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Posts from quant researchers on X. 801 items, newest first.
- 20 May 20263shares
Crypto and Risk Parity Insights
The Research Recap discusses different financial subjects like crypto options, LEAPS (long-term equity anticipation securities), risk parity, and how to predict market volatility.
X / TwitterQuantitativeIn No. 131
- 20 May 20261shares
Coding as a Moat
Claude Code argues that focusing on taste, workflow, trust, and learning speed is now more important than just coding skills.
X / TwitterMiscellaneousIn No. 131
- 20 May 2026
PostAI Record Systems Framework
The article explores how record-keeping systems are changing due to AI advancements, providing a helpful framework to understand these developments.
X / TwitterMiscellaneousIn No. 131
- 16 Apr 20262shares
Investing in Autonomous Driving
A recent article highlights a link between autonomous driving and autonomous investing, noting that although many asset managers expect generative AI to transform the finance industry, very few have a clear strategy for implementing it.
X / TwitterMiscellaneousIn No. 130
- 4 Mar 20262shares
US Equity Market Concentration
DE Shaw's article discusses the impact of U.S. stock concentration on investment portfolios, highlighting how a few dominant stocks can influence overall portfolio performance and risk.
X / TwitterQuantitativeIn No. 128
- 4 Mar 20262shares
Pricepath Convexity as a Return Predictor
A new study reveals that the shape of stock price movements, known as pricepath convexity, can indicate lower future returns for stocks.
X / TwitterMiscellaneousIn No. 128
- 12 Feb 2026
Reclaiming Architectural Sovereignty
The article explains that as AI technology advances, the emphasis in software development is moving from quick coding to creating customized software designs tailored to individual needs.
X / TwitterMiscellaneousIn No. 127
- 2 Feb 20263shares
Winter 2025 Commodity Insights
The Commodity Insights Digest Winter 2025 provides important research and insights on commodities, covering areas such as machine learning, trading signals, and energy spreads.
X / TwitterMiscellaneousIn No. 126
- 16 Jan 20261shares
Martingale Strategy Risks in Trader's Downfall
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.
X / TwitterMiscellaneousIn No. 125
- 28 Dec 2025
Polymarket Earnings Beat Analysts
A new study indicates that earnings contracts on Polymarket, a prediction market platform, are more effective at forecasting company earnings than traditional analysts.
X / TwitterMiscellaneousIn No. 124
- 19 Dec 20253shares
AI in Investment Strategies: Insights from David Wright
Insights from David Wright: David Wright from Pictet explains how his team utilizes AI technology to create practical investment strategies, improving decision-making and enhancing investment performance.
X / TwitterMiscellaneousIn No. 123
- 14 Dec 20252shares
FX Anomalies and Currency Risk Premia Resource
CurrencyFactors.com is a new website that provides detailed historical data on 11 currency factors, catering to those interested in foreign exchange anomalies and currency risk.
X / TwitterQuantitativeIn No. 122
- 14 Dec 20251shares
Quant Crises
The article explains the market crises of 2025, caused by quantitative trading strategies. It outlines how these strategies led to instability and the effects on the financial markets.
X / TwitterMiscellaneousIn No. 122
- 1 Dec 20252shares
Liquidity Constraints and Stock Anomalies
A new study shows that realistic liquidity constraints make most stock trading anomalies unprofitable, even before factoring in trading costs.
X / TwitterMiscellaneousIn No. 121
- 19 Nov 20251shares
Here are some shorter options (no numbering): - SignTrade - SigTrade - Signals - Signature - TradeSign Want a single choice picked for you or a different tone (techy, professional, playful)?
- SignTrade - SigTrade - Signals - Signature - TradeSign Want a single choice picked for you or a different tone (techy, professional, playful)?: The paper shows a mathematical method (path signatures) that compresses recent price movements and other signals into a small set of features, helping automated trading systems make better decisions.
X / TwitterQuantitativeIn No. 120
- 19 Nov 20251shares
Polymarket: ~25% Wash Trading
~25% Wash Trading: Study finds about 25% of Polymarket trading is wash trading (some markets 90–95% fake), so high volume can be misleading.
X / TwitterMiscellaneousIn No. 120
- 19 Nov 2025
AQR Part 10: Diversifying Liquid Alts
Diversifying Liquid Alts: AQR shows liquid “diversifying alternatives” truly diversify portfolios, while many popular illiquid alternatives do not.
X / TwitterMiscellaneousIn No. 120
- 12 Nov 20251shares
Attention in Pricing
Paper: Uses a transformer's attention to build the stochastic discount factor, showing AI can improve asset pricing.
X / TwitterMiscellaneousIn No. 119
- 12 Nov 2025
Is Volatility Prediction Worth It?
Blog Questions whether forecasting volatility is worth it, arguing benefits may be limited once costs and model risk are accounted for.
X / TwitterMiscellaneousIn No. 119
- 27 Oct 20254shares
Here are shorter title options (no numbering): - Highlights - Key Findings - Findings - Key Insights - Takeaways - Insights - Research Briefs - Quick Finds
- Highlights - Key Findings - Findings - Key Insights - Takeaways - Insights - Research Briefs - Quick Finds: This week's recap highlights research showing stronger crypto–stock links, ideas for adding portable alpha, the risks and returns of same‑day (0DTE) NDX straddle trades, evidence many stocks are mispriced, and a short list of top industry blogs and podcasts.
X / TwitterQuantitativeIn No. 117
- 27 Oct 20251shares
Here are some shorter title options: - Stop Losses, Not Returns - Cut Drawdowns, Keep Returns - Stops Cut Drawdowns - Protect Returns, Cut Drawdowns - Stops Preserve Returns - Lower Drawdowns, Keep Returns
- Stop Losses, Not Returns - Cut Drawdowns, Keep Returns - Stops Cut Drawdowns - Protect Returns, Cut Drawdowns - Stops Preserve Returns - Lower Drawdowns, Keep Returns: Stoplosses usually don't increase average or risk-adjusted returns, but they do cut big losses and make returns more stable by reducing extreme downside outcomes.
X / TwitterMiscellaneousIn No. 117
- 9 Oct 20256shares
Research Recap: Gold, Bitcoin, Equities, FX
Gold, Bitcoin, Equities, FX: The Weekly Research Recap discusses topics like the comparison between gold and Bitcoin, using news sentiment for trading equities and FX, and enhancing equity momentum with machine learning.
X / TwitterQuantitativeIn No. 115
- 9 Oct 20252shares
RavenPack Sentiment Data Research
RavenPack has published five research papers utilizing their sentiment data across different asset classes such as equities, FX, and credit.
X / TwitterQuantitativeIn No. 115
- 9 Oct 2025
Understanding Past Returns
The piece emphasizes the significance of grasping momentum in finance through analyzing past returns.
X / TwitterMiscellaneousIn No. 115
- 9 Oct 2025
OpenAI's Expansion Strategy
The article explores OpenAI's aggressive and innovative growth strategy in the tech industry.
X / TwitterMiscellaneousIn No. 115
- 9 Oct 2025
The AI Bubble Pop
The article suggests a potential collapse of the AI market, making it a recommended read for the weekend.
X / TwitterMiscellaneousIn No. 115
- 3 Oct 20251shares
Research Recap Highlights
The recent weekly research recap covers topics like predictability of crypto returns, estimation of inflation risk premium, intraday stock-bond correlations, and equity style allocation.
X / TwitterQuantitativeIn No. 114
- 3 Oct 2025
Bridgewater Macro Fund Performance
Bridgewater's main macro fund experienced a 26.4% growth in the first three quarters of this year.
X / TwitterQuantitativeIn No. 114
- 3 Oct 2025
Dmitry Balyasny Interview
The article presents an insightful interview with Dmitry Balyasny.
X / TwitterMiscellaneousIn No. 114
- 3 Oct 2025
Execs' AI Partner Preferences
The article discloses that 153 MIT executives with substantial AI budgets favor an AI partner who comprehends their workflows and offers effective advice over one that merely provides advanced technology.
X / TwitterMiscellaneousIn No. 114
- 22 Sep 20253shares
Investing Research Roundup
The latest investing research roundup discusses topics including the impact of news sentiment on commodity returns, volatility decay in leveraged ETFs, post-FOMC drift in option returns, and predictions for commodity option returns.
X / TwitterMiscellaneousIn No. 113
- 29 Aug 20253shares
Latest Investing Research: Crude Oil, FX, SP 500, Portfolio, Blogs
Crude Oil, FX, SP 500, Portfolio, Blogs: The article discusses recent investment research on various topics including predicting crude oil returns, using media tone in foreign exchange trading, put writing strategies on the SP 500, and portfolio construction.
X / TwitterQuantitativeIn No. 111
- 29 Aug 20253shares
Fast Trading Signals: Noise Over Alpha
Noise Over Alpha: Daniel Bloch's article argues that fast trading signals, often seen as alpha, are typically just small sample noise. He suggests that what is perceived as speed is often just a faster response to randomness.
X / TwitterMiscellaneousIn No. 111
- 20 Aug 2025
Investing Research Roundup
The latest investing research roundup discusses topics including gold and inflation, predicting market returns, sorting stocks based on downside risk, a multi-agent model, and highlights notable blogs, repositories, and podcasts.
X / TwitterQuantitativeIn No. 110
- 20 Aug 2025
Repo Benefits
The article is not provided, thus a summary cannot be generated.
X / TwitterMiscellaneousIn No. 110
- 7 Aug 20256shares
Investing Research Roundup
The article explores recent investment research on topics like cryptocurrency, mutual fund trading, low-risk investing, volatility forecasting, trend following, and highlights significant blogs, repositories, and podcasts.
X / TwitterQuantitativeIn No. 108
- 7 Aug 2025
Repo
The article provides a detailed discussion on a notable repository.
X / TwitterQuantitativeIn No. 108
- 7 Aug 2025
Interview with Shariz Iqbal
The second interview with Shariz Iqbal, also known as Words of Rizdom, attracts 37k views on its debut day.
X / TwitterMiscellaneousIn No. 108
- 7 Aug 2025
Microsoft Report on AI Jobs
A Microsoft study discloses the professions most impacted by the advent of artificial intelligence.
X / TwitterMiscellaneousIn No. 108
- 17 Jul 20253shares
Single vs. Multiple Strategies
The author favors a single strategy with a Sharpe ratio of 2, rather than a combined strategy of five uncorrelated strategies with a Sharpe ratio of 2.5.
X / TwitterQuantitativeIn No. 106
- 17 Jul 2025
Quantifying Overfitting
The updated paper by Jacquier et al. advises against overfitting with numerous weak signals, suggesting the use of a few strong predictors, extensive backtesting, and straightforward models for improved out-of-sample replication.
X / TwitterQuantitativeIn No. 106
- 17 Jul 2025
Stefan Nagel's Presentation
Stefan Nagel's recent NBER presentation and the following discussion by Bryan Kelly are suggested for those interested in the subject.
X / TwitterQuantitativeIn No. 106
- 17 Jul 2025
Model Configs Safeguarding
X / TwitterMiscellaneousIn No. 106
- 10 Jul 20251shares
AQR leads Managed Futures Funds YTD
AQR maintains its top position in managed futures funds for the year, with LoCorr coming in second.
X / TwitterQuantitativeIn No. 105
- 10 Jul 2025
Investing Research Roundup: Commodity Returns, Crypto Microstructure, Mispriced Stocks, Factor Momentum, and More
Commodity Returns, Crypto Microstructure, Mispriced Stocks, Factor Momentum, and More: Article 2: Recent investment research explores topics including forecasting commodity returns, crypto market microstructure, spotting mispriced stocks, and factor momentum.
X / TwitterQuantitativeIn No. 105
- 10 Jul 2025
Skfolio Update
The article explores a new paper about the skfolio library.
X / TwitterMiscellaneousIn No. 105
- 10 Jul 2025
Nagel Challenges Prediction Complexity
The article examines Nagel's new paper that questions the efficiency of intricate models in predicting returns, suggesting they are essentially volatility-timed momentum.
X / TwitterMiscellaneousIn No. 105
- 3 Jul 20253shares
Investing Research Roundup
The recent investment research explores subjects like asset distribution, currency crashes, momentum, fluctuating factor risk premiums, and predictability in prediction markets.
X / TwitterQuantitativeIn No. 104
- 3 Jul 20251shares
Turtle Talk: Trend Following
Trend Following: Article 2: Turtle Talk, a useful tool offering important information on trend following, has been found and suggested.
X / TwitterQuantitativeIn No. 104
- 3 Jul 2025
AI Trends Survey
Article: The article emphasizes the significance of AI talent in setting apart AI trends based on a survey.
X / TwitterMiscellaneousIn No. 104
- 3 Jul 2025
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.
X / TwitterMiscellaneousIn No. 104
- 25 Jun 20255shares
Algorithmic Trading Comparison
Jonathan Kinlaya compares different algorithmic trading platforms in detail.
X / TwitterQuantitativeIn No. 103
- 25 Jun 20255shares
Active Management Fees
The article criticizes the overconfidence and high fees associated with active management.
X / TwitterQuantitativeIn No. 103
- 25 Jun 2025
PostEarnings Drift Strength
The article suggests that Post-Earnings Announcement Drift (PEAD) is most effective when earnings news contradicts investor expectations, despite assertions of its decrease.
X / TwitterQuantitativeIn No. 103
- 25 Jun 2025
Tiny AI Teams' Goals
The New York Times explores the high aspirations of small AI teams.
X / TwitterMiscellaneousIn No. 103
- 25 Jun 2025
Top Tiny AI Teams
Business Insider showcases 10 outstanding small AI teams.
X / TwitterMiscellaneousIn No. 103
- 25 Jun 2025
Antti and Thom: Expectations
Expectations: Antti and Thom's series delves into the evolution of academic and investor perspectives on long-term expected returns.
X / TwitterMiscellaneousIn No. 103
- 25 Jun 2025
Essential Article from Quantica
Quantica has published a new article providing insightful analysis.
X / TwitterMiscellaneousIn No. 103
- 18 Jun 20253shares
Optimal Kelly Leverage for SP 500
The best Kelly leverage for daily SP 500 returns between 1997 and 2024 is around 2.4, as higher values decrease long-term growth due to increased volatility and drawdowns.
X / TwitterQuantitativeIn No. 102
- 18 Jun 20251shares
Lowvol Factor in Asset Pricing
A new study emphasizes the importance of the low-volatility factor in asset pricing models, especially in relation to factor asymmetry and frictions.
X / TwitterQuantitativeIn No. 102
- 18 Jun 20251shares
Trend Following and Drawdowns
ManGroup analyzes the current situation of trend following and drawdowns, questioning if the current scenario is unique.
X / TwitterMiscellaneousIn No. 102
- 18 Jun 20251shares
SEAL: LLMs Updating Weights
LLMs Updating Weights: SEAL, a new framework, enables LLMs to create their own training data and adjust their weights based on new inputs, using the improved model's performance as a reward.
X / TwitterMiscellaneousIn No. 102
- 18 Jun 2025
Investing Research Roundup
The recent investment research roundup discusses topics like predicting cryptocurrency using sentiment, a strategy based on foreign exchange mispricings, multiple option-based predictors, a regime-switching model, and more.
X / TwitterMiscellaneousIn No. 102
- 11 Jun 20254shares
Investing Research Roundup
The latest investment research roundup discusses topics including cryptocurrency volatility, stock return sentiments, ESG's value indication, and volatility forecasting.
X / TwitterQuantitativeIn No. 101
- 11 Jun 20251shares
Advances in Econometrics Reading List
ChristineCai27 has curated a reading list featuring recent developments in the field of applied econometrics.
X / TwitterQuantitativeIn No. 101
- 11 Jun 2025
VShaped Recoveries Rising
The article explores the growing trend of V-shaped recoveries in the economy.
X / TwitterMiscellaneousIn No. 101
- 11 Jun 2025
Timing the Market: A Bad Idea
A Bad Idea: Article 2: The article challenges the argument against market timing, dismissing the fear of missing the best days, but cautions about its complexity.
X / TwitterMiscellaneousIn No. 101
- 4 Jun 20252shares
New Report on Systematic Strategies and Quant Trading
HedgeNordic has published a report discussing the future of systematic strategies and quantitative trading for 2025, including insightful interviews and discussions.
X / TwitterQuantitativeIn No. 100
- 4 Jun 2025
Investing Research Roundup
The article summarizes recent investment research on topics like anomalies, phacking, commodity signals, stock return predictability, and various online resources.
X / TwitterMiscellaneousIn No. 100
- 4 Jun 2025
Interview
The article includes a significant interview but lacks specific information about the content or the people involved.
X / TwitterMiscellaneousIn No. 100
- 21 May 20251shares
Factor Investing by Chuan Shibrbr
The article offers detailed lecture notes on Factor Investing, covering areas such as Portfolio Sort Analysis, Regression-Based Tests, and Multiple Hypothesis Testing.
X / TwitterQuantitativeIn No. 98
- 21 May 20251shares
Short-Term Reversals in Commodities
Rossi's new paper explores short-term basis reversals in commodity futures markets, suggesting a potential for significant risk-adjusted returns.
X / TwitterQuantitativeIn No. 98
- 21 May 2025
AIs Integration into Workflow
The article emphasizes the increasing significance and quick incorporation of AI into workflow, backed by notable usage statistics.
X / TwitterQuantitativeIn No. 98
- 21 May 2025
Unpopular Opinion on AI
Google's ex-CEO, Eric Schmidt, discusses his perspective on artificial intelligence in a TED talk.
X / TwitterMiscellaneousIn No. 98
- 21 May 2025
AI Transformation of SDLC
The article examines the influence of AI on the Software Development Life Cycle in a world dominated by agents.
X / TwitterMiscellaneousIn No. 98
- 21 May 2025
Interview with Peter Brandt
The article presents the first half of an interview with Peter L. Brandt, covering a range of thought-provoking subjects.
X / TwitterMiscellaneousIn No. 98
- 7 May 20253shares
Equity Premium Fades, Alpha Shines
The blog emphasizes the significance of alpha in investment during times of reduced equity premium.
X / TwitterQuantitativeIn No. 96
- 7 May 20253shares
AllianceBernstein Argues for Portable Alpha
AllianceBernstein's article proposes portable alpha as a remedy for increased geopolitical risks and market concentration.
X / TwitterQuantitativeIn No. 96
- 7 May 20251shares
Ernie Chan's New Trading Book on Generative AI
Ernie Chan is preparing to publish a new trading book centered on Generative AI.
X / TwitterQuantitativeIn No. 96
- 7 May 20251shares
Investing Research Roundup
The investment research roundup covers topics like Macro Announcement Risk Premia, MeanReversion Strategy, model complexity, real estate diversification, and highlights relevant blogs, repositories, and podcasts.
X / TwitterMiscellaneousIn No. 96
- 7 May 2025
High Sharpe Ratios
The article hints at the unveiling of certain high-performing Sharpe Ratios.
X / TwitterMiscellaneousIn No. 96
- 7 May 2025
Weekend Reading Joy
The author is looking forward to reading a specific article during the weekend.
X / TwitterMiscellaneousIn No. 96
- 30 Apr 20252shares
Investing Research Roundup
The recent investment research roundup discusses various topics including the role of commodities in diversification, detection of mispriced stocks, quantitative techniques, and option anomalies.
X / TwitterQuantitativeIn No. 95
- 30 Apr 20252shares
Complex Models Depend on Data Quality
A study by Cartea et al. indicates that the success of intricate models largely relies on the quality of data, with a high chance of overfitting when data is scarce and noise levels are high.
X / TwitterQuantitativeIn No. 95
- 30 Apr 2025
Antti Ilmanen on Returns
Article: Antti Ilmanen explores the concept of expected returns, focusing on the rational and irrational ways people form them.
X / TwitterMiscellaneousIn No. 95
- 30 Apr 2025
Man Group on Timing
Article: ManGroup releases a new piece discussing the subject of market timing.
X / TwitterMiscellaneousIn No. 95
- 23 Apr 20251shares
The Role of Patience
ManGroup emphasizes the significance of patience in successful trend following strategies.
X / TwitterQuantitativeIn No. 94
- 23 Apr 20251shares
The Memorization Problem
Research indicates that GPT-4o's extensive memory of economic and market data could bias its back-test results.
X / TwitterQuantitativeIn No. 94
- 23 Apr 2025
Earnings Momentum in Stocks
Hou et al.'s research suggests earnings momentum works best in overlooked stocks, whereas price momentum is more potent in well-known stocks.
X / TwitterQuantitativeIn No. 94
- 23 Apr 2025
- 23 Apr 2025
Trend Paper
The study suggests that a single Exponential Moving Average (EMA) is sufficient for identifying trends, eliminating the need for multiple complex indicators.
X / TwitterMiscellaneousIn No. 94
- 23 Apr 2025
Crypto Pipeline
The article reports the open-sourcing of a crypto market data pipeline, used to create a database for a new research on cryptocurrency trends.
X / TwitterMiscellaneousIn No. 94
- 16 Apr 2025
Investing Research Roundup
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.
X / TwitterQuantitativeIn No. 93
- 16 Apr 2025
Training Models and Creator Rights
The article talks about the possible violation of creators' rights and intellectual property caused by the training of models.
X / TwitterMiscellaneousIn No. 93
- 9 Apr 20252shares
Trendfollowing Managed Futures
Managed futures that follow trends have traditionally yielded good returns during prolonged equity market slumps.
X / TwitterQuantitativeIn No. 92
- 9 Apr 20251shares
Survey Paper on LLM Applications
A new study paper explores the use of LLM in the finance sector.
X / TwitterQuantitativeIn No. 92
- 9 Apr 20251shares
Currency Anomalies Returns
A recent study indicates that currency anomaly returns drop by approximately 66% post-publication, but FX carry stays consistent, suggesting risk premiums over mispricing.
X / TwitterQuantitativeIn No. 92
- 9 Apr 2025
Investing Research Roundup
The recent investment research roundup discusses commodity signals, earnings and price momentum, sector allocation with LLMs, and the impact of macro news.
X / TwitterMiscellaneousIn No. 92
- 9 Apr 2025
Crypto Trend
A research paper on SSRN presents a tactical approach for Bitcoin and Altcoins, indicating increased interest in the $3 trillion cryptocurrency market.
X / TwitterMiscellaneousIn No. 92
- 9 Apr 2025
USD Appreciation and Politics
A study shows that the USD value increases during Democratic administrations and decreases under Republican ones, influenced by their respective tariff policies.
X / TwitterMiscellaneousIn No. 92