--- title: Quant Letter No. 131: May 2026, Week 3 url: https://www.ml-quant.com/issues/2026-05-20/ 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: 2026-05-20 --- # Quant Letter No. 131: May 2026, Week 3 Sent 2026-05-20. 44 items. ## RePEc ### Historical Trending - __[Predicting VIX with ML](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 study shows that machine learning can better predict the VIX by utilizing jobless claims data to enhance market volatility forecasts. (2024-01-21, shares: 12) · https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-12-p-1857-1873/ - __[Optimizing KSE-30 with ML](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)__: This research analyzes equity returns on the Pakistan Stock Exchange, revealing flaws in traditional methods and proposing a new strategy for efficient portfolio management. (2025-03-07, shares: 10) · https://www.ml-quant.com/papers/repec/spr-snopef-v-6-y-2025-i-1-d-10-1007-s43069-025-00421-4/ - __[Risk Parity in Fat-Tailed Markets](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)__: The paper explores risk parity portfolio optimization amid volatile market conditions, indicating that advanced models can enhance performance and stability during downturns. (2025-08-11, shares: 9) · https://www.ml-quant.com/papers/repec/bla-jtsera-v-46-y-2025-i-2-p-353-377/ - __[Automated Trading in Emerging Markets](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)__: The article discusses combining algorithmic trading with passive investing in emerging markets, advocating for an Adaptive Trading System to reduce capital losses in downturns. (2025-04-06, shares: 9) · https://www.ml-quant.com/papers/repec/spr-fininn-v-11-y-2025-i-1-d-10-1186-s40854-025-00754-3/ - __[Eurozone Banks Stock 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 finds that conventional machine learning models outperform advanced deep learning techniques in predicting stock price movements in European banks. (2024-11-01, shares: 7) · https://www.ml-quant.com/papers/repec/vls-finstu-v-28-y-2024-i-4-p-29-42/ - __[Sharpe Ratio vs. Buy-and-Hold](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)__: Sharpe Ratio trading strategies consistently beat buy-and-hold, highlighting market inefficiencies and supporting the Adaptive Market Hypothesis. (2025-07-09, shares: 8) · https://www.ml-quant.com/papers/repec/pkp-teafle-v-12-y-2025-i-1-p-120-142-id-4102/ - __[Dynamic Modeling of Chinese 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)__: A new machine learning approach using dynamic autoregressive models effectively analyzes complex time series data, offering a modern alternative in financial modeling. (2025-05-02, shares: 6) · https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/ - __[News Sentiment Impact on Stock Volatility](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)__: Accurate news sentiment measurement significantly affects stock return volatility, with GPT-4 outperforming RavenPack in sentiment classification for Dow Jones firms. (2025-02-09, shares: 6) · https://www.ml-quant.com/papers/repec/eee-ecolet-v-247-y-2025-i-c-s0165176524006086/ - __[Machine Learning in Market 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)__: Two new deep learning models enhance the accuracy and stability of estimating Value at Risk and Expected Shortfall, improving risk management in finance. (2025-02-04, shares: 6) · https://www.ml-quant.com/papers/repec/eee-jomega-v-133-y-2025-i-c-s0305048324002135/ - __[Optimal Strategies in Pension Plans](https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0167668725000137%3Bh%3Drepec%3Aeee%3Ainsuma%3Av%3A121%3Ay%3A2025%3Ai%3Ac%3Ap%3A100-110)__: 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. (2025-05-19, shares: 5) · https://www.ml-quant.com/papers/repec/eee-insuma-v-121-y-2025-i-c-p-100-110/ ## Papers with code ### Trending - __[SkillsVote: Governance for Agent Skills](https://github.com/MemTensor/skills-vote)__: Governance for Agent Skills: SkillsVote is a system that helps long-term AI agents manage and improve their skills over time. (2026-05-19, shares: 219) - __[MMSkills: Multimodal Skills for Agents](https://github.com/DeepExperience/MMSkills)__: Multimodal Skills for Agents: Multimodal procedural knowledge frameworks enhance visual agents by merging text and visuals for improved decision-making. (2026-05-18, shares: 101) - __[SelfDistilled RL: Enhancing Training with Self-Distillation](https://github.com/ZJU-REAL/SDAR)__: Enhancing Training with Self-Distillation: SDAR optimizes training for multiturn agents in reinforcement learning by boosting positive feedback and minimizing negative feedback. (2026-05-15, shares: 59) ### Rising - __[AI Research Trust](https://github.com/worldbench/awesome-ai-auto-research)__: AI excels in structured tasks but needs human oversight in scientific research to handle new ideas and judgment effectively. (2026-05-19, shares: 48) - __[Olympiad Reasoning Scaling](https://github.com/Simplified-Reasoning/SU-01)__: A new systematic approach boosts reasoning models, making them top contenders in math and physics competitions through advanced learning methods. (2026-05-15, shares: 42) - __[Dynamic NPC Steering](https://github.com/INV-WZQ/ReactiveGWM)__: ReactiveGWM improves game play by separating player controls from NPC actions, enhancing strategic options in various games. (2026-05-18, shares: 33) - __[DexJoCo for Manipulation](https://github.com/brave-eai/dexjoco)__: DexJoCo provides a benchmark and toolkit for evaluating dexterous manipulation skills, along with a budget-friendly data collection system. (2026-05-18, shares: 31) ## GitHub ### Finance - __[Turso: SQLite SQL Database](https://github.com/tursodatabase/turso)__: SQLite SQL Database: Turso is a SQL database that works well with SQLite. (2023-08-26, shares: 18767) - __[Optimizing LLM Inference](https://github.com/algorithmicsuperintelligence/optillm)__: The article focuses on improving inference proxies for large language models. (2024-08-22, shares: 3843) - __[Fullstack China AShare Toolkit](https://github.com/simonlin1212/a-stock-data)__: A new toolkit helps AI coding assistants analyze China's A-share market. (2026-05-11, shares: 1403) - __[Ashare Multi-Agent Framework](https://github.com/simonlin1212/TradingAgents-astock)__: A research framework uses AI agents to discuss investment strategies for the A-share market. (2026-05-13, shares: 394) - __[LLMDriven Alpha Factory](https://github.com/Miasyster/QuantGPT)__: An agent-based alpha factory enables LLMs to independently conduct backtests and analyze factors. (2026-03-20, shares: 215) ### Trending - __[AffaanmECC: AI Performance Optimization](https://github.com/affaan-m/ECC)__: AI Performance Optimization: Claude Code Codex improves AI agents' abilities by using different skills and development techniques. (2026-01-18, shares: 187081) - __[RiskLabAI: Advanced Risk Management](https://github.com/RiskLabAI/RiskLabAI.py)__: Advanced Risk Management: The article discusses how Python can be applied in financial AI applications. (2022-05-18, shares: 110) - __[ViktorAxelsenMemSkill: Evolving AI Memory Skills](https://github.com/ViktorAxelsen/MemSkill)__: Evolving AI Memory Skills: MemSkill enhances AI agents' memory skills through continuous learning. (2026-01-30, shares: 479) - __[Struktoaimirage: Unified AI Filesystem](https://github.com/strukto-ai/mirage)__: Unified AI Filesystem: The article introduces a unified virtual filesystem that boosts efficiency for AI agents. (2026-05-06, shares: 2135) - __[MVanHornCliprintingPress: AI CLI with SQLite Sync](https://github.com/mvanhorn/cli-printing-press)__: AI CLI with SQLite Sync: This tool picks out key features from rival APIs to build a better command-line interface for AI agents. (2026-03-23, shares: 2069) ## Podcasts ### Quantitative - __[Crisis Alpha and Portfolio Strategies](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/yoav-git-roberto-croce)__: Yoav Git and Rob Croce from Fidelity Investments examine crisis alpha and diversification in trend following portfolio construction amid current market conditions. (2026-05-16, shares: 9) - __[Impact of Passive Investing](http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/gm101-when-passive-breaks-the-market-ft-hari-krishnan-cem-karsan)__: Hari Krishnan explores how increasing passive investment may disrupt price discovery and lead to market instability. (2026-05-20, shares: 8) - __Tom Lee on Stock Trends__: Tom Lee from Fundstrat highlights stock resilience during global tensions, shares his S&P 500 forecast, and launches the Fundstrat Granny Shots ETF. (2026-05-15, shares: 7) - __[Wealth Building for Tech Pros](https://soundcloud.com/patrick-nettlebay/financial-planning-101)__: Stan Leong and Nikhil focus on innovative financial planning and options-based income strategies tailored for engineers and executives. (2026-05-18, shares: 6) - __[Charities and Cash Risks](https://audioboom.com/posts/8894065)__: Nancy Kilpatrick and Andrzej Pioch warn UK charities about the risks and costs of holding excessive cash, advocating for more active investment strategies. (2026-05-14, shares: 6) ### Related - __[Global Futures Insights](https://atanyrate.podbean.com/e/global-rates-analyzing-eurex-and-us-futures-roll-and-cross-currency-bases/)__: 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. (2026-05-15, shares: 5) - __[Asia Equity Rally](https://traffic.megaphone.fm/GLD6472289045.mp3)__: 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. (2026-05-20, shares: 3) - __[Bloomberg CTO Interview](https://macrohive.libsyn.com/ep-358-shawn-edwards-on-engineering-trust-in-ai-the-bloomberg-way-and-the-terminals-future)__: Shawn Edwards, Bloomberg's CTO, highlights technological innovations and the Bloomberg terminal, focusing on trust and process automation in a recent podcast. (2026-05-15, shares: 3) - __[EM Fixed Income Politics](https://atanyrate.podbean.com/e/em-fixed-income-inflation-pressures-and-idiosyncratic-emea-em-politics/)__: 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. (2026-05-14, shares: 3) - __[Commodity Infrastructure Insights](https://atanyrate.podbean.com/e/global-commodities-infrastructure-101/)__: 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. (2026-05-15, shares: 3) ## Blogs ### Quantitative - __[Revisiting Low Risk Pullback Strategy](https://www.quantifiedstrategies.com/low-risk-pullback-trading-strategy/)__: The article discusses the Low Risk Pullback Strategy, a trading approach that has been effective since it was first introduced over ten years ago. (2026-05-19, shares: 1) ### Related - __[Trend Followers and Responsible Investing](https://www.man.com/insights/path-less-travelled-there-no-ri)__: Systematic macro strategies, particularly trend-following approaches, face difficulties in responsible investing. However, these challenges can be overcome with specific solutions. (2026-05-16, shares: 0) ## X / Twitter ### Quantitative - __[Crypto and Risk Parity Insights](https://x.com/quantseeker/status/2056867207326441628)__: The Research Recap discusses different financial subjects like crypto options, LEAPS (long-term equity anticipation securities), risk parity, and how to predict market volatility. (2026-05-19, shares: 3) ### Miscellaneous - __[Coding as a Moat](https://x.com/carlcarrie/status/2056780447275798837)__: Claude Code argues that focusing on taste, workflow, trust, and learning speed is now more important than just coding skills. (2026-05-19, shares: 1) - __[PostAI Record Systems Framework](https://x.com/jmelaskyriazi/status/2054704199183777801)__: The article explores how record-keeping systems are changing due to AI advancements, providing a helpful framework to understand these developments. (2026-05-14, shares: 0) ## Reddit ### Quantitative - __[Quants and Math](https://www.reddit.com/r/quantfinance/comments/1tfz30b/do_quants_produce_publishable_research_in_math/)__: (2026-05-17, shares: 40) ### Rising - __[Quant LARP Guide](https://www.reddit.com/r/quantfinance/comments/1tg5qxm/screw_quant_research_quant_trading_even_quant_dev/)__: (2026-05-17, shares: 74)