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The latest research and news for quantitative traders


Tudor said to invest millions in bid to blend data and macro (gulfnews.com)

A Quant Startup Made $430 Billion In Banks' Systemic Risk Vanish In 25 Minutes (forbes.com)

Hedge Funds Search for Their Real Killers (aqr.com)

Hand Sanitizer and Speed Bumps (bloomberg.com)

A Nasdaq Speed Upgrade Is Threatening IEX (wsj.com)

Trending academic research:

See also: Most popular SSRN papers

Robust Markowitz mean-variance portfolio selection under ambiguous volatility and correlation abstract

In Search of Concepts: The Effects of Speculative Demand on Returns and Volume abstract

Centrality measures in networks based on nodes attributes, long-range interactions and group influence abstract

Transparency and Security in the Derivatives Market: The Brazilian Case abstract

Activist Short-Selling abstract

Trading Costs and Informational Efficiency abstract

A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon abstract

Investment Horizon and Portfolio Selection abstract

Pricing Options with Complex Fourier Series abstract

Detection of intensity bursts using Hawkes processes: an application to high frequency financial data abstract

Forecasting with CAPM abstract

Information Contamination abstract

A Consequential Bug in Yogo (2006) abstract

Carry Trades and Monetary Conditions abstract

"Butterfly Effect" vs Chaos in Energy Futures Markets abstract

Savvy Parent, Savvy Child? Intergenerational Correlations in Returns to Financial Wealth abstract

The Most Predictive Energy Search Terms abstract

Do Equity Analysts Benefit from Access to High Quality Debt Research? abstract

Market Liquidity after the Financial Crisis abstract

Generalization error minimization: a new approach to model evaluation and selection with an application to penalized regression abstract


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