Quant LetterNo. 125
48 items across 8 sections, as sent to readers on 16 January 2026. Paper titles open their ML-Quant page; ↗ goes to the source.
Quantitative-finance and ML-for-finance preprints from arXiv.
6 items
The paper shows that using instruction fine-tuning and Low-Rank Adaptation with Meta's Llama 3 enhances financial named-entity recognition, leading to top performance in converting unformatted reports into organized knowledge.
0 sharesSource ↗
A new adaptive data management system enhances model performance in quantitative finance by constantly updating to reflect market changes, addressing the shortcomings of relying solely on historical data.
1 sharesSource ↗
Deep Learning for Portfolio Management: DeePM uses deep learning to improve macro portfolio management, delivering better risk-adjusted returns than traditional methods across various economic conditions.
1 shares1 citation todaySource ↗
A new NLP framework shows that adding news text can improve stock volatility forecasting, particularly during volatile times, when combined with standard models.
0 shares17 citations todaySource ↗
This study develops a framework to analyze how technology spreads in financial networks, uncovering the dynamics of adoption and the effects of firm traits.
0 sharesSource ↗
We propose exact algorithms for optimizing pricing in assortment strategies under a generalized nested logit model, offering better quality and scalability for large applications than current approaches.
0 shares1 citation todaySource ↗
Economics working papers from RePEc's NEP field reports.
10 items
This study improves VIX predictions using machine learning, emphasizing the role of jobless claims in enhancing trading strategies.
12 sharesSource ↗
The research employs machine learning to evaluate stocks on the Pakistan Stock Exchange, offering a method for optimizing portfolios during market fluctuations.
10 sharesSource ↗
Analyzing algorithmic trading versus passive investing, the article highlights risks in emerging markets and proposes an Adaptive Trading System for better portfolio management.
9 sharesSource ↗
The paper enhances risk parity portfolio optimization models, demonstrating better risk-adjusted returns and lower sensitivity to market volatility.
9 sharesSource ↗
A comparison of stock price prediction methods in the Eurozone finds traditional machine learning techniques more effective than deep learning for banking sector forecasts.
7 sharesSource ↗
Sharpe Ratio trading strategies beat buy-and-hold strategies, confirming the Adaptive Market Hypothesis in global stock indices from 1998 to 2023.
8 sharesSource ↗
Accurately measured news sentiment affects stock return volatility, with GPT-4 outperforming RavenPack in analyzing Twitter data from 2019-2023.
6 sharesSource ↗
A new machine learning method for time series data surpasses traditional Box-Jenkins models, showing increased accuracy for financial data during COVID-19.
6 sharesSource ↗
New deep learning frameworks enhance accuracy in estimating Value at Risk and Expected Shortfall, improving risk management in finance.
6 sharesSource ↗
Disagreement in macroeconomic expectations affects financial risk premia and stock market returns, influenced by varying professional forecasts.
5 sharesSource ↗
Papers that shipped their code, from the Papers with Code feed (2023-25).
9 items
Conditional memory in Transformer models improves knowledge retrieval and reasoning by efficiently managing data sparsity.
2,083 shares
The Qwen3VLEmbedding and Qwen3VLReranker models form a precise multimodal search system using cross-attention techniques.
600 shares
Orient Anything V2 improves understanding of 3D orientation through new asset synthesis and rotation prediction methods.
68 shares
The Controlled SelfEvolution method boosts code generation by employing genetic evolution and better exploration strategies.
63 shares
DeepResearchEval uses adaptable agents to automate complex research tasks, verifying facts without relying on citations.
61 shares
MultiHead Linear Attention boosts performance by balancing representational diversity and computational efficiency while increasing expressive capabilities.
47 shares
Code LLMs trained on synthetic data excel in competitive programming compared to traditional models, reducing dependence on real datasets.
38 shares
A data-free self-evolution framework enables large language models to improve reasoning by generating their own questions, achieving performance similar to supervised learning.
34 shares
Hyperconnections with dynamic residual matrices improve convergence stability through a new reparameterization technique that ensures precise doubly stochasticity.
26 shares
Repositories the letter featured.
9 items
Forex Data Processing: A Python library that allows users to download and process Dukascopy historical financial data easily, with features like resumable downloads.
14 shares
Stoikov Model: A Rust library for automated trading that incorporates market making strategies, specifically the Avellaneda-Stoikov model.
31 shares
A quantitative trading system built with the Rust programming language for enhanced trading performance.
297 shares
Factor Mining in Markets: A method for analyzing stock and crypto markets in China using symbolic regression to improve liquidity based on Uniswap V4 math.
423 shares
A single API that facilitates trading across different prediction markets.
103 shares
LP API: A Python library has been developed to solve linear programming problems in an efficient manner.
2,394 shares
Coding Tool: GPT-5 Pro allows users to customize context and upload files for tailored guidance on challenges.
1,187 shares
GPT-5: Makepad enables the creation of applications by integrating artificial intelligence capabilities.
1,009 shares
AI Building: Claude Skills improve note-taking in Obsidian, enhancing overall productivity.
590 shares
Episodes on markets, quant methods and economics.
10 items
Michael Gayed interviews Jay Hatfield on adapting fixed income and equity strategies for income investors in 2026 amid changing interest rates.
11 shares
Bubble Analysis: Andrew Lapthorne examines megacap stock concentration, questioning if current valuations suggest a bubble while noting the effects of passive investing.
9 shares
Dodd Kittsley emphasizes fundamental research and selective high-conviction portfolios as key for long-term growth in a market with normalized interest rates.
8 shares
Metals & Bonds: Marc Faber highlights market volatility, the resurgence of precious metals and overlooked bonds, and the critical role of diversification in uncertain economies.
7 shares
Aram Babikian discusses how geopolitical tensions shape technology investing, stressing national security's impact on investment strategies amid US-China rivalry.
6 shares
Mark Blyth explains that the decline of neoliberalism is leading to a resurgence of imperial rivalries and economic instability.
5 shares
Ipek Ozil and her team examine how major GSE purchases of Agency MBS were influenced by a significant Trump social media post.
5 shares
Rich highlights changes in global trade dynamics and stresses the importance of humility in following market trends.
5 shares
Luke Lloyd discusses how investor mindsets are changing due to AI and government actions impacting wealth management.
5 shares
Adil Mirza provides strategies for navigating market volatility and finding opportunities for alpha in 2026.
3 shares
Posts from quant and economics blogs and newsletters.
1 items
The article explains that focusing on key performance metrics can enhance a business's overall success.
0 shares
Posts from quant researchers on X.
1 items
A seasoned options trader lost a lot of money by applying a gambling strategy to trading, showing the dangers of mixing gambling methods with investing.
1 shares
Threads from r/quant, r/algotrading and friends.
2 items
78 shares
29 shares