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Realtime price impact detection

馃搱Market MicrostructureContent type: Academic
arxiv.org

karanhumber007-ctrl/insider-signal: Multi-source insider trading intelligence CLI for retail investors

馃搱Market MicrostructureContent type: Code
github.comHacker News

Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: A Multi-Layer Intelligence Framework

馃搱Market MicrostructureContent type: Academic
arxiv.org

"Today, millions of people are asking AI about stocks. All that reasoning disappears. What if we kept it?"

馃LLM ApplicationsContent type: Code
github.comDEV

Optimal Quoting under Adverse Selection and Price Reading

馃搱Market MicrostructureContent type: Academic
arxiv.org

Proof of Stake economy under centralized exchanges--a mean field model

馃搱Market MicrostructureContent type: Academic
arxiv.org

Axiomatic Market Making

馃搱Market MicrostructureContent type: Academic
arxiv.org

Option prices from operational-time reaction-boundary lattices

馃搱Market MicrostructureContent type: Academic
arxiv.org

Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets

馃搱Market MicrostructureContent type: Academic
arxiv.org

TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution

馃搱Market MicrostructureContent type: Academic
arxiv.org

Diffusive in plain sight: An inconspicuous law of market impact

馃搱Market MicrostructureContent type: Academic
arxiv.org

Market Making and Transient Impact in Spot FX

馃搱Market MicrostructureContent type: Academic
arxiv.org

From Means to Medians: Optimal Benchmark Design

馃搱Market MicrostructureContent type: Academic
arxiv.org

Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach

馃搱Market MicrostructureContent type: Academic
arxiv.org

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems

馃搱Market MicrostructureContent type: Academic
arxiv.org

Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction

馃LLM ApplicationsContent type: Academic
arxiv.org

Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data

馃嚚馃嚦A-Share MarketsContent type: Academic
arxiv.org

Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS

馃敩ML Signal SynthesisContent type: Academic
arxiv.org

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