Quant News - The latest research and news for quantitative traders


AI trader? Tech vet launches hedge fund run by artificial intelligence (dailyherald.com)

My Snap Story: Valuing Snap ahead of it's IPO! (aswathdamodaran.blogspot.com)

Forecasting Factor And Smart Beta Returns (Hint: History Is Worse Than Useless) (valuewalk.com)

Why Data Nerds Struggle to Gain Power at Hedge Funds (bloomberg.com)

Welcome to Greenwich, China (bloomberg.com)

Trending academic research:

See also: Most popular SSRN papers

The amazing power of dimensional analysis: Quantifying market impact abstract

PyCaMa: Python for cash management abstract

Forecasting Performance of Markov-Switching GARCH Models: A Large-Scale Empirical Study abstract

Contagion in financial systems: A Bayesian network approach abstract

Social Interaction, Stochastic Volatility, and Momentum abstract

High Frequency Trading and Fragility abstract

Are Mutual Fund Managers Good Gamblers? abstract

The Impact of Jumps on Carry Trade Returns abstract

Fuzzy Logic-Based Portfolio Selection with Particle Filtering and Anomaly Detection abstract

FRM: A Financial Risk Meter Based on Penalizing Tail Events Occurrence abstract

Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors abstract

Multivariate FX Models with Jumps: Triangles, Quantos and Implied Correlation abstract

Regularities and Irregularities in Order Flow Data abstract

Domestic Banks as Lightning Rods? Home Bias During the Eurozone Crisis abstract

Hawkes process model with a time-dependent background rate and its application to high-frequency financial data abstract

The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs abstract

Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations abstract

Isolating the Disaster Risk Premium with Equity Options abstract

Why Responsible Investors Should Consider Islamic Criteria abstract

Retirement Spending and Biological Age abstract


Other great sites:

Ernie Chan Jonathan Kinlay Quantocracy Quantpedia Robot Wealth Quantifiable Edges MathFinance Collector Dekalog Quanttech Scott's Investments Return and Risk Investment Idiocy The R Trader Talaikis Algo Tr8dr Mintegration Volatility Futures & Options Intelligent Trading Tech Quantum Financier Kyle Balkissoon Shifting Sands Predictive Alpha Mechanical Markets QuantStrat TradeR MKTSTK CSS Analytics