Completing a Correlation Matrix: Another Problem from Finance [Portfolio Optimizer] #quant

Do Breakouts of Strong Swings Work? I Tested 40 Futures Markets and the Data Is Clear [Cracking Markets] #quant

Recent Quant Links from Quantocracy as of 01/04/2026

Cross-Asset Price-Based Regimes for Gold from @quantpedia.bsky.social #quant

Top Ten Blog Posts on Quantpedia in 2025 from @quantpedia.bsky.social #quant

The Hidden Risks of Leveraged Single-Stock ETFs [Alpha Architect] #quant

Data: Low-latency data structures [Trading the Breaking] #quant

The Volatility You Cant See [Concretum Group] #quant

Recent Quant Links from Quantocracy as of 12/29/2025

Hundreds Of Quant Papers From #QuantLinkADay In 2025 from @saeedamenfx.bsky.social#QuantLinkADay#quant

Taming the Anomaly Zoo: How Macroeconomic Forces Shape Market Returns [Alpha Architect] #quant

Public finance pressure as a systematic trading factor [Macrosynergy] #quant

Recent Quant Links from Quantocracy as of 12/22/2025

Understanding Gold Hedge, Diversifier, or Overpriced Insurance? from @quantpedia.bsky.social #quant

Can We Use U.S. Government Shutdowns as a Signal for Investment Decisions from @quantpedia.bsky.social #quant

When Execution Delays Erode Short-Term Alpha [Concretum Group] #quant

Recent Quant Links from Quantocracy as of 12/15/2025

Challenging the "Lazy Man's Momentum Strategy" from @allocatesmartly.bsky.social #quant

Is Trend Following Better than Buy the Dip? [Alpha Architect] #quant

Can We Blame Index Funds for More Volatile Financial Markets? from @quantpedia.bsky.social #quant

Risk, Leverage, and Optimal Betting in Financial Markets from @harbourfrontquant.substack.com #quant

Recent Quant Links from Quantocracy as of 12/11/2025

Covariance Matrix Forecasting: Average Oracle Method [Portfolio Optimizer] #quant

Statistical Factor Modeling [OS Quant] #quant

Murphy's Law [Quantitativo] #quant

Recent Quant Links from Quantocracy as of 12/05/2025

Alternative Market Signals: Investing with the Box Manufacturing Index from @quantpedia.bsky.social #quant

Opportunity-Set Bias in Mean-Reversion Trading Systems [Concretum Group] #quant

Rob Hanna - Trading the VIX in a Diversified Portfolio [Algorithmic Advantage] #quant

Recent Quant Links from Quantocracy as of 12/02/2025

Using the OECD Composite Leading Indicator + Momentum to Time the Market from @allocatesmartly.bsky.social #quant

Using the OECD Composite Leading Indicator + Momentum to Time the Market [Allocate Smartly #quant

Academic Anti-Science from @antonvorobets.bsky.social #quant

Recent Quant Links from Quantocracy as of 12/01/2025

Switch-off: Robust changepoint protocol [Trading the Breaking] #quant

New Site: Traders Are Watching the Wrong Metric: Why Rate Cuts Alone Don't Move GBP/USD [FX Macro Data] #quant

EMNLP 2025 in Suzhou [Gautier Marti] #quant

The Effectiveness of Collar Structures in Equity and Commodity Markets from @harbourfrontquant.substack.com #quant

Recent Quant Links from Quantocracy as of 11/30/2025

Systematic Edges in Prediction Markets from @quantpedia.bsky.social #quant

Deep Latent Variable Models [Gatambook] #quant

Systematic stock selection with macro factors [Macrosynergy] #quant

Recent Quant Links from Quantocracy as of 11/25/2025

Weekly Research Recap from @quantseeker.bsky.social #quant

An updated look at Thanksgiving Week Stats [Quantifiable Edges] #quant

Momentum factor investing: Evidence and evolution [Alpha Architect] #quant

Recent Quant Links from Quantocracy as of 11/23/2025

Macroeconomics with Gaussian Mixture Models [OS Quant] #quant

QuantMinds London 2025 from @saeedamenfx.bsky.social #quant

Rethinking Growth Investing: Why Traditional Growth Indices Miss the Mark [Alpha Architect] #quant