers adapt to market realities. (2025-04-10, shares: 22) · https://www.ml-quant.com/papers/arxiv/2504.07929/
- __[Gender-Related Innovation Trends](http://arxiv.org/abs/2504.08493v1)__: A proposed trend-based modelling framework can analyze gender-related aspects of innovation processes in SMEs, identifying 13 scenarios and possible transitions, offering a practical solution for complex, data-scarce systems. (2025-04-11, shares: 15) · https://www.ml-quant.com/papers/arxiv/2504.08493/
- __[Culture's Impact on Migration](http://arxiv.org/abs/2504.08443v1)__: A study using UN migration data shows that cultural proximity significantly influences migration patterns, with wealthier countries' migrants choosing culturally similar destinations, and half of OECD countries showing a bias towards accepting culturally close migrants. (2025-04-11, shares: 14) · https://www.ml-quant.com/papers/arxiv/2504.08443/
- __[EV Purchase Factors](http://arxiv.org/abs/2504.09854v1)__: A study finds that consumers knowledgeable about electric vehicles and their environmental benefits, and who trust in the growth of charging stations, are more likely to consider buying one. (2025-04-14, shares: 13) · https://www.ml-quant.com/papers/arxiv/2504.09854/
- __[Gender Differences in Automation Risk](http://arxiv.org/abs/2504.07689v1)__: The chapter discusses the risk of automation in developing countries' labor markets, with a focus on gender differences due to prevalent gender-based job segregation. (2025-04-10, shares: 13) · https://www.ml-quant.com/papers/arxiv/2504.07689/
- __[Global Food Network Robustness](http://arxiv.org/abs/2504.08857v1)__: Research on the global food supply network shows its increased robustness over time, but warns that severe shocks to key suppliers like the US and India could cause a systemic collapse. (2025-04-11, shares: 12) · https://www.ml-quant.com/papers/arxiv/2504.08857/
- __[Children's School Travel Prediction](http://arxiv.org/abs/2504.09947v1)__: A machine learning study identifies distance as the key factor influencing how children in Switzerland travel to school. (2025-04-14, shares: 11) · https://www.ml-quant.com/papers/arxiv/2504.09947/

### Miscellaneous

- __[DeepGreen Monitoring System](http://arxiv.org/abs/2504.07733v1)__: DeepGreen is a system that uses large language models to identify green-washing in corporations by analyzing their financial statements, showing that green practices can boost a company's asset return rate. (2025-04-10, shares: 16) · https://www.ml-quant.com/papers/arxiv/2504.07733/
- __[EthosGPT Human Values Mapping](http://arxiv.org/abs/2504.09861v1)__: EthosGPT is an open-source framework that uses large language models to assess and map human values globally, aiding in the creation of inclusive AI systems and promoting value diversity in accordance with the United Nations Sustainable Development Goals. (2025-04-14, shares: 16) · https://www.ml-quant.com/papers/arxiv/2504.09861/

### Historical Trending

- __[Portfolio Optimization](http://arxiv.org/abs/2504.05743v2)__: The article discusses a new method for portfolio optimization using principles like the Commonality Principle and introduces a new risk management framework. (2025-04-08, shares: 23) · https://www.ml-quant.com/papers/arxiv/2504.05743/
- __[Battery Storage Strategy](http://arxiv.org/abs/2504.06932v1)__: The paper presents an automated trading strategy for battery energy storage systems in the power intraday market, showing increased revenue potential dependent on trading speed. (2025-04-09, shares: 17) · https://www.ml-quant.com/papers/arxiv/2504.06932/

## SSRN

### Quantitative

- __[Impact of Open Government Data on Default in China](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5218902)__: Open Government Data (OGD) has helped decrease personal default rates in China, especially in high-risk areas and among younger and middle-aged people. (2025-04-16, shares: 5) · https://www.ml-quant.com/papers/ssrn/5218902/
- __[NextGen Deep Learning for Handwritten Recognition](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5218364)__: Despite progress in deep learning, challenges remain in Handwritten Text Recognition (HTR) due to varying handwriting styles and complexities like cursive writing and irregular spacing. (2025-04-15, shares: 5) · https://www.ml-quant.com/papers/ssrn/5218364/
- __[Corporate Tax Avoidance and Wealth Concentration](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216569)__: Corporate tax avoidance increases corporate inequality and promotes oligopolistic markets, particularly impacting knowledge-intensive industries such as Big Tech and Big Pharma. (2025-04-14, shares: 4) · https://www.ml-quant.com/papers/ssrn/5216569/
- __[Financial Data Repository and Python Code for ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5212626)__: The authors offer raw financial report data and Python code to help download and parse these documents, addressing the difficulty of extracting specific sections from long documents. (2025-04-10, shares: 3) · https://www.ml-quant.com/papers/ssrn/5212626/
- __[Kolmogorov-Arnold Networks for Time Series Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5217399)__: Kolmogorov-Arnold Networks (KANs) are a strong alternative to MultiLayer Perceptron (MLP) for time series analysis and forecasting, as outlined in the survey. (2025-04-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5217399/
- __[Predicting Random Risk-Taking Behavior](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5214675)__: A model with varied probability weighting parameters can predict decision-making behavior in complex lotteries with a 53% accuracy rate. (2025-04-12, shares: 3) · https://www.ml-quant.com/papers/ssrn/5214675/
- __[Multiscale Price Discovery in Indian Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5214406)__: The study shows that about 90% of information exchange between the Nifty index spot and futures markets occurs within two weeks, with volatility being more crucial than liquidity for improving the informational efficiency of the index futures market. (2025-04-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5214406/
- __[Machine Learning for Finance Risk Assessment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5215754)__: The article discusses the use of machine learning for risk assessment and valuation in the financial sector, emphasizing its potential to enhance risk management. (2025-04-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5215754/
- __[Predictive Maintenance in QAD ERP](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5218658)__: The research focuses on the use of machine learning for predictive maintenance in the QAD ERP system, aiming to minimize downtime and optimize equipment use. (2025-04-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5218658/
- __[USChina Tensions Impact on Gold and Oil](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5213775)__: The study analyzes the effect of US-China tensions on the volatility and hedging of gold and crude oil prices, showing a significant impact on long-term crude oil price volatility. (2025-04-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/5213775/
- __[Ethical Sentiment in Drug Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5218044)__: The article explores the influence of public sentiment on companies' financial performance after ethically dubious actions, indicating that negative sentiment can both help and hinder performance. (2025-04-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5218044/
- __[Jet Genie Research Paper](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216042)__: JetGenie, an AI-based conversational system, is designed to simplify airline ticket booking through intelligent automation and real-time support, providing a personalized solution for modern travelers. (2025-04-14, shares: 3) · https://www.ml-quant.com/papers/ssrn/5216042/
- __[Portfolio Choice Mental Framing Effects](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216342)__: The study reveals systematic decision errors in dynamic portfolio choice, highlighting the importance of problem framing and supporting a libertarian paternalistic approach to choice architecture design. (2025-04-14, shares: 4) · https://www.ml-quant.com/papers/ssrn/5216342/
- __[AI Algebra for Quantitative Finance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5212863)__: The research presents a tensor-based framework that expands AI's algebraic foundations to quantitative finance, proving its effectiveness in simulating a portfolio of systematic investment strategies. (2025-04-10, shares: 2) · https://www.ml-quant.com/papers/ssrn/5212863/
- __[Private Linear Equation Solving in Federated Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5218783)__: The paper suggests a method to disguise input data in federated learning to prevent information leakage, ensuring the modifications do not change the solutions. (2025-04-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5218783/
- __[Cybersecurity Incidents & Stock Market Valuation: Japan vs Korea](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5202602)__: Japan vs Korea: The study finds that Korea's stock market is more susceptible to cyber attacks and AI-driven sentiment than Japan's. (2025-04-02, shares: 8) · https://www.ml-quant.com/papers/ssrn/5202602/
- __[Impact of Total Return Swap on Shareholders Wealth](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5206488)__: The research shows that total return swaps can either harm minority shareholders or benefit all shareholders, depending on their use. (2025-04-05, shares: 7) · https://www.ml-quant.com/papers/ssrn/5206488/
- __[Competition Policy Analysis of Copyright Protection in GenAI](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5201510)__: The paper suggests that policymakers need to decide when copyright holders should be compensated in the context of AI training. (2025-04-02, shares: 9) · https://www.ml-quant.com/papers/ssrn/5201510/
- __[Optimizing Hybrid Algorithms for Quantum & Classical Machine Learning](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5202602)__: The study emphasizes the need for region-specific cybersecurity strategies in Japan and Korea due to the impact of cyber incidents and AI sentiment on their stock markets. (2025-04-02, shares: 5) · https://www.ml-quant.com/papers/ssrn/5202602/
- __[Economics of Big Data: Acquiring & Managing Large-Scale Data Sets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198544)__: Acquiring & Managing Large-Scale Data Sets: The paper discusses how combining Quantum Machine Learning with classical machine learning can enhance computational performance and accuracy. (2024-12-24, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198544/
- __[Machine Learning-Based Detection of Wormhole Attacks in IoT Networks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5206708)__: The research highlights the importance of AI and cloud-based storage in managing large-scale datasets economically and operationally. (2023-05-03, shares: 4) · https://www.ml-quant.com/papers/ssrn/5206708/
- __[Cloud-Based Data Integration & Machine Learning in Biopharma Supply Chain Optimization](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5215742)__: The study compares the effectiveness of five machine learning classifiers in detecting wormhole attacks in IoT networks. (2025-03-21, shares: 3) · https://www.ml-quant.com/papers/ssrn/5215742/
- __[VIX Index Relationship with Bond Spreads: Structural Breaks & Threshold Effects](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199156)__: Structural Breaks & Threshold Effects: The article explores the growing use of cloud data integration and machine learning in managing specific data in biopharmaceutical supply chain operations. (2022-12-22, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199156/
- __[Bias in Securities Litigation Event Studies with Volatility & Beta Shifts](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5213881)__: The study analyzes the link between implied equity volatility and corporate bond spreads during financial crises using statistical methods. (2024-03-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5213881/
- __[Machine Learning in Empirical Asset Pricing](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5212620)__: The paper suggests a regime switching model to estimate beta and volatility, addressing traditional event study methodology's limitations during volatility shifts. (2025-03-14, shares: 2) · https://www.ml-quant.com/papers/ssrn/5212620/
- __[Retaliative Trade Wars: Theory & Evidence on UK and US Import Tariffs](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199395)__: Theory & Evidence on UK and US Import Tariffs: The author uses machine learning to predict U.S. stock returns, with ensemble methods showing the best performance. (2019-05-31, shares: 2) · https://www.ml-quant.com/papers/ssrn/5199395/
- __[Machine Learning Antenna for 5G & IEEE802.11ba/Be Applications](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199034)__: The study uses simulation models to study the effects of persistent bilateral trade deficits and import tariffs on key economic indicators. (2025-03-31, shares: 4) · https://www.ml-quant.com/papers/ssrn/5199034/
- __[Short Selling & Liquidity Commonality](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5206710)__: The work suggests a machine learning-based antenna for 5G and IEEE applications, offering a high tuning range and total spectrum. (2025-04-05, shares: 3) · https://www.ml-quant.com/papers/ssrn/5206710/
- __[Implementation of Dichotomiser 3 Algorithm for Decision Making in ML](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5210160)__: The study investigates the effect of short selling on liquidity commonality in Chinese stock markets, finding it reduces systematic liquidity risk. (2025-04-08, shares: 2) · https://www.ml-quant.com/papers/ssrn/5210160/

### Financial

- __[Data Privacy Risk at Firms](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216040)__: A study finds that companies with higher data privacy risks have lower earnings and higher bank loan costs, based on analysis of earnings call transcripts. (2025-04-14, shares: 7) · https://www.ml-quant.com/papers/ssrn/5216040/
- __[Equity Risk Premium in India](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5217024)__: A paper reveals a 6-10% variation in India's Equity Risk Premium (ERP) per 1% change in growth assumptions, highlighting the impact of volatile inflation on nominal risk premiums. (2025-04-14, shares: 4) · https://www.ml-quant.com/papers/ssrn/5217024/
- __[Mutual Funds and Pollution Events](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5219194)__: Research indicates that fund managers in areas affected by chemical spills improve their ESG scores by shifting from low to high ESG stocks, suggesting social factors influence portfolio changes. (2025-04-16, shares: 3) · https://www.ml-quant.com/papers/ssrn/5219194/
- __[Global FOMO in Financial Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5214893)__: The Global Fear of Missing Out (FOMO) Index, using Google Trends data, forecasts lower stock returns, decreased volatility, and weaker Sharpe ratios, especially in democratic countries, showing the role of psychology and politics in finance. (2025-04-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5214893/
- __[Capital Controls](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5214691)__: The study suggests that controlling residents' capital outflows can stabilize domestic asset markets and prevent uninformed traders from losing wealth to speculators, as evidenced by housing markets. (2025-04-12, shares: 2) · https://www.ml-quant.com/papers/ssrn/5214691/
- __[Media Bias in Stocks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216036)__: The study reveals that national stock market indices perform poorly when influenced by daily media coverage, particularly negative news and significant index changes. (2025-04-11, shares: 2) · https://www.ml-quant.com/papers/ssrn/5216036/
- __[Strategic Undervaluation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5218377)__: The paper proposes a theory, Strategic Undervaluation, explaining how states can intentionally lower the value of key assets to gain geopolitical advantage and destabilize rival economies. (2025-04-15, shares: 2) · https://www.ml-quant.com/papers/ssrn/5218377/
- __[Ultra Short-Dated Spreads](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5215849)__: The research shows that ultra short-dated option spreads, specifically zero-day-to-expiration SP 500 Index iron condors, provide a reliable advantage that can be scaled for fund deployment, especially when entered just before market close. (2025-04-13, shares: 2) · https://www.ml-quant.com/papers/ssrn/5215849/
- __[Audit Trails for Stability](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5219471)__: The article highlights the crucial role of audit trails in detecting systematic exposures, enhancing economic stability, discouraging regulatory deviance, and rebuilding investor trust. (2025-04-16, shares: 2) · https://www.ml-quant.com/papers/ssrn/5219471/
- __[Options Trading Impact](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200152)__: The research indicates that active options trading can decrease price volatility and enhance hedging effectiveness in futures markets, as shown by the 1936 US commodity options trading ban. (2025-04-01, shares: 5) · https://www.ml-quant.com/papers/ssrn/5200152/
- __[Videogame Investments](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5209656)__: The study reveals that financial returns on videogame attributes, such as CSGO skins, surpass most traditional and alternative assets, offering diversification benefits. (2025-04-08, shares: 7) · https://www.ml-quant.com/papers/ssrn/5209656/
- __[Real Estate Portfolios](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199935)__: The paper shows that listed real estate can match the performance of direct real estate and enhance the returns of a multiasset portfolio. (2015-02-01, shares: 5) · https://www.ml-quant.com/papers/ssrn/5199935/
- __[Grain Market Speculation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5200192)__: The research finds that speculators did not trigger volatility in futures markets during the interwar period, but rather entered volatile markets without increasing volatility. (2022-12-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5200192/
- __[Turbulent Expectations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5202486)__: The book introduces a unified paradigm that views the capital market as a rational learning machine, with a focus on the equity risk premium puzzle. (2025-04-02, shares: 4) · https://www.ml-quant.com/papers/ssrn/5202486/
- __[Mutual Fund Performance](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198430)__: The study investigates the performance of equity mutual funds, aiming to verify the persistence in their results using two risk-adjusted return indicators. (2025-03-29, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198430/
- __[Intraday Volatility Forecasting](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216864)__: The paper presents a new model for predicting high-frequency intraday conditional discrete return densities and volatility using deep learning, which surpasses empirical nonparametric forecasting rules and Space State Models. (2024-03-01, shares: 3) · https://www.ml-quant.com/papers/ssrn/5216864/
- __[Impact of Short Selling Constraints on Investment](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5211818)__: Firm value can be increased by short selling constraints, but large costs or bans can negatively impact it and affect corporate investment decisions. (2024-04-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/5211818/
- __[Community Bank Leverage Ratio Responses](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5202564)__: The Community Bank Leverage Ratio (CBLR) boosts risk-taking and profitability in small U.S. community banks, mainly through asset reduction. (2025-03-27, shares: 3) · https://www.ml-quant.com/papers/ssrn/5202564/
- __[Financing Biodiversity Entrepreneurship](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198920)__: Startups focusing on biodiversity raise less capital but attract a wider range of investors, emphasizing the significance of hybrid financing models. (2025-03-30, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198920/
- __[Earnings Announcement Disclosures and LLM](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198675)__: Firms' earnings announcements' textual disclosures contain crucial information, explaining more stock return variation than traditional financial measures. (2025-02-25, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198675/
- __[Tariffs, Asset Prices, and Inflation](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5206224)__: Tariff shocks, like those announced by President Trump, impact inflation expectations, capital investment, and output through asset price channels. (2025-04-04, shares: 3) · https://www.ml-quant.com/papers/ssrn/5206224/
- __[Stock Investment: p-index Approach](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5216067)__: P-index Approach: A study using European put options to measure asset risk found that materials sector stocks in China's SSE 50 index had the highest annual return rates. (2024-11-20, shares: 3) · https://www.ml-quant.com/papers/ssrn/5216067/
- __[Geopolitical Risk Premia in European Banking](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5198995)__: The Russia-Ukraine war has led to geopolitical risk premiums in European banks' debt and equity markets, with more exposed banks facing higher funding costs and lower stock returns. (2025-03-31, shares: 3) · https://www.ml-quant.com/papers/ssrn/5198995/
- __[Rationally Turbulent Expectations](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5202482)__: The book introduces a new paradigm that views the capital market as a rational learning machine, with expectations being more volatile due to risk instability. (2025-04-02, shares: 4) · https://www.ml-quant.com/papers/ssrn/5202482/

## RePEc

### Finance

- __[Enhanced Emerging Market Portfolio Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1186%2Fs40854-025-00754-3%3Bh%3Drepec%3Aspr%3Afininn%3Av%3A11%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1186_s40854-025-00754-3)__: A second-generation Automated Adaptive Trading System may stabilize emerging markets during downturns, countering challenges posed by algorithmic trading and passive investing. (2025-04-16, shares: 27) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/
- __[Efficient Volatile KSE-30 Equity Identification](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs43069-025-00421-4%3Bh%3Drepec%3Aspr%3Asnopef%3Av%3A6%3Ay%3A2025%3Ai%3A1%3Ad%3A10.1007_s43069-025-00421-4)__: Machine learning has been utilized to identify assets causing downward trends in the Pakistan Stock Exchange, proposing an efficient asset allocation scheme. (2025-04-16, shares: 25) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/
- __[Risk Parity Optimization](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjtsa.12792%3Bh%3Drepec%3Abla%3Ajtsera%3Av%3A46%3Ay%3A2025%3Ai%3A2%3Ap%3A353-377)__: Using expected shortfall as a risk measure in risk parity portfolio optimization reduces sensitivity to volatility shocks and decreases portfolio turnover during market turmoil, with a time series model enhancing risk-adjusted returns. (2025-04-16, shares: 16) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/
- __[Sharpe Ratio in Global Indices](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Farchive.conscientiabeam.com%2Findex.php%2F29%2Farticle%2Fview%2F4102%2F8464%3Bh%3Drepec%3Apkp%3Ateafle%3Av%3A12%3Ay%3A2025%3Ai%3A1%3Ap%3A120-142%3Aid%3A4102)__: The research finds that Sharpe Ratio Minimae and Maximae trading strategies are more profitable than the buy-and-hold strategy in global markets, supporting the Adaptive Market Hypothesis. (2025-04-16, shares: 15) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/
- __[Novel Window Analysis for HFT](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10614-023-10528-7%3Bh%3Drepec%3Akap%3Acompec%3Av%3A65%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10614-023-10528-7)__: The study introduces a new window analysis method for assessing decision-making units' efficiency over time, using the Whale Optimization Algorithm to identify stable trading strategies and companies. (2025-04-16, shares: 11) · https://www.ml-quant.com/papers/repec/kap-compec-v-65-y-2025-i-2-d-10-1007-s10614-023-10528-7/
- __[Monitoring Poverty in Lebanon](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Froiw.12708%3Bh%3Drepec%3Abla%3Arevinw%3Av%3A71%3Ay%3A2025%3Ai%3A1%3An%3Ae12708)__: 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. (2025-04-16, shares: 10) · https://www.ml-quant.com/papers/repec/bla-revinw-v-71-y-2025-i-1-n-e12708/

### Statistical

- __[BRM for Predictions with Missing Patterns](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fijds.2022.9016%3Bh%3Drepec%3Ainm%3Aorijds%3Av%3A4%3Ay%3A2025%3Ai%3A1%3Ap%3A85-99)__: The blockwise reduced modeling (BRM) method improves data analysis with missing patterns by using pretrained ensemble models, resulting in superior predictive performance. (2025-04-16, shares: 20) · https://www.ml-quant.com/papers/repec/inm-orijds-v-4-y-2025-i-1-p-85-99/
- __[New Momentum Indicator for Equity Premium Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3200%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A424-435)__: A new machine learning strategy, momentum‐determined indicator‐switching (N‐MDIS), enhances the accuracy of equity premium prediction, outperforming other strategies. (2025-04-16, shares: 19) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
- __[Product Market Competition and Earnings Volatility on Zero-Leverage Policies](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F18%2F2%2F73%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A18%3Ay%3A2025%3Ai%3A2%3Ap%3A73-%3Ad%3A1582023)__: Research shows that as product market competition (PMC) intensifies, firms are more likely to adopt zero-leverage (ZL) strategies, particularly those with high earnings volatility. (2025-04-16, shares: 18) · https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-18-y-2025-i-2-p-73-d-1582023/
- __[News Sentiment and Investment Risk Management with Language Models](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165176524006086%3Bh%3Drepec%3Aeee%3Aecolet%3Av%3A247%3Ay%3A2025%3Ai%3Ac%3As0165176524006086)__: A study reevaluates the role of news sentiment in stock return volatility, finding that accurately measured news sentiment significantly impacts intraday stock return volatility. (2025-04-16, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/
- __[Stochastic Machine Learning for Non-Overfitted Convex Production Technologies](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0377221724008993%3Bh%3Drepec%3Aeee%3Aejores%3Av%3A323%3Ay%3A2025%3Ai%3A1%3Ap%3A224-240)__: An adaptation of Stochastic Gradient Boosting is proposed for Data Envelopment Analysis (DEA), reducing overfitting and performing well in high-dimensional settings. (2025-04-16, shares: 16) · https://www.ml-quant.com/papers/repec/eee-ejores-v-323-y-2025-i-1-p-224-240/

### Machine Learning

- __[Machine Learning for M&A](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521925000201%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A99%3Ay%3A2025%3Ai%3Ac%3As1057521925000201)__: A study reveals that machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities. (2025-04-16, shares: 28) · https://www.ml-quant.com/papers/repec/eee-finana-v-99-y-2025-i-c-s1057521925000201/
- __[Tail Risk Management](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0305048324002135%3Bh%3Drepec%3Aeee%3Ajomega%3Av%3A133%3Ay%3A2025%3Ai%3Ac%3As0305048324002135)__: New probabilistic deep learning frameworks have been proposed for estimating financial risk measures, offering improved performance and aiding in better capital allocation. (2025-04-16, shares: 27) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/
- __[Bond Market Volatility in China](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3215%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A547-555)__: Machine learning methods can more accurately predict Chinese stock market volatility using the volatility of long-term treasury bond contracts, a study finds. (2025-04-16, shares: 24) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-547-555/
- __[Lot Streaming and Scheduling Problem](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F24725854.2023.2294816%3Bh%3Drepec%3Ataf%3Auiiexx%3Av%3A57%3Ay%3A2025%3Ai%3A4%3Ap%3A408-422)__: 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. (2025-04-16, shares: 16) · https://www.ml-quant.com/papers/repec/taf-uiiexx-v-57-y-2025-i-4-p-408-422/
- __[Dynamics in Chinese Financial Markets](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2329156%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A97-110)__: The paper introduces a new machine learning technique for decomposing and analyzing complex time series, providing an alternative to the Box-Jenkins methodology for financial modeling. (2025-04-16, shares: 13) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
- __[Monetary Policy Frictions and Nonperforming Loans](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS106294082400278X%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A76%3Ay%3A2025%3Ai%3Ac%3As106294082400278x)__: The study uses machine learning to create a monetary policy frictions index from financial news, finding that these frictions significantly impact the nonperforming loans of Chinese commercial banks. (2025-04-16, shares: 12) · https://www.ml-quant.com/papers/repec/eee-ecofin-v-76-y-2025-i-c-s106294082400278x/
- __[Housing Market Quantile Connectedness](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0261560625000014%3Bh%3Drepec%3Aeee%3Ajimfin%3Av%3A152%3Ay%3A2025%3Ai%3Ac%3As0261560625000014)__: The research uses machine learning to study the international housing market, finding that the US housing market is the main source of systematic shocks and its interest rate is a key global predictor of spillover intensities. (2025-04-16, shares: 10) · https://www.ml-quant.com/papers/repec/eee-jimfin-v-152-y-2025-i-c-s0261560625000014/

### Deep Learning

- __[Oil Price Forecasting: ML vs. DL](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10479-023-05400-8%3Bh%3Drepec%3Aspr%3Aannopr%3Av%3A345%3Ay%3A2025%3Ai%3A2%3Ad%3A10.1007_s10479-023-05400-8)__: ML vs. DL: Deep learning methods have been found to be more effective than traditional machine learning in predicting oil prices, especially during crises. (2025-04-16, shares: 31) · https://www.ml-quant.com/papers/repec/spr-annopr-v-345-y-2025-i-2-d-10-1007-s10479-023-05400-8/
- __[Multifrequency Data Fusion for Carbon Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3198%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A436-458)__: The newly introduced MFF-CPPM model in China has shown higher accuracy and flexibility in predicting carbon trading prices compared to standard models. (2025-04-16, shares: 10) · https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-436-458/

### Historical Trending

- __[Predicting VIX Trends](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2439458%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A12%3Ap%3A1857-1873)__: The article discusses a study that uses machine learning to predict the CBOE Volatility Index, highlighting the importance of weekly jobless claim data for investment and risk management strategies. (2024-05-07, shares: 23) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/
- __[Eurozone Banks Stock Price Prediction](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.icfm.ro%2FRePEc%2Fvls%2Fvls_pdf%2Fvol28i4p29-42.pdf%3Bh%3Drepec%3Avls%3Afinstu%3Av%3A28%3Ay%3A2024%3Ai%3A4%3Ap%3A29-42)__: The study reveals that traditional machine learning models outperform advanced deep learning models in predicting Eurozone banking sector stock prices, due to dataset limitations. (2024-03-01, shares: 13) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/
- __[AI Capability Impact on Firm Performance](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10796-023-10460-z%3Bh%3Drepec%3Aspr%3Ainfosf%3Av%3A26%3Ay%3A2024%3Ai%3A6%3Ad%3A10.1007_s10796-023-10460-z)__: The article suggests that a firm's performance is directly influenced by its AI capability, with a data-driven culture and AI infrastructure being key factors for success. (2024-11-06, shares: 5) · https://www.ml-quant.com/papers/repec/spr-infosf-v-26-y-2024-i-6-d-10-1007-s10796-023-10460-z/
- __[Social Media Climate Discussions](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fproduct%2Fidentifier%2FS0027950124000073%2Ftype%2Fjournal_article%3Bh%3Drepec%3Acup%3Anierev%3Av%3A266%3Ay%3A2023%3Ai%3A%3Ap%3A22-29_3)__: The research highlights the importance of communication in addressing climate change, using machine learning to analyze social media discussions on the subject. (2023-03-06, shares: 4) · https://www.ml-quant.com/papers/repec/cup-nierev-v-266-y-2023-i-p-22-29-3/
- __[Retail Investing Dark Patterns](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.rivisteweb.it%2Fdownload%2Farticle%2F10.1435%2F115112%3Bh%3Drepec%3Amul%3Ajqmthn%3Adoi%3A10.1435%2F115112%3Ay%3A2024%3Ai%3A3%3Ap%3A499-531)__: The study investigates the use of dark patterns in retail investment, suggesting the use of behavioral sciences and AI to improve regulation and control the issue. (2024-01-11, shares: 2) · https://www.ml-quant.com/papers/repec/mul-jqmthn-doi-10-1435-115112-y-2024-i-3-p-499-531/
- __[Understanding Young Informal Workers in the EU](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.2478%2Fjses-2024-0010%3Bh%3Drepec%3Avrs%3Ajsesro%3Av%3A13%3Ay%3A2024%3Ai%3A2%3Ap%3A82-97%3An%3A1005)__: The research profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth employment informality. (2024-02-15, shares: 2) · https://www.ml-quant.com/papers/repec/vrs-jsesro-v-13-y-2024-i-2-p-82-97-n-1005/
- __[Resource Management in Cloud Computing](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fnewjaigs.com%2Findex.php%2FJAIGS%2Farticle%2Fview%2F262%3Bh%3Drepec%3Adas%3Anjaigs%3Av%3A6%3Ay%3A2024%3Ai%3A1%3Ap%3A397-408%3Aid%3A262)__: The article discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency. (2024-11-09, shares: 2) · https://www.ml-quant.com/papers/repec/das-njaigs-v-6-y-2024-i-1-p-397-408-id-262/
- __[EGovernance and Citizen Participation](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fpublishing.globalcsrc.org%2Fojs%2Findex.php%2Fsbsee%2Farticle%2Fview%2F3089%2F1770%3Bh%3Drepec%3Asrc%3Asbseec%3Av%3A6%3Ay%3A2024%3Ai%3A3%3Ap%3A317-336)__: The review investigates the link between e-governance initiatives and citizen participation, emphasizing the need for interdisciplinary research for effective evaluation. (2024-06-26, shares: 2) · https://www.ml-quant.com/papers/repec/src-sbseec-v-6-y-2024-i-3-p-317-336/
- __[Bank Performance Determinants](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fapi.eurokd.com%2FUploads%2FArticle%2F704%2FNCAF.2023.09.03.pdf%3Bh%3Drepec%3Abco%3Ancafaa%3A%3Av%3A9%3Ay%3A2023%3Ap%3A26-41)__: The paper analyzes factors affecting banks' performance, proposing new research areas related to digital transformation, artificial intelligence, and COVID-19's impact. (2023-06-27, shares: 1) · https://www.ml-quant.com/papers/repec/bco-ncafaa-v-9-y-2023-p-26-41/
- __[Online Gig Work Satisfaction Scale](https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjppc.ro%2Findex.php%2Fjppc%2Farticle%2Fdownload%2F868%2F470%3Bh%3Drepec%3Acta%3Ajcppxx%3A4241)__: The study tests the Work Need Satisfaction Scale's applicability to online gig workers, suggesting modifications to better reflect the specifics of online platform work. (2024-07-06, shares: 1) · https://www.ml-quant.com/papers/repec/cta-jcppxx-4241/

## Papers with code

### Trending

- __[Foundation Agents](https://github.com/foundationagents/awesome-foundation-agents)__: Large Language Models (LLMs) have significantly improved AI capabilities, enhancing reasoning, perception, and action in diverse areas. (2025-04-11, shares: 650)
- __[More Generalization](https://github.com/bytedance/uno)__: The article presents a consistent data synthesis pipeline designed to tackle complex problems. (2025-04-11, shares: 436)
- __[Language Model Quantization](https://github.com/hanguo97/flute)__: Quantizing large language models is a prevalent technique used to reduce their memory and computational costs. (2025-04-13, shares: 328)

### Rising

- __[LocAgent GraphGuided LLM Agents](https://github.com/gersteinlab/locagent)__: LocAgent improves codebase search by using directed heterogeneous graphs for a lightweight representation. (2025-04-13, shares: 233)
- __[NdLinear Representation Learning](https://github.com/ensemble-core/ndlinear)__: NdLinear is suggested as an advanced alternative to standard linear layers for next-gen neural architectures. (2025-04-13, shares: 100)
- __[MultiSWEbench Issue Resolving Benchmark](https://github.com/multi-swe-bench/multi-swe-bench)__: Issue resolving involves altering a codebase to create a patch that fixes a specific problem. (2025-04-11, shares: 70)

## GitHub

### Finance

- __[Algorithmic Trading Books](https://github.com/zslucky/algorithmic_trading_book)__: The article recommends two books and provides related source codes to help readers understand algorithmic trading. (2018-02-22, shares: 496)
- __[Arbitrage-Free IV Surface Generation](https://github.com/BrianNingUT/ArbFreeIV-VAE)__: The article shares a code repository for creating an ArbitrageFree Implied Volatility Surface using Variational Autoencoders. (2022-01-20, shares: 30)
- __[Synthetic Data Generation](https://github.com/sdv-dev/SDV)__: The article explores the process of generating synthetic data for tabular data. (2018-05-11, shares: 2588)
- __[Apache ECharts Data Visualization](https://github.com/apache/echarts)__: The article presents Apache ECharts, a powerful tool for creating interactive charts and visualizing data in browsers. (2013-04-03, shares: 63061)
- __[Monte Carlo Algorithms](https://github.com/wiseodd/MCMC)__: The article showcases a set of Monte Carlo and Markov Chain Monte Carlo algorithms through straightforward examples. (2017-09-04, shares: 376)

### Trending

- __[Visual NoCode Editor](https://github.com/jnsahaj/tweakcn)__: The article explores a visual nocode editor specifically created for shadcnui components. (2025-03-13, shares: 1038)
- __[Run GitHub Actions Locally](https://github.com/nektos/act)__: This piece provides a guide on how to operate GitHub Actions in a local setting. (2019-01-02, shares: 59615)
- __[JavaScript Animation Engine](https://github.com/juliangarnier/anime)__: The article introduces a new JavaScript engine designed for animations. (2016-03-13, shares: 57164)
- __[OpenSource Python Toolkit](https://github.com/google/adk-python)__: The piece presents a Python toolkit that is open-source and designed for creating, evaluating, and deploying advanced AI agents. (2025-04-01, shares: 2260)
- __[Open Protocol](https://github.com/google/A2A)__: The article discusses an open protocol that enables communication and interoperability among opaque agentic applications. (2025-03-25, shares: 5219)

## News

### Quantitative

- __[Cboe Trades Equal Weight Index Options](https://www.hedgeweek.com/cboe-begins-trading-in-sp-500-equal-weight-index-options/)__: Cboe Global Markets has expanded its S&P 500 offerings by introducing trading in S&P 500 Equal Weight Index options. (2025-04-16, shares: 11)
- __[BAM Launches Blockchain Alpha Fund](https://www.hedgeweek.com/bam-launches-blockchain-alpha-fund-appoints-global-head-of-sales/)__: Block Asset Management has introduced the BAM Blockchain Alpha Fund, a multi-manager hedge fund targeting the digital asset sector. (2025-04-14, shares: 10)
- __[AI Benefits Investors, Says H2O's Timothee Consigny](https://www.hedgeweek.com/ai-doesnt-have-an-ego-thats-gold-for-an-investor-h2os-timothee-consigny/)__: At the Funds of the Future Summit, H2O Asset Management's CTO, Timothee Consigny, discussed the role of AI and data analytics in hedge funds. (2025-04-15, shares: 7)
- __[Hedge Funds Navigate Volatility with Reduced Losses](https://www.hedgeweek.com/hedge-funds-miss-out-on-us-equity-surge-but-navigate-volatility-with-reduced-losses/)__: Despite underperforming during the recent US stock market surge, global long/short equity hedge funds remained resilient during volatility, as per Morgan Stanley and Goldman Sachs data. (2025-04-11, shares: 7)
- __[Millennium Hires IBM Watson Veteran](https://www.efinancialcareers.com/news/hedge-fund-millennium-hires-ibm-watson-veteran-to-run-machine-learning)__: There is a continued high demand for AI professionals in the hedge fund industry. (2025-04-15, shares: 6)
- __[Hedge Funds Drop](https://www.hedgeweek.com/hedge-funds-down-1-61-in-march-says-ssc-globeop/)__: The SSampC GlobeOp Hedge Fund Performance Index reported a decrease in performance with a gross return of 1.61 in March. (2025-04-15, shares: 5)
- __[Millennium Cancels](https://www.hedgeweek.com/millennium-cancels-pamalican-commitment/)__: Millennium Management is withdrawing its capital from Pamalican Asset Management, a Hong Kong-based hedge fund. (2025-04-16, shares: 4)
- __[Bloomberg's Index Launch](https://www.hedgeweek.com/bloomberg-launches-global-commodity-transition-metals-index/)__: Bloomberg has launched the Bloomberg Global Commodity Transition Metals Index to track the performance of metal commodities futures contracts. (2025-04-16, shares: 4)
- __[Asset Management Head Resigns](https://www.hedgeweek.com/hedge-funds-unwind-oil-bets-at-record-speed-amid-tariff-turmoil/)__: Frank Spiteri, the Head of Asset Management at CoinShares International Limited, a digital assets company, has resigned. (2025-04-14, shares: 4)

### Miscellaneous

- __[Abu Dhabi approves sculptor's op](https://www.hedgeweek.com/sculptor-gets-green-light-for-abu-dhabi-operation/)__: Hedge fund manager, Sculptor Capital Management, has gained regulatory approval to operate in Abu Dhabi, UAE. (2025-04-15, shares: 3)
- __[Digital assets funds outflows](https://www.hedgeweek.com/digital-assets-funds-see-further-outflows-of-795m/)__: Digital asset investment products saw a third week of declines, with $795m in outflows last week, totaling $7.2bn in outflows since February. (2025-04-15, shares: 3)
- __[Greenwoods AM adds HK exposure](https://www.hedgeweek.com/chinas-greenwoods-am-adds-hong-kong-exposure-amid-market-rout/)__: Amid US market uncertainties, Chinese hedge fund Greenwoods Asset Management has increased its exposure to Hong Kong-listed equities. (2025-04-16, shares: 2)
- __[LTP adds OTC platform](https://www.hedgeweek.com/ltp-adds-otc-platform-to-institutional-prime-brokerage-offering/)__: LTP, a digital asset prime broker, has launched a new over-the-counter trading platform, moving towards becoming a fully integrated multi-asset prime broker. (2025-04-11, shares: 2)
- __[Citadel Securities team departures](https://www.efinancialcareers.com/news/people-left-citadel-securities-systematic-equities-team-despite-the-non-compete)__: Rumors are circulating about a potential unexpected departure from Citadel Securities. (2025-04-15, shares: 2)
- __[Elliott's Activism](https://www.hedgeweek.com/activist-elliott-builds-1-5bn-stake-in-hewlett-packard-enterprise/)__: Elliott Investment Management has acquired a stake worth over $1.5bn in Hewlett Packard Enterprise, becoming one of its largest shareholders. (2025-04-16, shares: 2)
- __[Systematica Hit](https://www.ft.com/content/62f838e3-3224-4a6d-9945-c04b480c9de5)__: Sharp market reversals have unexpectedly affected many computer-driven traders. (2025-04-14, shares: 2)
- __[Qube Research's Short](https://www.hedgeweek.com/qube-research-takes-105m-trump-media-short-position/)__: Qube Research & Technologies hedge fund has revealed a $105m short position in Trump Media & Technology Group. (2025-04-15, shares: 1)
- __[Bridgewater Founder Urges](https://www.hedgeweek.com/bridgewater-founder-urges-us-china-trade-deal/)__: Ray Dalio, founder of Bridgewater Associates, has called on the US to reach a trade deal with China to ease growing tariff tensions. (2025-04-10, shares: 1)
- __[Systematica Fund Declines](https://www.hedgeweek.com/systematicas-listed-fund-sinks-19-ytd-amid-trend-strategy-struggles/)__: Systematica Investments' main hedge fund has seen a 19% drop year-to-date due to challenges with trend-following strategies. (2025-04-15, shares: 1)

## Podcasts

### Quantitative

- __[US Rates Volatility](https://atanyrate.podbean.com/e/us-rates-%e2%80%93-there-s-no-crying-in-basis/)__: US rates strategists highlight the historic volatility in US rates markets, pointing out a decline in Treasury market liquidity and shrinking swap spreads. (2025-04-10, shares: 12)
- __[Private Credit Outlook](https://chrt.fm/track/F81DEC/traffic.megaphone.fm/GLD1663113887.mp3?updated=1744739969)__: Goldman Sachs' James Reynolds and Lotfi Karoui explore the effects of increasing global economic uncertainty on the future of private credit. (2025-04-15, shares: 6)
- __Tariff Trouble with UBS__: UBS Global Wealth Management's Chief Economist, Paul Donovan, examines the impact of structural economic changes, such as flexible working and demographic shifts. (2025-04-11, shares: 6)
- __[Global FX Debrief](https://atanyrate.podbean.com/e/global-fx-what-has-and-hasn-t-changed-in-fx-after-a-volatile-week/)__: Global FX Strategists review a turbulent week for currency markets, discussing key policy implications and future challenges from a global macroeconomic viewpoint. (2025-04-11, shares: 5)
- __[US Natural Gas Dynamics](https://atanyrate.podbean.com/e/global-commodities-so-much-noise-in-us-natural-gas-market/)__: The changing dynamics of natural gas power generation demand are predicted to significantly impact summer 2025, with a stronger production response likely postponed to 2026. (2025-04-12, shares: 5)

### Related

- __[Mike Thrasher Modus](https://sites.libsyn.com/244787/mike-thrasher-modus-family-office-101-0)__: The episode explores the complexities of family offices, their growth in North America, transition to multifamily offices, investment management, privacy issues, and the role of journalism in this sector. (2025-04-10, shares: 4)
- __[Asia postLiberation Day](https://atanyrate.podbean.com/e/asia-post-liberation-day/)__: The 'At Any Rate' podcast examines the effects of US reciprocal tariffs on EM Asia macro and markets, including changes in global economic perspectives, Asian growth predictions, policy reactions, and potential risks. (2025-04-10, shares: 2)
- __[Ep with Mirza](https://macrohive.libsyn.com/ep-303-mirza-baig-on-trumps-trade-strategy-china-risks-and-canadas-dilemma)__: The podcast features Mirza discussing the impact of Trump's policies on Canada and his overall strategy, based on his experience in global foreign exchange research and trading. (2025-04-11, shares: 2)
- __[MacroVoices 475 Simon White](https://macrovoices.podbean.com/e/macrovoices-475-simon-white-the-dawn-of-a-new-financial-order/)__: MacroVoices invites Simon White to discuss the Trump Tariff Tornado, treasuries, and the reasons behind the basis trade disruption. (2025-04-10, shares: 2)
- __[AI Agents with Atomic Agents 🚀](https://datascienceathome.podbean.com/e/ai-agents-with-atomic-agents-%f0%9f%9a-with-kenny-vaneetvelde-ep-281/)__: The Data Science at Home episode features Kenny Vaneetvelde discussing Atomic Agents, a new AI development framework, its practical applications, and advice for AI developers and businesses. (2025-04-11, shares: 1)

## X / Twitter

### Quantitative

- __[Investing Research Roundup](https://x.com/quantseeker/status/1912232377776251362)__: The latest investing research roundup discusses topics including the predictability of bond and stock returns, timing momentum, disagreement in option markets, and notable finance blogs. (2025-04-15, shares: 0)

### Miscellaneous

- __[Training Models and Creator Rights](https://x.com/carlcarrie/status/1911811797281104064)__: The article talks about the possible violation of creators' rights and intellectual property caused by the training of models. (2025-04-14, shares: 0)

## Reddit

### Quantitative

- __[Nonparametric Volatility](https://www.reddit.com/r/quant/comments/1jy33ug/nonparametric_volatility_modeling/)__:  (2025-04-13, shares: 58)
- __[Domain Knowledge vs Math](https://www.reddit.com/r/quant/comments/1jwvswt/domain_knowledge_vs_mathematical_depth/)__:  (2025-04-11, shares: 94)
- __[Options Flow Database](https://www.reddit.com/r/algotrading/comments/1jvxi68/how_hard_is_it_to_build_your_own_options_flow/)__:  (2025-04-10, shares: 79)
- __[Creativity in Alpha](https://www.reddit.com/r/quant/comments/1jv5mws/alpha_research_is_so_much_more_about_being/)__:  (2025-04-09, shares: 549)
- __[Graduate Quant Trader Learning](https://www.reddit.com/r/quant/comments/1jwzngg/i_am_an_incoming_graduate_quant_trader_at_prop/)__:  (2025-04-11, shares: 198)

### Rising

- __[Jane Street Interview Day](https://www.reddit.com/r/quantfinance/comments/1jvd9fx/final_interview_day_at_jane_street_number_of/)__:  (2025-04-09, shares: 139)