Quant News - The latest research and news for quantitative traders

The Alpha Engine: Designing an Automated Trading Algorithm

On Feature Reduction using Deep Learning for Trend Prediction in Finance abstract

Forecasting a Volatility Tsunami

Algorithmic Trading in Limit Order Books for Online Portfolio Selection

Fast LP Algorithms for Portfolio Optimization

Toxic Arbitrage and Price Discovery

Quantization Meets Fourier: A New Technology for Pricing Options

SenSR: A Sentiment-Based Systemic Risk Indicator

Markets' Notion on Implied Volatility Risks: Insights from Model-Free VIX Futures Pricing

Momentum in Traditional and Cryptocurrencies Made Simple

Time-Varying Risk Premiums and Economic Cycles

Reply to 'Comment on ‘Markowitz Versus Michaud: Portfolio Optimization Strategies Reconsidered’'

Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders

An empirical behavioural order-driven model with price limit rules abstract

Divest, Disregard, or Double Down?

On a Constructive Theory of Financial Markets (Prologue)

Dissecting Characteristics Nonparametrically

The Economics of the Fed Put

Bartlett's delta in the SABR model abstract

The Financial Economics of White Precious Metals - A Survey


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