This is a summary of links recently featured on Quantocracy as of Thursday, 04/24/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Weekly Research Insights [Quant Seeker]Geopolitical tensions, such as wars, threats, or major international conflicts, are known to affect economies and markets. In recent years, several papers have examined the impact of geopolitical risk on stock returns. For example, Sheng et al. (2025) construct a risk index based on news articles from 1984 to 2025 and find that geopolitical risk predicts returns both in the time series and the
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Kevin Davey II – Selecting Optimal Strategies for Peak Performance [Algorithmic Advantage]In Part II with Kevin, he delves into the intricate mechanics behind his systematic futures trading approach, offering advanced quantitative traders a window into the finer points of strategy design, walk forward analysis, robustness testing, and portfolio construction. Drawing on decades of experience and a background in aerospace, he emphasizes practical best practices, highlights common
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The Bitter Lesson [Quantitativo]The biggest lesson that can be read from 70 years of AI research is that general methods that leverage computation are ultimately the most effective, and by a large margin. Richard Sutton. Richard Sutton is one of the greatest minds of our time. He is a founding figure in modern AI and a pioneer of reinforcement learning, the framework behind many of todays most advanced intelligent