This is a summary of links recently featured on Quantocracy as of Thursday, 03/05/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
-
New Contributor: Scaling Python Financial Models on AWS [Quantt]How to take a Python financial model from running 150 scenarios in a Lambda function to processing over a million using AWS Step Functions, Batch, and Fargate without managing a single server. From Laptop to a Million Scenarios You've built a financial model in Python. It runs beautifully on your laptop perhaps a portfolio stress-testing model that grinds through a few hundred
-
2-Year Notes Momentum: Extracting Term Structure Anomalies from FOMC Cycles [Quantpedia]For many investors, short-term interest rates are often treated as something the market discovers. In reality, the Federal Reserve has enormous control over how the front end of the yield curve evolves. While textbooks often portray the Feds policy rate as a flexible tool that reacts quickly to economic data, the actual behavior of the Federal Open Market Committee (FOMC) looks very
-
The Market Rank Indicator: Measuring Financial Risk, Part 3 [Portfolio Optimizer]In the previous post of this series on measuring financial risk, I described the absorption ratio, a measure of financial market fragility based on principal components analysis, introduced in Kritzman et al.1. In this new blog post, I will describe another measure of financial distress called the market rank indicator (MRI), this time related to the notion of condition number2 of a matrix,
-
Correlated Time Series Generation using Object Oriented Python [Quant Start]This article is a continuation of a series of articles on generating synthetic equities datasets for the purposes of machine learning (ML) model training or synthetic backtesting of systematic trading strategies. We have previously considered the generation of synthetic correlation matrices and the generation of synthetic asset returns via various time series models. In this article we are going
-
Sentiment Analysis Series Part 3: Three Ways the Sentiment Model Can Fail [Tommi Johnsen]Every day, financial news outlets publish thousands of articles about publicly traded companies. For investors, the obvious question is: does any of it actually matter? If a headline says a company just signed a major contract or passed a clinical trial, should you expect the stock to move the next day? Thanks for reading! Subscribe for free to receive new posts and support my work. This article