Quant News - The latest research and news for quantitative traders


Mean Reversion Trading System (miltonfmr.com)

I’m a quant in an investment bank. It’s not what you think (news.efinancialcareers.com)

Race for speed among algo traders hits peak (ft.com)

‘Alt’ Data in Emerging Markets (marketsmedia.com)

How to Create an ARIMA Model for Time Series Forecasting with Python (machinelearningmastery.com)

Trending academic research:

See also: Most popular SSRN papers

Institutional Ownership and Time-Series Predictability of Stock Returns

High-Frequency Trading Strategies

Manipulation in the VIX?

Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies abstract

Returns Signal Momentum

Time Series Reversal of Financial Assets

Performance Analysis of U.S. Defense Stocks in Relation to Federal Budgets and Military Conflicts in the Post-Cold War Era

Machine-Learning Models for Predicting Drug Approvals and Clinical-Phase Transitions

Do Individual Investors Ignore Transaction Costs?

Determinants of Price Discovery in the VIX Futures Market

A Reconsideration of the Equity Premium Puzzle

Patterns and Pricing of Idiosyncratic Volatility in French Stock Market

J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis

How Does Risk Flow in the Credit Default Swap Market?

Does Price Limit Hit's Patterns Follow Stock Return Patterns?

The Predictability of Low Frequency Volatilities Measures: Evidence from Hong Kong Stock Markets

The Impact of the New Real Estate Sector on REITs: An Event Study

Better Financial Reporting: Meanings and Means

Can Everyone Benefit from Social Integration? abstract

On the Black's equation for the risk tolerance function abstract


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