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Quant Paper Radar

Every research paper we have written up, newest paper first. New arrivals are screened automatically for topical fit with systematic trading; the ones that clear it are read, written up, and — where the idea is testable on our data — backtested. Particular focus on alpha hypotheses that can be formalised and tested. The Radar also covers portfolio construction, market risk and execution where the research is directly relevant to systematic investment processes. Follow new entries by RSS.

16,915 papers screened · 588 on the radar · 1 shown

Papers are discovered, classified and scored automatically, and the analyses linked from this page are written by our research engine and have not been checked by a human editor. They may contain errors. Quant relevance indicates topical fit, not research quality or expected profitability.
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TagsValue1Equities72Portfolio construction58Theory only43Risk management39Optimization35Simulation33Volatility modelling28Backtest methodology28Deep learning24Tail risk19Transaction costs17ETFs15Options15
+28 more
Time-series econometrics15Factor models13Machine learning12Position sizing12Sentiment and news10Mean reversion9Derivative pricing9Reinforcement learning8LLMs and agents8Macro and regimes7Overfitting and multiple testing7Commodities6Momentum6Futures5Crypto5Fixed income4Statistical arbitrage4Bayesian methods4Drawdown control4Replication3Market efficiency3FX2Trend following2Survey2Pairs and cointegration1Event driven1Market microstructure1Execution1
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