Deep Hedging
The study uses deep neural networks to enhance portfolio risk management, leading to significant risk reduction and practical market strategy insights.
23 sharesSource ↗
Quant LetterNo. 104
July 2025, Week 1
162 items across 10 sections, as sent to readers on 3 July 2025. Paper titles open their ML-Quant page; ↗ goes to the source.
- Items
- 162
- Papers
- 96
- Sections
- 10
- Issue
- No. 104
arXiv
Quantitative-finance and ML-for-finance preprints from arXiv.
26 items
Finance8
Posterior Drift
The research warns about the sensitivity of large linear machine learning models in predicting equity premiums, suggesting caution in their use.
7 sharesSource ↗
Predicting Fed's Next Move
The study reveals that combining structured data with unstructured text from Federal Reserve communications improves the accuracy of central bank policy predictions.
4 sharesSource ↗
Customer Lifetime Value
The research presents a framework that uses Open Banking data to estimate customer value across firms, potentially boosting profitability by 21.06%.
4 sharesSource ↗
Predicting Fed's Next Move
Hybrid models that blend structured data with Federal Reserve communications are more effective in predicting central bank policy changes, especially in U.S. federal funds rate shifts.
4 sharesSource ↗
Local Volatility in Cheyette Model
An analytical approximation for the local volatility function in the Cheyette interest rate model has been developed, expanding the Dupire framework to fixed-income markets and aiding model calibration.
4 shares1 citation todaySource ↗
Pricing Fractal Derivatives
A study on derivative securities pricing in markets modeled by a sub-mixed fractional Brownian motion with jumps shows the model's precision and adaptability in capturing market phenomena like memory and heavy-tailed jumps, especially for barrier options.
3 sharesSource ↗
Economics8
Violence Impact on Migration in Afghanistan
Research using satellite imagery and phone records shows that long-term conflict, such as Taliban control, impacts seasonal migration in Afghanistan, but extreme violent events do not significantly disrupt labor flows.
10 sharesSource ↗
LLMs Impact on Developers
Large language models like ChatGPT can boost productivity and knowledge sharing among Open-Source Software developers, especially in complex or rapidly changing contexts.
7 shares2 citations todaySource ↗
Global Energy Demand and Temperature
A study found that global residential energy demand rises at temperatures below -5 degrees Celsius and above 30 degrees Celsius, with developed countries more sensitive to high temperatures.
2 sharesSource ↗
Tracking Affordability of Healthy Diets
Two Food Policy articles promote the use of least-cost benchmark diets to monitor and improve food security, offering a new indicator of food access and guiding interventions for universal access to healthy diets.
2 shares4 citations todaySource ↗
Digital Transformation in Chinese Firms
Chinese companies' digital transformation is changing job structures, increasing the need for managerial and technical roles and decreasing manual labor demand.
2 sharesSource ↗
EU Carbon Border Adjustment Mechanism Impacts
The European Carbon Border Adjustment Mechanism slightly increases EU's national expenditure and reduces emissions in EU imports by 3%.
2 sharesSource ↗
Factors Affecting Change Orders in Construction
In Florida, the size, duration, and work type of Design-Bid-Build projects significantly affect change orders frequency, and a discrete choice model can enhance contract type selection.
2 shares1 citation todaySource ↗
Global Textile Supply Chain Disruptions
The COVID-19 pandemic and geopolitical conflicts have disrupted global textile and fashion supply chains, causing order cancellations, layoffs, and a shift towards automation and digitalization.
2 shares1 citation todaySource ↗
Miscellaneous1
Preserving Human Autonomy in AI Decision-Support
The article explores the effects of AI on specialized fields, noting its potential to diminish skill and value. It suggests a framework for creating AI systems that maintain human autonomy in these areas.
6 shares30 citations todaySource ↗
Crypto & Blockchain4
Decentralised Fund Framework
A new decentralized framework for capital allocation combines multiple strategies and allows both humans and AI to participate in strategy development and allocation, all implemented on-chain.
7 sharesSource ↗
FairMarket-RL: Fairness Shaping
Fairness Shaping: FairMarket-RL, a hybrid model combining Large Language Models and Reinforcement Learning, is introduced to create fairness-aware trading agents in a simulated microgrid, leading to more equitable outcomes.
7 shares1 citation todaySource ↗
Multifractality in Bitcoin Volatility
Rough volatility models are found to be misaligned with Bitcoin volatility due to a multifractal structure that contradicts the homogeneity assumptions of rough volatility estimation.
4 sharesSource ↗
Optimal Benchmark Design
A study using a model inspired by blockchain smart contracts reveals that the best price benchmark varies based on the significance of fixed and variable manipulation costs.
4 sharesSource ↗
Historical Trending5
RobustiPy Library
RobustiPy is a new Python tool for analyzing model uncertainty, providing efficient methods for confidence intervals, model selection, and out-of-sample evaluation.
32 sharesSource ↗
Hidden Costs of Passive Investing
Passive investing can lead to higher costs than strategies that gradually acquire shares, with traders earning significant profits from providing liquidity at reconstitution events.
12 sharesSource ↗
Suspense in European Football
The suspense and surprise of sports matches could be used as alternative policy targets for league organizers, as analysis shows lower suspense for top teams and consistent surprise values.
11 sharesSource ↗
Empirical Diversification Estimator
The Diversification Quotient (DQ) is a robust measure of portfolio diversification, showing more resilience under various distributional settings than the diversification ratio (DR).
11 sharesSource ↗
Narrative Shift Detection Approach
Large Language Models combined with topic models can model narrative shifts over time, but they struggle to differentiate between content and narrative shifts, as shown in a study of The Wall Street Journal articles.
7 shares5 citations todaySource ↗
SSRN
Working papers in finance and economics from SSRN.
30 items
Quantitative15
Machine Learning for Option Prediction
The study uses machine learning to accurately predict the exercise of American call options, outperforming traditional assumptions.
61 sharesSource ↗
Volatility Forecasting Models Comparison
The paper finds that volatility models forecast most accurately when they match the data-generating process.
42 sharesSource ↗
FMA Indicator for Dividend Analysis
The article introduces a technical analysis method that uses dividends to predict a share's lifetime maximum and minimum prices.
35 sharesSource ↗
NonParametric Inflation Model
The paper presents a new inflation model that shows inflation reacts more to larger shocks due to nonlinear shock transmission.
64 shares4 citations todaySource ↗
Operational Flexibility Impact on Firm Risk
The study establishes a link between operational flexibility and firms' equity risk-return characteristics, showing that an exit option can reduce risk and increase equity values.
32 sharesSource ↗
Quantum Machine Learning for Trading
The study discusses the potential of quantum machine learning in optimizing high-frequency trading strategies in US treasuries and forex markets.
3 sharesSource ↗
Fiscal Financing and Investment Irreversibility
The research reveals that deficit financing dividend taxation can influence investment, debt-to-output fluctuations, and amplify asset price fluctuations.
32 sharesSource ↗
NLP Axioms in Tamil Dialects
The study examines the challenges and opportunities in using Machine Learning for processing Classical Tamil language and its dialects, with a focus on linguistic and cultural aspects.
13 sharesSource ↗
Simulation Study for Port Flows
The research uses a simulation model and machine learning to analyze import container flows at the Port of New York-New Jersey, showing improved accuracy.
27 sharesSource ↗
AI in Tourism: Kerala Study
Kerala Study: The study introduces the SMART AI-Driven Tourism Marketing Framework to boost tourist engagement in Kerala, noting a lack of AI-based strategies in the region's tourism marketing.
14 sharesSource ↗
Racial Challenges of AI in Economics
The article explains why creating ethical, equitable, and racially-just machine learning is currently impossible, using examples from economics and finance.
16 sharesSource ↗
Resilient Supply Chain Design
The article proposes a framework for building supply chain resilience during large-scale disruptions, based on an analysis of successful global brands.
42 sharesSource ↗
Stock Returns in Supply Chain Pressure
The study explores the effect of global supply chain pressures on U.S. stock market returns, providing insights for corporate managers on risk management and supply chain strategy.
20 sharesSource ↗
Unified Econometrics Discipline
The article discusses the rapid growth and transformation of econometrics, highlighting advances in the analysis of cross-sectional data, policy analysis, and time series techniques.
23 sharesSource ↗
AI and Relationship Lending in Banking
The research studies the interaction between banks' use of AI in credit scoring and relationship lending, finding that AI investments help banks manage the effects of relationship lending on firms' credit supply and decisions.
33 shares3 citations todaySource ↗
Financial15
Pharmaceutical Stocks: Anomalies Explained
Anomalies Explained: Pharmaceutical stocks offer higher returns when writing options due to their high growth potential and the unpredictability of drug trials and development.
431 sharesSource ↗
Incentivizing Innovation with Common Task Framework
The Common Task Framework (CTF) can enhance innovation and honesty in research, and could be used in financial economics to assess asset pricing models.
246 sharesSource ↗
Economic Indicators and LLM Analysis in Day Trading
A new intraday trading strategy for the USTEC CFD, using a large language model to filter trading signals based on news sentiment, significantly boosts profitability.
63 sharesSource ↗
Tax Outcomes of IRS Officials' Stock Trades
IRS officials' personal stock trades yield positive abnormal returns and are linked to future tax enforcement outcomes for the companies they invest in.
660 sharesSource ↗
Currency Markets: FOMC Announcement Premia
FOMC Announcement Premia: Currency risk premiums fluctuate on U.S. FOMC announcement days, with currencies expecting a larger reduction in implied variance earning significantly higher returns.
213 sharesSource ↗
Credit Asset Returns and Ambiguity Preference
Ambiguity preference variables can forecast credit asset comovements, with lower-rated US credit assets being more affected by ambiguity aversion.
44 sharesSource ↗
Personal Finance Knowledge of WPI Students
College students' financial and economic understanding improves with more finance/economic courses, but significant gaps in general financial knowledge and misconceptions about financial tools persist.
43 sharesSource ↗
Geographic Shareholder Dispersion
Mutual funds in the Euroarea with a diverse geographic investor base have more fluctuating flows, but it doesn't impact overall performance.
33 sharesSource ↗
Digital Asset Regulation in the U.S.
The U.S.'s individual approach to digital asset regulation could isolate its markets and weaken its monetary power, indicating a need for global collaboration.
62 sharesSource ↗
The Bond Agio Premium
Investors should be rewarded for the increased default risk associated with higher-priced bonds, an aspect overlooked by common measures like yield or Z and I spreads.
59 sharesSource ↗
Public Loans Allocation in Covid-19
During the pandemic, government-backed loans were more often given to safer, liquidity-strapped borrowers, who were less likely to struggle with repayments later.
25 shares1 citation todaySource ↗
Tax Losses and Capped Call Spreads
Capital-loss carryforwards can be assessed using option-pricing, providing a consistent market basis for determining when these strategies offer real economic benefits.
67 sharesSource ↗
Returns to Scale in Fund Management
Fund managers can mitigate the adverse effects of competition on fund alpha by adjusting their level of active management, especially in response to competition from passive funds.
29 sharesSource ↗
Unit Roots in Macro Variables
A study of 43 macroeconomic variables across the G7 economies over 200 years shows evidence of mean reversion in the U.S. and significant differences between countries.
37 sharesSource ↗
Inflation Risk and Production Cost
Companies with high fixed costs have a negative reaction to inflation surprises, primarily due to variable costs, which form the majority of the cost structure and are positively linked with inflation beta.
35 sharesSource ↗
RePEc
Economics working papers from RePEc's NEP field reports.
30 items
Finance6
Enhanced EM Portfolios with AATS
A new Automated Adaptive Trading System may help stabilize emerging markets during downturns, addressing issues caused by the rise of algorithmic trading and passive investing.
27 sharesSource ↗
Efficient Volatile KSE-30 Equities Identification
Machine learning has been utilized to identify assets driving downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization strategy for effective asset allocation.
25 sharesSource ↗
Dynamic Correlations in Risk Parity Portfolio Optimization
Using expected shortfall as the risk measure in risk parity portfolio optimization can lessen sensitivity to volatility shocks, decrease portfolio turnover during market turmoil, and enhance risk-adjusted returns considering fat-tailed returns.
16 sharesSource ↗
Adaptive Market Hypothesis
The research compares trading strategies globally and finds that Sharpe Ratio-based strategies are more profitable than the buy-and-hold strategy, supporting the Adaptive Market Hypothesis.
15 sharesSource ↗
Novel Window Analysis
The study introduces a new method for assessing decision-making units' efficiency over time, using the Whale Optimization Algorithm to identify stable trading strategies and companies.
11 sharesSource ↗
Monitoring Poverty in Lebanon
The article uses a new data augmentation technique to analyze poverty in the Middle East and North Africa, highlighting the significance of using alternative data sources for poverty analysis.
10 sharesSource ↗
Statistical5
BRM for Predictions with Missing Patterns
The BRM method is introduced for analyzing missing data patterns, reducing data imputation and enhancing predictive performance.
20 sharesSource ↗
New Momentum Indicator for Equity Premium Prediction
A new N-MDIS strategy using machine learning is proposed to improve the accuracy of equity premium prediction.
19 sharesSource ↗
Product Market Competition on Zero-Leverage Policies
The study suggests that firms are more likely to adopt zero-leverage policies as product market competition intensifies, especially those with higher earnings volatility.
18 sharesSource ↗
News Sentiment and Risk Management
The paper shows that accurately measured news sentiment significantly impacts intraday stock return volatility.
16 sharesSource ↗
Stochastic Machine Learning for Production Technologies
A modified version of Stochastic Gradient Boosting is proposed to estimate production possibility sets in DEA, reducing overfitting and enhancing performance in high-dimensional settings.
16 sharesSource ↗
Machine Learning7
Machine Learning for M&A
Machine learning models are more effective than traditional methods in predicting Chinese corporate merger and acquisition activities, with certain variables impacting prediction accuracy.
28 sharesSource ↗
Tail Risk Management
Two new deep learning frameworks have been proposed for estimating financial risk measures, outperforming existing methods and aiding in better capital allocation for financial institutions.
27 sharesSource ↗
Bond Market Volatility Forecasting
The volatility of long-term treasury bond contracts, especially 10-year ones, can predict Chinese stock market volatility, with machine learning methods offering more accurate forecasts than traditional models.
24 sharesSource ↗
Lot Streaming and Scheduling
The article proposes a new algorithm and machine learning model to enhance efficiency and accuracy in the Lot Streaming and Scheduling Problem (LSSP) with unpredictable product arrival times.
16 sharesSource ↗
Dynamics in Chinese Financial Markets
The paper introduces a new machine learning technique for decomposing and analyzing complex time series, providing a potential alternative to the Box-Jenkins method in financial modeling.
13 sharesSource ↗
Monetary Policy Frictions and Nonperforming Loans
The study uses machine learning to create a monetary policy frictions index from financial news, revealing significant impacts on nonperforming loans of Chinese commercial banks.
12 sharesSource ↗
Housing Market Quantile Connectedness
The research uses machine learning to study the global housing market's interconnectedness, identifying the US market as the main source of systematic shocks with its interest rate as the most influential factor.
10 sharesSource ↗
Deep Learning2
Oil Price Forecasting: ML vs. DL
ML vs. DL: Deep learning methods have been found to be more effective than traditional machine learning in predicting oil prices, especially during crises.
31 sharesSource ↗
Multifrequency Data Fusion for Carbon Price Prediction
The newly introduced MFF-CPPM model in China has shown higher accuracy and flexibility in predicting carbon trading prices compared to standard models.
10 sharesSource ↗
Historical Trending10
Predicting VIX Trends
The study uses machine learning to predict the CBOE Volatility Index, highlighting the importance of weekly jobless claim data in enhancing trading strategies.
23 sharesSource ↗
Stock Price Prediction
The research finds traditional models more effective than machine learning and deep learning models in predicting stock price movements in the Eurozone banking sector.
13 sharesSource ↗
AI Capability Impact
The paper suggests that a data-driven culture and AI infrastructure are key to enhancing firm performance with AI capability.
5 sharesSource ↗
Climate Discussions
The study uses machine learning to analyze social media discussions on climate change, advocating for diverse policies and a holistic approach to achieve net-zero goals.
4 sharesSource ↗
Dark Patterns in Retail
The article discusses the problem of dark patterns in online retail investment platforms, proposing the use of behavioral sciences and AI for better regulation and investor protection.
2 sharesSource ↗
Understanding Young Informal Workers in the EU
The study profiles young informal workers in the EU27, aiming to understand how Covid-19 has impacted youth informality in the labour market.
2 sharesSource ↗
Intelligent Resource Management in Cloud Computing
The paper discusses how artificial intelligence can improve resource management in cloud environments, boosting DevOps workflows' performance and efficiency.
2 sharesSource ↗
EGovernance and Citizen Participation
The review investigates the link between e-governance initiatives and citizen participation, emphasizing the need for interdisciplinary research to assess these initiatives' effectiveness.
2 sharesSource ↗
Bank Performance Determinants
The paper analyzes literature on the factors influencing banks' performance, proposing new research areas in digital transformation, artificial intelligence, and the impact of COVID-19.
1 sharesSource ↗
Work Need Satisfaction in Online Gig Work
The study tests the Work Need Satisfaction Scale (WNSS) among online gig workers, suggesting the scale needs modification to better reflect the specifics of online platform work.
1 sharesSource ↗
Machine learning
The general machine-learning papers the letter carried in 2023-25.
10 items
Historical Trending10
QLASS: Language Agent
Language Agent: QLASS is a new system designed to enhance the performance of language agents by offering step-by-step guidance and Q-value estimations, even with minimal supervision.
188 shares19 citations todaySource ↗
Decision Theory for Prediction
The study establishes a link between prediction uncertainty and risk-averse decision-making, resulting in a new algorithm, Risk-Averse Calibration (RAC), that optimizes action policies.
20 shares46 citations todaySource ↗
RoPEs: Position Encodings
Position Encodings: STRING, a Rotary Position Encodings extension, offers exact translation invariance and efficient 3D token representation, useful in robotics and object detection.
13 shares20 citations todaySource ↗
LoRAX: Model Adaptation
Model Adaptation: LoRA-X is a new method that allows the transfer of LoRA parameters across models without original or synthetic training data, proving effective in text-to-image generation.
13 shares11 citations todaySource ↗
Particle Trajectory Learning
PoLAr-MAE, a self-supervised masked modeling framework, is introduced for 3D particle trajectory analysis in Time Projection Chambers, achieving high classification scores without labeled data.
10 shares9 citations todaySource ↗
Articulate Anymesh
Articulate Anymesh is a new system that transforms any 3D mesh into a movable object, broadening the scope of 3D datasets and assisting in the development of robotic object manipulation skills.
10 shares53 citations todaySource ↗
Hierarchical Sparse Bayesian Model
A new hierarchical Bayesian multitask learning model has been developed for multi-task binary classification learning, showing strong results in predicting human health based on microbiome profiles.
8 shares1 citation todaySource ↗
COCONut-PanCap
The COCONut-PanCap dataset, featuring advanced panoptic masks and detailed captions, improves panoptic segmentation and image captioning, setting a new standard for model evaluation on joint tasks.
6 shares14 citations todaySource ↗
Papers with code
Papers that shipped their code, from the Papers with Code feed (2023-25).
15 items
Trending7
PyTorch: Deep Learning Library
Deep Learning Library: The article explores the trade-off between user-friendliness and performance in deep learning platforms.
91,080 shares
Absorbing States in Reinforcement Learning
The research indicates that the complexity of supervised learning tasks grows with the number of absorbing states, but attention can adjust to different input sizes.
18,319 shares
Quantized Training of Decision Trees
The article emphasizes the widespread success of Gradient Boosting Decision Trees in diverse machine learning tasks recently.
17,344 shares
LLM Alignment Survey
The paper offers an in-depth analysis of alignment algorithms used in Multi-Level Language Models (MLLMs).
15,657 shares
Study of Mamba Language Models
The hybrid model outperforms or equals the Transformer in 23 tasks involving long-context.
12,681 shares
Hyperparameter Optimization Framework
The article outlines strategies for creating robust software that fulfills certain requirements.
12,191 shares
Efficient Inference Engine
The article explores the growing trend of implementing deep learning models on mobile devices.
12,096 shares
Rising8
RAGAs Framework
The article presents RAGAs, a new framework for assessing Retrieval Augmented Generation pipelines without a reference.
9,688 shares
GPT Bias Study
The study examines the effectiveness of different GPT detectors using English writing samples from both native and non-native speakers.
7,496 shares
ML Serving Desiderata
The article emphasizes the crucial role of inference in the infrastructure of machine learning software.
4,559 shares
Enhanced minimap2 Alignment
The paper highlights recent enhancements to minimap2, a flexible aligner for nucleotide sequences.
1,988 shares
Hyperbolic Data Distillation
Dataset distillation condenses large datasets for deep learning without compromising model performance.
1,701 shares
SymbolicAI Logic Framework
A new framework uses in-context learning to create and assess explainable computational graphs.
1,416 shares
Deep Learning for SingleCell Analysis
The article reviews the latest advancements in classical and deep learning methods, outlining their strengths and weaknesses.
1,401 shares
Efficient Prediction of Equivariant Hamiltonian Matrices
Efficient SO2-equivariant operations have been introduced, removing the need for SO3 tensor products and enhancing feature updates and message passing.
647 shares
GitHub
Repositories the letter featured.
10 items
Finance5
Winner Takes All
The article explores a winner-takes-all strategy for predicting multivariate probabilistic time series.
24 shares
Kalman Filter for Python
The piece presents a Python-based tool for implementing the Kalman Filter Smoother and EM Algorithm.
1,196 shares
Automated Speedrunning Benchmark
The article introduces the Automated LLM Speedrunning Benchmark, a performance measurement tool for LLM agents in language modeling.
57 shares
Efficient Scaling Library for RL
The article discusses a new, user-friendly scaling library designed for large language model reinforcement learning.
1,267 shares
Python SEC Filings API
The piece details a Python SEC EDGAR Filings API, supporting over 18 million filings and 150 types, with features like full-text search and real-time stream API.
241 shares
Trending5
Best Programmer Websites
The article shares a compilation of useful websites for coders.
70,792 shares
Oraios Serena Toolkit
The article reviews a coding toolkit integrated with MCP server Agno, featuring semantic retrieval and editing.
3,218 shares
Ryoppippicc Usage CLI Tool
The article presents a CLI tool for analyzing Claude Code usage from local JSONL files.
2,945 shares
RapidFuzz String Matching
The article provides a guide on executing quick fuzzy string matching in Python using various string metrics.
3,193 shares
YouTube Transcript API
The article introduces a Python API for extracting transcripts or subtitles from YouTube videos.
5,567 shares
News
Industry news: funds, hiring, markets and regulation.
17 items
Quantitative8
Citi Hits Record in Hedge Fund FX Volume
Citigroup saw a 23% increase in FX trading volumes from hedge fund clients in the first four months of 2025, reaching $6.1tn due to volatility and infrastructure investment.
7 shares
Crypto Hedge Fund Partners with World Liberty
Re7 Capital, a cryptocurrency hedge fund, is partnering with World Liberty Financial, a Trump family-linked platform, supported by a $10m investment from VMS Group.
6 shares
Bridgewater's Pure Alpha Gains in H1
Bridgewater Associates' Pure Alpha fund surpassed the hedge fund industry with a 17% gain in the first half of 2025 due to volatile macro conditions.
5 shares
Quant Veteran Leads Research at AJO Vista
Harindra de Silva, Ryan Brown, and David Krider, quant equity specialists, have joined boutique quant firm AJO Vista, led by Ted Aronson.
4 shares
Denmark Recovers Funds
Denmark's tax agency has recovered €232m from funds associated with hedge fund founder Sanjay Shah, who is involved in the CumEx dividend tax fraud.
3 shares
Parvus Increases Stake
Parvus Asset Management, a London-based hedge fund, has increased its stake in French luxury group Kering to about 5%, says France's AMF regulator.
3 shares
Digital Assets Funds Raise
Digital asset investment products saw $2.7bn in inflows last week, marking the 11th straight week of gains and bringing H1 totals near last year's $17.8bn, according to CoinShares.
3 shares
PanAgora Appoints Director
PanAgora Asset Management has named Tim Stanton as Managing Director Head of Global Distribution, giving him responsibility for the firm's institutional growth initiatives.
3 shares
Miscellaneous9
Hedge Funds Buy US Banks
Goldman Sachs data reveals that hedge funds are buying US bank stocks at the highest rate in nearly 10 years, expecting more growth in the sector.
3 shares
Whetstone Tech Stock Surge
Whetstone Capital, a $250m hedge fund, recorded its best monthly performance with a 21% return in May by investing in undervalued growth stocks.
2 shares
Citis Wealth Tech Chief Hires
Citi Wealth has shown a preference for hiring AI staff from a specific bank.
2 shares
Citadel Hires Goldman Sachs Tech
There is a significant level of cleverness observed in the field of end user computing.
1 shares
Citadel trails smaller managers
Ken Griffin's hedge fund, Citadel, recorded a modest 2.5% gain in H1 2025, underperforming rivals Balyasny and ExodusPoint.
1 shares
King Street closes real estate fund
King Street Capital Management hit its $950m cap for its latest European real estate fund in a year, amid a distressed property market.
1 shares
Goldman Sachs MD shines
A 28-year-old individual has been promoted to Managing Director at Goldman Sachs.
1 shares
Supreme Court to hear FS appeal
The US Supreme Court is set to hear a case that could affect how activist hedge funds challenge corporate governance in closed-end funds.
1 shares
ASL demands Avadel board
ASL Strategic Value Fund is calling for a board reshuffle at Avadel Pharmaceuticals, criticizing the company's handling of its narcolepsy drug Lumryz's launch.
1 shares
Podcasts
Episodes on markets, quant methods and economics.
10 items
Quantitative5
Victor Haghani on Market Prediction
Victor Haghani discusses the significance of position sizing, disciplined asset allocation, and the role of foreign stocks in investment strategy on a podcast.
15 shares
Bitwise Jeff Park on Bitcoin
Jeff Park introduces his Radical Portfolio Theory, challenging the traditional 60/40 model, and discusses the role of Bitcoin and decentralized assets in portfolio resilience.
14 shares
US Rates DM Swap Spread
Ipek Ozil and Khagendra Gupta discuss the main drivers of DM swap spreads, focusing on US and German swap spreads, in a JPMorgan Chase & Co. podcast.
11 shares
Inside the BDH with Patrick Wieland
Patrick Wieland shares his trading philosophy, mental strategies, and the effort behind his success as a futures day trading streamer in a podcast episode.
11 shares
Global FX Derivatives
Arindam Sandilya, Juan Duran-Vara, and Ladislav Jankovic discuss FX Derivatives themes for the second half of 2025, including carry, USD skew, correlations, and directional exposure in JPY and EUR.
9 shares
Related5
Global Commodities Update
The podcast discusses the current state of agricultural markets, noting that increased supply is being met by demand, resulting in a decrease in global agricultural commodity availability.
5 shares
MarketAxess Block Update
The podcast features a conversation on block trading in fixed income with experts from MarketAxess, and updates on a related class action lawsuit.
4 shares
European Rates Update
The podcast covers recent German fiscal and NATO events, perspectives on carry as a theme, updates on dedollarisation flows, and opinions on UK rates.
3 shares
Thematic Markets Interview
The podcast includes a discussion with Marvin Barth about his career, his work at the Federal Reserve, and his views on the global political economy.
3 shares
Global FX Update
The podcast discusses upcoming trends for currencies in the second half of 2025, with insights from the DM and EM FX strategy team.
3 shares
X / Twitter
Posts from quant researchers on X.
4 items
Quantitative2
Investing Research Roundup
The recent investment research explores subjects like asset distribution, currency crashes, momentum, fluctuating factor risk premiums, and predictability in prediction markets.
3 shares
Turtle Talk: Trend Following
Trend Following: Article 2: Turtle Talk, a useful tool offering important information on trend following, has been found and suggested.
1 shares
Miscellaneous2
AI Trends Survey
Article: The article emphasizes the significance of AI talent in setting apart AI trends based on a survey.
0 shares
Buying and Sizing Correctly
Article: The article underscores the importance of purchase quantity and correct sizing in preventing bankruptcy, even with incorrect choices, based on an episode review.
0 shares
Threads from r/quant, r/algotrading and friends.
10 items
Quantitative5
Chill Risk
521 shares
Meta Labeling
410 shares
Betting on YouTube
234 shares
Strange Interview
82 shares
SWE to Quant
26 shares
Rising5
Rock Bottoms
46 shares
Missing EDGAR
35 shares
Algo Profit
88 shares
System Development Time
36 shares
Alpha Quant Transition
48 shares