A New Labor Market Stress Indicator www.frbsf.org/research-and... #QuantLinkADay

Who Uses AI for Pricing? www.kansascityfed.org/research/eco... #QuantLinkADay

Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach arxiv.org/abs/2601.04608 #QuantLinkADay

DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management arxiv.org/abs/2601.05975 #QuantLinkADay

Goal! Mo Salah!

AI-exposed jobs deteriorated before ChatGPT arxiv.org/abs/2601.02554 #QuantLinkADay

An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives arxiv.org/abs/2601.03794 #QuantLinkADay

From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns papers.ssrn.com/sol3/papers.... #QuantLinkADay

Generative AI-enhanced Sector-based Investment Portfolio Construction arxiv.org/abs/2512.24526 #QuantLinkADay

A Test of Lookahead Bias in LLM Forecasts arxiv.org/abs/2512.23847 #QuantLinkADay

Deep Learning for Art Market Valuation arxiv.org/abs/2512.23078 #QuantLinkADay

LLM Agents for Combinatorial Efficient Frontiers: Investment Portfolio Optimization arxiv.org/abs/2601.00770 #QuantLinkADay

The Impact of LLMs on Online News Consumption and Production arxiv.org/abs/2512.24968 #QuantLinkADay

LLM on a Budget: Active Knowledge Distillation for Efficient Classification of Large Text Corpora* www.federalreserve.gov/econres/feds... #QuantLinkADay

EcoFinBench – a natural language processing benchmark for economics and finance www.bankofengland.co.uk/working-pape... #QuantLinkADay

Collecting together hundreds of quant papers I've tweeted over the past year #QuantLinkADay turnleafanalytics.com/hundreds-of-... - I hope you enjoy!

Dollarization Waves: New Evidence from a Comprehensive International Bond Database www.federalreserve.gov/econres/ifdp... #QuantLinkADay

Credit-Market Sentiment: Estimation and Macroeconomic Implications papers.ssrn.com/sol3/papers.... #QuantLinkADay

Optimal FX Interventions with Limited Reserves papers.ssrn.com/sol3/papers.... #QuantLinkADay

GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market arxiv.org/abs/2512.20027 #QuantLinkADay

Structured Event Representation and Stock Return Predictability arxiv.org/abs/2512.19484 #QuantLinkADay

Is Die Hard a Christmas movie?

Merry Christmas!!!

Do Monetary Policy Shocks Affect the Neutral Rate of Interest? papers.ssrn.com/sol3/papers.... #QuantLinkADay

FedSight AI: Multi-Agent System Architecture for Federal Funds Target Rate Prediction arxiv.org/abs/2512.15728 #QuantLinkADay

BLS Payroll Revisions: Forecasting Recessions www.clevelandfed.org/publications... #QuantLinkADay

Are the Bank of Korea's Inflation Forecasts Biased Toward the Target? arxiv.org/abs/2512.16068 #QuantLinkADay

Modelling financial time series with quantum field theory arxiv.org/abs/2512.17225 #QuantLinkADay

I’m going to have a burger on Sunday 28th December. I’m looking forward to it.

A simple measure of monetary policy transmission www.dallasfed.org/research/eco... #QuantLinkADay

In terms of yesterday's print, here's a way to look at the US CPI print (given no MoM, need to look at 2m changes or YoY changes with base effect). 1/n

It's going to be an interesting year when it comes to US CPI. There's a ripple effect from this release. First, there's the impact of this print on the base. Second, it could impact seasonality over a longer period. Let's see!

Monitoring and Forecasting Food prices in the Euro Area papers.ssrn.com/sol3/papers.... #QuantLinkADay

Impacts of Communication and Dot Plots on Interest Rates: the Case of Korea papers.ssrn.com/sol3/papers.... #QuantLinkADay

Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database www.frbsf.org/research-and... #QuantLinkADay

Higher Tariffs Might Have Created Headwinds to Employment Growth in 2025 www.kansascityfed.org/research/eco... #QuantLinkADay

Trading Volume and Monetary Policy Surprises papers.ssrn.com/sol3/papers.... #QuantLinkADay

Trade Policy Surprises and U.S. Convenience Yields: Evidence from Prediction Markets papers.ssrn.com/sol3/papers.... #QuantLinkADay

They should tokenise books.. they could call them book tokens, right?

Dispersion of the CPI across US Cities: The Role of Housing Components in Recent Decades papers.ssrn.com/sol3/papers.... #QuantLinkADay

Default and Interest Rate Shocks: Renegotiation Matters www.minneapolisfed.org/research/sr/... #QuantLinkADay

Probabilistic intraday electricity price forecasting using generative machine learning papers.ssrn.com/sol3/papers.... #QuantLinkADay

What's a good exercise to do, if you can't run for the time being (and love running!)? I'm trying swimming, but I just can't get into it!

Exchange Rate Regime Flexibility and Firms' Employment papers.ssrn.com/sol3/papers.... #QuantLinkADay

Beyond Automation: Redesigning Jobs with LLMs to Enhance Productivity arxiv.org/pdf/2512.05659 #QuantLinkADay

Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations arxiv.org/abs/2512.05156 #QuantLinkADay

When does Monetary Policy Matter? Policy Stance vs. Term Premium News papers.ssrn.com/sol3/papers.... #QuantLinkADay

FX Market Making with Internal Liquidity arxiv.org/abs/2512.04603 #QuantLinkADay

The Predictability of Global Monetary Policy Surprises www.bostonfed.org/publications... #QuantLinkADay

Inflation narratives and expectations www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay