This is a summary of links recently featured on Quantocracy as of Thursday, 04/16/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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We Trusted FinBERT to Filter the Noise. It Was Also Filtering the Signal [Tommi Johnsen]It starts with a basic problem every quantitative researcher faces: you have a universe of stocks, a universe of news, and a question. Which of todays headlines actually matter for tomorrows price? Step One: Finding the News Before you can classify sentiment, you have to collect articles. The naive approach search for a company name and take everything produces a lot of noise. An
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Time Series Database Review: RayforceDB [Anton Vorobets]RayforceDB is a recently open sourced time series database that offers blazingly fast performance. It is built with inspiration from kdb+, which is also known for its fast performance and minimal application size. RayforceDB offers similar benefits, being written in pure C and having a binary size of less than 1MB. Another benefit of RayforceDB is that it offers Python bindings with minimal
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Annual performance update- year 12 [Investment Idiocy]This is how I started last years update: "Mad out there isn't it? Tarrifs on/off/on/partially off/on… USD/SP500/Gold/US10/Bitcoin all yoyoing like crazy." Well the orange peril is still at it, and as I write this the global supply of oil has been severly curtailed for several weeks now; with a certain amount of reaction in oil futures (which some of it perhaps supressed since