Quant research, ranked weekly.

1. arXiv · No. 101

   Certified Alpha Capacity and Decay

   The research measures when a trading signal accumulates enough statistical evidence for deployment before its economic value decays, deriving exact feasibility thresholds.

   Fanfare 4Trading, Microstructure & Execution
   
2. SSRN · No. 102

   Bond Signals Predict Next-Month Equity Returns

   Fanfare 4Asset Pricing & Factors

   Signals extracted from corporate bond portfolios predict next-month equity returns of same issuers at 21 basis points higher after controlling for stock characteristics.

3. RePEc · No. 103

   AI and Corporate Bond Pricing

   Fanfare 4Asset Pricing & Factors
   
4. arXiv · No. 204

   AI Trading Methods: Backtests Versus Real Markets

   Fanfare 4ML & AI Methods
   
5. RePEc · No. 205

   Macroeconomic Effects of AI Technology Shocks

   Fanfare 4Econometrics & Forecasting
   

1. Rough volatility

   new
   This week7

   Typical0

   0.9% of this week's 774 new papers, up from almost none over the previous week.

   In this issue

   • Integrated Monitoring Framework for Systemic Stress

2. Reinforcement learning

   2.1×
   This week28

   Typical13.3

   3.6% of this week's 774 new papers, 2.1x its share over the previous week (1.7%).

   In this issue

   • AI Trading Methods: Backtests Versus Real Markets
   • AlphaPareto: Formulaic Alpha Discovery with RL
   • Learning to Forecast by Learning to Search

3. Factor models

   1.8×
   This week32

   Typical17.3

   4.1% of this week's 774 new papers, 1.8x its share over the previous week (2.2%).

   In this issue

   • Bond Signals Predict Next-Month Equity Returns
   • Corporate Bond Returns Cluster in Month Start
   • Public-Data Equity Research Pipeline

4. Geopolitical risk

   1.8×
   This week28

   Typical15.5

   3.6% of this week's 774 new papers, 1.8x its share over the previous week (2.0%).

   In this issue

   • Geopolitical Risk and Global Market Integration
   • Geopolitical Risk and Emerging Sovereign Spreads

5. Systemic risk

   1.5×
   This week44

   Typical29.2

   5.7% of this week's 774 new papers, 1.5x its share over the previous week (3.8%).

   In this issue

   • Transformer-Based CoVaR and Textual Risk
   • AI Extracts Financial Stability Trigger Risks
   • Dynamic Graph Neural Networks for Systemic Risk

The radar, explained →

1. 500

   FinGPT: Open-Source Financial Large Language Models

   Featured 14 Jun 2023, 5 days after release

2. 259

   FinMem: A Performance-Enhanced LLM Trading Agent With Layered Memory and Character Design

   Featured 29 Nov 2023, 6 days after release · IEEE Transactions on Big Data

3. 235

   HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction

   Featured 15 Aug 2024, 6 days after release · Proceedings of the 5th ACM International Conference on AI in Finance

4. 226

   TradingAgents: Multi-Agents LLM Financial Trading Framework

   Featured 1 Jan 2025, 4 days after release

5. 191

   TKAN: Temporal Kolmogorov-Arnold Networks

   Featured 15 May 2024, 3 days after release

6. 141

   Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models

   Featured 28 Jun 2023, 6 days after release

The full track record →

2 October 2026Week 1

No. 133 · October 2026, Week 1

This week centers on AI's expanding role in trading and markets, alongside persistent microstructure patterns and monetary policy transmission. Key papers: "AI Trading Methods: Backtests Versus Real Markets" measures the live-market gap for machine learning and LLM strategies; "Certified Alpha Capacity and Decay" deri…

1. Certified Alpha Capacity and Decay
2. Bond Signals Predict Next-Month Equity Returns
3. AI and Corporate Bond Pricing

90 papers · arXiv 30 · SSRN 30 · RePEc 30

25 September 2026Week 4

No. 132 · September 2026, Week 4

This week balances methodological rigor with practical market insights. Tail risk estimation and time-series validation trade-offs address foundational modeling challenges, while label engineering and LLM look-ahead bias expose common pitfalls in factor and AI development. Key reads: Semi-Discrete Optimal Transport, T…

1. Tail Risk via Semi-Discrete Optimal Transport
2. Artificial Intelligence and Financial Markets
3. Agentic AI Systems Beat Asset Pricing Benchmarks

90 papers · arXiv 30 · SSRN 30 · RePEc 30

20

20 May 2026Week 3

No. 131 · May 2026, Week 3

10 RePEc · 10 GitHub · 10 Podcasts · 7 Papers with code

1. Predicting VIX with ML
2. Optimizing KSE-30 with ML
3. Risk Parity in Fat-Tailed Markets

44 papers

16

16 April 2026Week 3

No. 130 · April 2026, Week 3

12 Papers with code · 10 RePEc · 10 GitHub · 10 Podcasts

1. VIX Prediction with ML
2. KSE0 Portfolio Optimization
3. Automated Trading in Emerging Markets

53 papers

3

3 April 2026Week 1

No. 129 · April 2026, Week 1

10 RePEc · 10 GitHub · 10 Podcasts · 5 Papers with code

1. VIX Prediction with ML
2. Volatile KSE-30 Stocks
3. Automated Trading in Emerging Markets

43 papers

4

4 March 2026Week 1

No. 128 · March 2026, Week 1

10 RePEc · 10 Podcasts · 9 GitHub · 6 Papers with code

1. VIX Prediction with ML
2. Volatile KSE-30 Stocks
3. Automated Emerging Markets Trading

45 papers

The whole archive →

1. llms.txt

   One file that tells an assistant what is here and where.

   https://www.ml-quant.com/llms.txtCopy

2. Every page as Markdown

   Add index.md to any URL, or press Copy for AI.

   https://www.ml-quant.com/topics/llms-text/index.md

3. JSON API

   Issues, papers, topics, the radar and the track record. No key.

   https://www.ml-quant.com/api/v1/index.json

4. Feeds

   RSS for the letter and for every topic.

   https://www.ml-quant.com/feed.xml

Everything for agents →