The hottest Quantitative finance Substack posts right now

And their main takeaways
Category
Top Finance Topics

Quant Letter: March 2024, Week-1

The Parlour • 12 implied HN points • 06 Mar 24
💰 Finance Quantitative finance Machine Learning Predictive Models
  1. The author analyzed over 3,450 sources to compile 80 relevant links for their subscribers, who now total 5,200.
  2. The SSRN recently published papers on predicting inflation volatility, intraday volatility in financial data, assessing banking stability, and investment advice.
  3. Readers can access the full post archives with a 7-day free trial to Machine Learning & Quant Finance.

Noise!

Lewis Enterprises • 157 implied HN points • 30 Apr 23
💰 Finance Economics Financial Markets Quantitative finance
  1. Economics is better appreciated as a history of thought rather than an explanatory science.
  2. Fischer Black simplified complex financial models to focus on crucial elements.
  3. The concept of 'noise' in the financial markets affects our ability to predict returns and understand economic variables.

Quant Letter: November 2023, Week 4

The Parlour • 21 implied HN points • 29 Nov 23
💰 Finance Machine Learning Quantitative finance Financial Modeling Portfolio Management
  1. The paper introduces a methodology using Shapley values to understand the contribution of different factors in portfolio performance.
  2. It presents the versatile SPPC method for evaluating predictor group contributions to portfolio success.
  3. The SPPC method quantifies predictor impacts and offers insights into changing dynamics over time in financial machine learning.
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Quant Letter: October 2023, Week 2

The Parlour • 21 implied HN points • 12 Oct 23
💰 Finance Quantitative finance Machine Learning Reinforcement Learning
  1. The post is about a quantitative finance newsletter for October 2023, Week 2.
  2. A recently published thesis discusses Deep RL for Portfolio Allocation, showing the potential of deep reinforcement learning in enhancing portfolio allocation methods.
  3. Readers can subscribe to Machine Learning & Quant Finance for more content and a 7-day free trial.

Quant Letter: October 2023, Week 3

The Parlour • 17 implied HN points • 18 Oct 23
💰 Finance Quantitative finance
  1. Don't rely solely on influencers or academics with a marketing budget for the latest quantitative finance techniques.
  2. Access information directly from academic-practitioners at blog.ml-quant.com for a broader view of quantitative finance research.
  3. Subscribe to Machine Learning & Quant Finance for a 7-day free trial to access more content and archives.

Quant Letter: November 2023, Week 1

The Parlour • 12 implied HN points • 02 Nov 23
💰 Finance Quantitative finance
  1. A new method for analyzing high-frequency financial data shows intraday market changes are mainly driven by intraday correlation changes.
  2. The Chiarella-Heston model, an advanced agent-based model, enhances deep hedging in finance.
  3. Subscribe to Machine Learning & Quant Finance to access more content with a 7-day free trial.

Quant Letter: September 2023, Week 2

The Parlour • 12 implied HN points • 14 Sep 23
💰 Finance Quantitative finance
  1. Quant Letter: September 2023, Week 2 is a weekly quantitative finance newsletter.
  2. A research on improving high-frequency trading systems through low-latency code optimization was recently published.
  3. You can get 7-day free access to Machine Learning & Quant Finance to read more.

Quant Letter: August 2023, Week 1

The Parlour • 12 implied HN points • 02 Aug 23
💰 Finance Quantitative finance Machine Learning Research Financial Markets
  1. The featured papers discussed in the newsletter are 'Displaced by Big Data,' 'Deep Learning for Corporate Bonds,' and 'Exploiting the dynamics of commodity futures curves.'
  2. The newsletter highlights research on whether new data diminishes the advantages of active fund managers with industry expertise.
  3. Readers are encouraged to subscribe for a 7-day free trial to access the full post archives.

Quant Letter: March 2024, Week-2

The Parlour • 0 implied HN points • 13 Mar 24
💰 Finance Quantitative finance
  1. The post discusses a new rank volatility model for large equity markets that aligns well with empirical data and allows for relative arbitrage.
  2. A new framework for pricing debt securities under varying short-rate differences is introduced.
  3. Readers can access the full post and archives with a 7-day free trial subscription to Machine Learning & Quant Finance.