This is a summary of links recently featured on Quantocracy as of Monday, 12/29/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Hundreds Of Quant Papers From #QuantLinkADay In 2025 [Turnleaf Analytics]I tweet a lot (from @saeedamenfx and at BlueSky at @saeedamenfx.bsky.social)! In amongst the tweets about burgers, I tweet out a quant paper or link every day under the hashtag of #QuantLinkDay, mostly around FX, rates, economics, machine learning etc. Some are directly relevant to what were doing at Turnleaf Analytics forecasting inflation and other economic variables (and if youre
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Taming the Anomaly Zoo: How Macroeconomic Forces Shape Market Returns [Alpha Architect]The central and unfinished task of absolute pricing is to understand and measure the sources of aggregate or macroeconomic risk that drive asset prices.John Cochrane Imagine walking into a zoo filled with hundreds of mysterious creatureseach one promising extraordinary rewards but defying conventional explanation. Welcome to finances anomaly zoo, where researchers have catalogued
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Public finance pressure as a systematic trading factor [Macrosynergy]Public finance risk has long been a key concern in emerging markets and has become increasingly important in developed economies as well, owing to rising debt ratios and structural deficits. Public finance pressure indicators capture the impact of funding conditions and budget constraints on government policy. In developed countries, rising fiscal pressure typically leads to tighter fiscal policy