Predicting VIX with ML
The study shows that machine learning can better predict the VIX by utilizing jobless claims data to enhance market volatility forecasts.
12 sharesSource ↗
Quant LetterNo. 131
44 items across 7 sections, as sent to readers on 20 May 2026. Paper titles open their ML-Quant page; ↗ goes to the source.
Economics working papers from RePEc's NEP field reports.
10 items
The study shows that machine learning can better predict the VIX by utilizing jobless claims data to enhance market volatility forecasts.
12 sharesSource ↗
This research analyzes equity returns on the Pakistan Stock Exchange, revealing flaws in traditional methods and proposing a new strategy for efficient portfolio management.
10 sharesSource ↗
The paper explores risk parity portfolio optimization amid volatile market conditions, indicating that advanced models can enhance performance and stability during downturns.
9 sharesSource ↗
The article discusses combining algorithmic trading with passive investing in emerging markets, advocating for an Adaptive Trading System to reduce capital losses in downturns.
9 sharesSource ↗
The study finds that conventional machine learning models outperform advanced deep learning techniques in predicting stock price movements in European banks.
7 sharesSource ↗
Sharpe Ratio trading strategies consistently beat buy-and-hold, highlighting market inefficiencies and supporting the Adaptive Market Hypothesis.
8 sharesSource ↗
A new machine learning approach using dynamic autoregressive models effectively analyzes complex time series data, offering a modern alternative in financial modeling.
6 sharesSource ↗
Accurate news sentiment measurement significantly affects stock return volatility, with GPT-4 outperforming RavenPack in sentiment classification for Dow Jones firms.
6 sharesSource ↗
Two new deep learning models enhance the accuracy and stability of estimating Value at Risk and Expected Shortfall, improving risk management in finance.
6 sharesSource ↗
The study explores optimal management strategies for target benefit pension plans, showing how fund managers can maximize expected utility through thoughtful investments and benefit adjustments.
5 sharesSource ↗
Papers that shipped their code, from the Papers with Code feed (2023-25).
7 items
Governance for Agent Skills: SkillsVote is a system that helps long-term AI agents manage and improve their skills over time.
219 shares
Multimodal Skills for Agents: Multimodal procedural knowledge frameworks enhance visual agents by merging text and visuals for improved decision-making.
101 shares
Enhancing Training with Self-Distillation: SDAR optimizes training for multiturn agents in reinforcement learning by boosting positive feedback and minimizing negative feedback.
59 shares
AI excels in structured tasks but needs human oversight in scientific research to handle new ideas and judgment effectively.
48 shares
A new systematic approach boosts reasoning models, making them top contenders in math and physics competitions through advanced learning methods.
42 shares
ReactiveGWM improves game play by separating player controls from NPC actions, enhancing strategic options in various games.
33 shares
DexJoCo provides a benchmark and toolkit for evaluating dexterous manipulation skills, along with a budget-friendly data collection system.
31 shares
Repositories the letter featured.
10 items
SQLite SQL Database: Turso is a SQL database that works well with SQLite.
18,767 shares
The article focuses on improving inference proxies for large language models.
3,843 shares
A new toolkit helps AI coding assistants analyze China's A-share market.
1,403 shares
A research framework uses AI agents to discuss investment strategies for the A-share market.
394 shares
An agent-based alpha factory enables LLMs to independently conduct backtests and analyze factors.
215 shares
AI Performance Optimization: Claude Code Codex improves AI agents' abilities by using different skills and development techniques.
187,081 shares
Advanced Risk Management: The article discusses how Python can be applied in financial AI applications.
110 shares
Evolving AI Memory Skills: MemSkill enhances AI agents' memory skills through continuous learning.
479 shares
Unified AI Filesystem: The article introduces a unified virtual filesystem that boosts efficiency for AI agents.
2,135 shares
AI CLI with SQLite Sync: This tool picks out key features from rival APIs to build a better command-line interface for AI agents.
2,069 shares
Episodes on markets, quant methods and economics.
10 items
Yoav Git and Rob Croce from Fidelity Investments examine crisis alpha and diversification in trend following portfolio construction amid current market conditions.
9 shares
Hari Krishnan explores how increasing passive investment may disrupt price discovery and lead to market instability.
8 shares
Tom Lee from Fundstrat highlights stock resilience during global tensions, shares his S&P 500 forecast, and launches the Fundstrat Granny Shots ETF.
7 shares
Stan Leong and Nikhil focus on innovative financial planning and options-based income strategies tailored for engineers and executives.
6 shares
Nancy Kilpatrick and Andrzej Pioch warn UK charities about the risks and costs of holding excessive cash, advocating for more active investment strategies.
6 shares
Khagendra Gupta and Ipek Ozil discuss the factors influencing US and Eurex futures rollover and cross currency bases in their podcast from May 15, 2026.
5 shares
Tim Moe from Goldman Sachs talks about how artificial intelligence and semiconductor cycles are causing differences in Asian equity markets in a May 19, 2026 podcast.
3 shares
Shawn Edwards, Bloomberg's CTO, highlights technological innovations and the Bloomberg terminal, focusing on trust and process automation in a recent podcast.
3 shares
Anezka Christovova, Ben Ramsey, and Michael Harrison analyze how recent market changes are affecting the emerging market fixed income sector in their May 14, 2026 podcast.
3 shares
Commodity analysts discuss the effects of the Iran conflict on infrastructure recovery and supply chains in gas and metals in a podcast from May 15, 2026.
3 shares
Posts from quant and economics blogs and newsletters.
2 items
The article discusses the Low Risk Pullback Strategy, a trading approach that has been effective since it was first introduced over ten years ago.
1 shares
Systematic macro strategies, particularly trend-following approaches, face difficulties in responsible investing. However, these challenges can be overcome with specific solutions.
0 shares
Posts from quant researchers on X.
3 items
The Research Recap discusses different financial subjects like crypto options, LEAPS (long-term equity anticipation securities), risk parity, and how to predict market volatility.
3 shares
Claude Code argues that focusing on taste, workflow, trust, and learning speed is now more important than just coding skills.
1 shares
The article explores how record-keeping systems are changing due to AI advancements, providing a helpful framework to understand these developments.
0 shares
Threads from r/quant, r/algotrading and friends.
2 items
40 shares
74 shares