ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs arxiv.org/abs/2510.26228 #QuantLinkADay
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs
This paper investigates whether large language models (LLMs) can improve cross-sectional momentum strategies by extracting predictive signals from firm-specific news. We combine daily U.S. equity…
arxiv.org
November 3, 2025 at 11:32 AM
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs arxiv.org/abs/2510.26228 #QuantLinkADay
Fusing Narrative Semantics for Financial Volatility Forecasting arxiv.org/abs/2510.20699 #QuantLinkADay
October 26, 2025 at 6:25 PM
Fusing Narrative Semantics for Financial Volatility Forecasting arxiv.org/abs/2510.20699 #QuantLinkADay
Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation arxiv.org/abs/2510.12911 #QuantLinkADay
October 20, 2025 at 3:03 PM
Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation arxiv.org/abs/2510.12911 #QuantLinkADay
Monetary Base and Seigniorage in a Digital Era https://buff.ly/4hhuWYB #QuantLinkADay
October 29, 2024 at 1:00 PM
Monetary Base and Seigniorage in a Digital Era https://buff.ly/4hhuWYB #QuantLinkADay
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions arxiv.org/abs/2504.05743 #QuantLinkADay
April 10, 2025 at 10:58 AM
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions arxiv.org/abs/2504.05743 #QuantLinkADay
Demand-Driven Risk Premia in FX and Bond Markets https://buff.ly/4hp2R0n #QuantLinkADay
January 20, 2025 at 1:00 PM
Demand-Driven Risk Premia in FX and Bond Markets https://buff.ly/4hp2R0n #QuantLinkADay
Global foreign exchange volatility, ambiguity, and currency carry trades https://buff.ly/3VOGcCp #QuantLinkADay
December 20, 2024 at 1:00 PM
Global foreign exchange volatility, ambiguity, and currency carry trades https://buff.ly/3VOGcCp #QuantLinkADay
ChatGPT and Corporate Policies https://buff.ly/4gSDt3Y #QuantLinkADay
September 27, 2024 at 8:23 PM
ChatGPT and Corporate Policies https://buff.ly/4gSDt3Y #QuantLinkADay
Kernel Learning for Mean-Variance Trading Strategies arxiv.org/abs/2507.10701 #QuantLinkADay
July 20, 2025 at 7:13 PM
Kernel Learning for Mean-Variance Trading Strategies arxiv.org/abs/2507.10701 #QuantLinkADay
FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs arxiv.org/abs/2507.18417 #QuantLinkADay
July 26, 2025 at 12:01 PM
FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs arxiv.org/abs/2507.18417 #QuantLinkADay
An Unconventional FX Tail Risk Story https://buff.ly/3zsPkEX #QuantLinkADay
September 22, 2024 at 12:00 PM
An Unconventional FX Tail Risk Story https://buff.ly/3zsPkEX #QuantLinkADay
The Effects of Inflation Uncertainty on Firms and the Macroeconomy https://buff.ly/3NV7W3T #QuantLinkADay
November 7, 2024 at 1:00 PM
The Effects of Inflation Uncertainty on Firms and the Macroeconomy https://buff.ly/3NV7W3T #QuantLinkADay
Should Central Banks Care About Text Mining? A Literature Review https://buff.ly/4eUVXzb #QuantLinkADay
October 25, 2024 at 12:00 PM
Should Central Banks Care About Text Mining? A Literature Review https://buff.ly/4eUVXzb #QuantLinkADay
Label Unbalance in High-frequency Trading arxiv.org/abs/2503.09988 #QuantLinkADay
March 15, 2025 at 11:20 PM
Label Unbalance in High-frequency Trading arxiv.org/abs/2503.09988 #QuantLinkADay
Post-Pandemic Price Flexibility in the U.S.: Evidence and Implications for Price Setting Models papers.ssrn.com/sol3/papers.... #QuantLinkADay
April 28, 2025 at 12:00 PM
Post-Pandemic Price Flexibility in the U.S.: Evidence and Implications for Price Setting Models papers.ssrn.com/sol3/papers.... #QuantLinkADay
DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization arxiv.org/abs/2509.12753 #QuantLinkADay
September 17, 2025 at 3:15 PM
DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization arxiv.org/abs/2509.12753 #QuantLinkADay
A Choice-Based Approach to the Measurement of Inflation Expectations papers.ssrn.com/sol3/papers.... #QuantLinkADay
October 10, 2025 at 3:09 PM
A Choice-Based Approach to the Measurement of Inflation Expectations papers.ssrn.com/sol3/papers.... #QuantLinkADay
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study arxiv.org/abs/2510.19306 #QuantLinkADay
October 24, 2025 at 12:02 PM
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study arxiv.org/abs/2510.19306 #QuantLinkADay
Understanding the Commodity Futures Term Structure Through Signatures buff.ly/YAUf5MM #QuantLinkADay
March 4, 2025 at 1:00 PM
Understanding the Commodity Futures Term Structure Through Signatures buff.ly/YAUf5MM #QuantLinkADay
Geometric Deep Learning for Realized Covariance Matrix Forecasting https://buff.ly/41AEGaK #QuantLinkADay
Geometric Deep Learning for Realized Covariance Matrix Forecasting
Traditional methods employed in matrix volatility forecasting often overlook the inherent Riemannian manifold structure of symmetric positive definite matrices, treating them as elements of Euclidean…
buff.ly
December 13, 2024 at 10:49 PM
Geometric Deep Learning for Realized Covariance Matrix Forecasting https://buff.ly/41AEGaK #QuantLinkADay
Tariffs across the supply chain www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay
August 3, 2025 at 6:17 PM
Tariffs across the supply chain www.ecb.europa.eu/pub/pdf/scpw... #QuantLinkADay
Relative Price Shocks and Inequality: Evidence from Italy papers.ssrn.com/sol3/papers.... #QuantLinkADay
May 11, 2025 at 12:01 PM
Relative Price Shocks and Inequality: Evidence from Italy papers.ssrn.com/sol3/papers.... #QuantLinkADay
For any new followers! I usually post a #QuantLinkADay.. taken a break for a few days but I will posting them again soon! If you come across any new particularly interesting papers that you’d like me post let me know too (it’s inevitable I miss papers…)
November 16, 2024 at 6:29 PM
For any new followers! I usually post a #QuantLinkADay.. taken a break for a few days but I will posting them again soon! If you come across any new particularly interesting papers that you’d like me post let me know too (it’s inevitable I miss papers…)
From Deep Learning to LLMs: A survey of AI in Quantitative Investment arxiv.org/abs/2503.21422 #QuantLinkADay
March 28, 2025 at 1:02 PM
From Deep Learning to LLMs: A survey of AI in Quantitative Investment arxiv.org/abs/2503.21422 #QuantLinkADay
Who Carries? papers.ssrn.com/sol3/papers.... #QuantLinkADay
March 23, 2025 at 1:00 PM
Who Carries? papers.ssrn.com/sol3/papers.... #QuantLinkADay