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QuantSeeker
748 posts
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QuantSeeker
@quantseeker
Investing and Trading. For information and education only, not investment advice.
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Joined July 2022
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  • user avatar
    QuantSeeker
    @quantseeker
    May 21, 2024
    Financial Statement Analysis with Large Language Models This paper feeds financial statements to GPT-4 and finds that it outperforms financial analysts in predicting the sign of earnings changes. Interestingly, this is achieved despite only feeding GPT-4 with numbers, leaving
    403K
  • user avatar
    QuantSeeker
    @quantseeker
    Jan 14, 2025
    Nick Patterson, formerly with Renaissance Technologies: "...the most important thing to do in data analysis is to do the simple things right. So, here's a kind of non-secret about what we did at Renaissance: in my opinion, our most important statistical tool was simple regression
    364K
  • user avatar
    QuantSeeker
    @quantseeker
    Mar 14, 2025
    Three great books.
    48K
  • user avatar
    QuantSeeker
    @quantseeker
    Apr 18, 2025
    New paper on trend following: “It is quite surprising that a single EMA is optimal for capturing trends… using a complex mixture of sophisticated indicators is unnecessary... simplicity can indeed be beautiful.” Paper: arxiv.org/abs/2504.10914
    61K
  • user avatar
    QuantSeeker
    @quantseeker
    May 16, 2024
    James H. Simons, PhD: Using Mathematics to Make Money - "The mathematics I did was essentially training my mind; none of it had anything to do with making money. Although Chern–Simons was wonderful, it does not help at all with making money." - "Yes, we do a lot of data mining.
    56K
  • user avatar
    QuantSeeker
    @quantseeker
    Dec 15, 2024
    This paper offers an extensive review of statistical arbitrage research across equities, fixed income, and commodities. It features a rich reference list of 100+ papers for further insights. Read paper here (open access): scirp.org/journal/paperi…
    64K
  • user avatar
    QuantSeeker
    @quantseeker
    Aug 28, 2024
    Using detailed data on German retail market makers, this paper finds that "...retail market making is extremely profitable, with an average (gross) Sharpe ratio of 17.85..." Link: bundesbank.de/en/publication…
    128K
  • user avatar
    QuantSeeker
    @quantseeker
    May 14, 2024
    Seven Sins of Quantitative Investing Nice discussion by Deutsche Bank on common pitfalls and mistakes when backtesting. Several illustrative examples are provided. See link in tweet below.
    user avatar
    iamyourtailevent
    @phoenixstealthy
    May 13, 2024
    This paper is really awesome, give you graph examples of most of the trading/algo bias. Read it ! columbia.edu/~nyc2107/paper…
    50K
  • user avatar
    QuantSeeker
    @quantseeker
    Jul 23, 2024
    This paper by Melissa Dell at Harvard reviews various deep learning models and their economic applications. Paper: arxiv.org/abs/2407.15339 GitHub: econdl.github.io
    34K
  • user avatar
    QuantSeeker
    @quantseeker
    Apr 20, 2024
    Six great books on trading, investing, and portfolio management.
    24K
  • user avatar
    QuantSeeker
    @quantseeker
    May 21, 2025
    Great lecture notes on Factor Investing by Chuan Shi: - Intro to Factor Investing papers.ssrn.com/sol3/papers.cf… - Portfolio Sort Analysis papers.ssrn.com/sol3/papers.cf… - Regression-Based Tests papers.ssrn.com/sol3/papers.cf… - Multiple Hypothesis Testing papers.ssrn.com/sol3/papers.cf… - A Forward
    55K
  • user avatar
    QuantSeeker
    @quantseeker
    Jul 25, 2024
    This is a recent book chapter by Hoffman on Kalman filtering and pairs trading, including extensions such as partial co-integration and the potential use of reinforcement learning. Link (open access): intechopen.com/chapters/11729…
    26K
  • user avatar
    QuantSeeker
    @quantseeker
    Apr 23, 2024
    A new paper by Goyenko et al. uses machine learning to predict trading volume and find volume to be “highly predictable”. Predictors include technical signals, firm characteristics, calendar information, and earnings schedules. Volume predictability is incorporated into a
    26K
  • user avatar
    QuantSeeker
    @quantseeker
    Jan 30, 2025
    New research paper by Stoikov et al. on Market Making in Crypto. papers.ssrn.com/sol3/papers.cf…
    89K