When Crypto Stopped Diversifying: The ETF Regime Shift
Can crypto still help diversify an equity portfolio—or has that edge disappeared? By comparing periods before and after ETFs, paper shows how the market structure has shifted.
quantpedia.com/when-crypto-...
#quant #bitcoin #etf #crypto
NYU Quantum Institute operates as a bridge institution pairing quantum researchers with industry partners. The model collapses the traditional academic-commercial divide through co-location and equity-based spinout incentives. #Quant…
bymachine.news/nyu-quantum-institute-sc...
Analyzing the investment risks of wars in a causal and predictive way for multi-asset portfolios.
This Python case study simulates the P&L of multi-asset instruments and analyzes the effect of various scenarios for current and future potential wars.
#quant #quantsky #finance #investing #python
🔗 Murex & Quant Redefine Settlement
Murex and Quant form a strategic alliance to implement tokenized settlement, transforming financial infrastructure with blockchain technology.
#Murex #Quant #Tokenization #Finance #Blockchain
Carbon that has not yet been emitted should not be used to predict stock returns. While this sounds obvious, prior research papers has done exactly that.
quantpedia.com/the-illusion...
#carbon #premium #quant #stock #picking #trading #strategy #esg #investing
Watch the Conditional Maximum Loss (CML) presentation from CQF Institute’s Portfolio Management conference:
substack.com/profile/1707...
#quant #quantsky #finance #markets #python #investing #conditionalmaximumloss #cml #maximumloss #investment
Bottom fishing is a myth, but the "Scream Line" is real. At 15-20% drops, forced liquidations from leveraged positions create the floor.
Was last night’s bounce real, or just a trap? Stop chasing news; watch the GMS liquidity depth. Pure physics. No registration, link in bio.
#GMS #Macro #Quant
Celebrating 5000 subscribers for the Quantamental Investing publication:
substack.com/@antonvorobe...
#quant #quantsky #finance #markets #python #investing #investment #quantamental
The market isn't random. It's engineered. ♟️
Buzzer Intelligence unmasks the game:
⚡️ Real-time #whale movements
🧠 Institutional #quant data
🤖 Elite #AI agents for execution
The new global standard is live.
This article explains where you will be able to find my future and updated scientific work.
It is an improvement for the reader, creating the best possible environment for learning the material through reading, watching videos and exploring Python code.
#quant #quantsky #finance #investing #python
The goal of our article is to examine the relationship between small value and large growth stocks using more than 100 years of data and test whether the spread between small value and large growth portfolios shows trends that could help investors switc.
quantpedia.com/timing-value...
#quant
Check out the latest version of the Portfolio Construction and Risk Management book:
www.linkedin.com/feed/update/...
#quant #quantsky #finance #markets #python #investing #risk #investment
This study examines the effectiveness of several anomaly-based trading strategies applied to the real estate sector represented by the RlEst index from the Fama–French 48 industry portfolios.
quantpedia.com/anomaly-base...
#REITs #quant #trendfollowing #momentum #seasonality #trading #strategies
Video walkthrough of the Conditional Maximum Loss (CML) Portfolio Optimization article and Python code.
CML is a new path-dependent tail risk measure that works for fully general Monte Carlo market simulations.
The video below will help you learn about it more effectively.
#quant #quantsky #data
How to effectively find the best solution to investment problems.
substack.com/profile/1707...
#quant #quantsky #finance #markets #python #investing #data
🎉 We are excited to welcome Andrea De Angelis and @gessler.bsky.social as Methods School Directors for our Methods School #ecprms, overseeing all academic matters for the event
They bring internationally recognised experience in researching, teaching and training in #qual & #quant research methods
Quantpedia in February 2026
– Expanded the Trend/Reversal Analysis
– 8th episode of QuantBeats
– Invitation to Future Alpha conference
– Quantpedia Awards 2026 reminder
– 11 new Quantpedia strategies
– 5 new related papers
– 7 new backtests
– 5 new blog posts
quantpedia.com/quantpedia-i...
#quant
QuantBeats Episode 08 is Live!
Jiři Mrkva breaks down how he builds systematic crypto strategies, why automation beats emotional decision-making, and how robust quant systems can run in the background.
www.youtube.com/watch?v=QogV...
#quant #crypto #trading #strategies #algotrading
QuantBeats Episode 08 is Live!
Jiři Mrkva breaks down how he builds systematic crypto strategies, why automation beats emotional decision-making, and how robust quant systems can run in the background.
www.youtube.com/watch?v=QogV...
#quant #trading #strategies #crypto #algotrading
🚨 $MU WHALE ALERT 🚨
V4 Quant engine just flagged massive news sentiment shifts. 📈
Full levels & alpha are live in Discord. Join now to see the setup.
🔗 https://discord.gg/quantsignals
#MU #Quant #Alpha #Trading
Practical perspectives on stationarity in investment markets.
Investment data is probably not stationary in the strict mathematical sense, certainly not the price series.
Read why it's useful assumption anyway: substack.com/profile/1707...
#quant #quantsky #finance #markets #python #investing
🚀 BUZZER QUANT IS HERE!
📊 First look at our new AI-powered quant strategy
The strategy that never sleeps - analyzing markets 24/7
Soon on our platform
🔗 https://buzzer-intelligence.vercel.app
#Crypto #Trading #Quant #AI #Bitcoin
Stagflation is the new baseline. High inflation + slowing growth = heavy market gravity.
With TLI drying up and DXY stubborn, physics forces a revaluation. GMS isn't just a number; it’s the downward pressure we’re all feeling.
#Macro #GMS #Quant #Stagflation
Stagflation is the new baseline. High inflation + slowing growth = heavy market gravity.
With TLI drying up and DXY stubborn, physics forces a revaluation. GMS isn't just a number; it’s the downward pressure we’re all feeling. Watch the gravity.
www.omnimetric.net
#Macro #GMS #Quant #Stagflation
However, during market crises or extended bear markets, many strategies become synchronized. Portfolios built from pro cyclical strategies experience drawdowns. This creates a need for strategies that behave differently during stress periods.
quantpedia.com/finding-and-...
#quant #crisis #hedge
Markets are acting calm, but my GMS is picking up some heavy gravity under the surface. TLI is drying up, and MOVE is still sticky at 105. Switching to caution mode before the NFP dump tomorrow. Don't get swept away in the noise. Stay safe.
www.omnimetric.net
#MarketGravity #Quant #Macro #GMS
Is mean-variance really sufficient?
Read more about it here: substack.com/@antonvorobe...
#quant #quantsky #finance #markets #python #investing #investment #risk #data
#CRWD #Trading #Alpha #Quant"
(Note: Bluesky hashtags are part of the text).
Let's re-verify the count.
1. 🚨 (2)
2. space (1)
3. $CRWD (5)
4. space (1)
5. WHALE (5
🔗 https://discord.gg/quantsignals
By identifying whether the Fed is in a tightening, easing, or neutral phase, investors can improve their expectations about the near-term evolution of the yield curve.
quantpedia.com/2-year-notes...
#quant #trading #strategy #fed #monetary #policy
I look forward to presenting at CQF Institute’s Portfolio Management in Quant Finance conference next week.
I will present from 15:10 to 15:45 (GMT) according to the schedule below.
Read more and register here: cqfinstitute.org/events/confe...
#quant #finance #markets #investment #tailrisk #cml
