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BlackRock signals active overhaul with shift to quant (ftadviser.com)

Do Fears over Algo Trading Add Up? (straitstimes.com)

Hedge Funds Are Training Their Computers to Think Like You (bloomberg.com)

AI Annihilates The Stock Market Achieving Eye-Popping Returns ... (wallstreetpit.com)

More Data or Fewer Predictors: Which is a Better Cure for Overfitting? (epchan.blogspot.com)



Trending academic research:


See also: Most popular SSRN papers


Using Natural Language Processing Techniques for Stock Return Predictions

Stock Return Prediction with Fully Flexible Models and Coefficients

A Gentle Introduction to Value at Risk

Naive Risk Parity Portfolio with Fractal Estimation of Volatility abstract

Higher-Order Moments of Fundamentals: A Literature Review

Non-parametric and semi-parametric asset pricing abstract

Emergence of world-stock-market network abstract

Elliptical Black-Litterman Portfolio Optimization

Implied Volatility Changes as Evidence of Stock Price Disequilibrium

Orthogonal Expansions for VIX Options Under Affine Jump Diffusions

Global Portfolio Diversification for Long-Horizon Investors

A Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multiwavelet abstract

Analysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock Exchange abstract

Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information abstract

Towards a probability-free theory of continuous martingales abstract

Asset Return & Camel Process: Beauty and the Beast

Modelling Foreign Exchange Rate Transaction Exposure of UK Insurance Companies: A Cash Flow-Based Methodology

The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange

Mean-Variance Versus Naïve Diversification: The Role of Mispricing

The Relationships between Exchange Rates and Stock Prices: EmpiricalInvestigation from Johannesburg Stock Exchange

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