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The latest research and news for quantitative traders


Soros Helping to Turn Back Tide of Hedge-Fund Outflows in Europe (bloomberg.com)

CBOE confirms Bats acquisition (automatedtrader.net)

Hedge fund Tudor said to close Singapore trading desk (straitstimes.com)

Star trader Rokos eclipses his old Brevan Howard fund (ft.com)

Maker-Taker Under the Microscope (tradersmagazine.com)

Trending academic research:

See also: Most popular SSRN papers

Volatility Risk abstract

Hyperbolic Discounting and Life-Cycle Portfolio Choice abstract

Liquidity-Risk-Premium Free Price Models of Government Bonds and Currency Forwards in Persistently Informed Markets abstract

Gated Neural Networks for Option Pricing: Rationality by Design abstract

Collateralized Borrowing and Increasing Risk abstract

Information Aggregation for Stock Return Predictability abstract

The Drift Burst Hypothesis abstract

The Curious Case of Negative Volatility abstract

The Relationship between VIX Futures Term Structure and S&P500 Returns abstract

Optimal Mean-Reversion Strategy in the Presence of Bid-Ask Spread and Delays in Capital Allocations abstract

Capability Satisficing in High Frequency Trading

Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia abstract

The Performance of Relative-Value Equity Strategies abstract

On the Value of Virtual Currencies abstract

Data-driven nonlinear expectations for statistical uncertainty in decisions abstract

A Latent Mechanism for Generating Wealth Inequality in 401(k) Retirement Plans abstract

Costs of Corporate Bond Issue in Coal Mining Companies abstract

Multivariate GARCH for a large number of stocks abstract

Innovations and Stock Price Crash Risk abstract

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods abstract


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