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Quant Paper Radar

A continuously updated feed of research papers that pass our automated relevance screening for systematic trading — plus every paper we have published a review of, whatever it scored. 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.

15,697 papers screened · 250 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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TagsDrawdown control1Equities32Risk management27Portfolio construction25Simulation20Volatility modelling19Deep learning15Backtest methodology15Theory only15Options13Optimization12Transaction costs9Sentiment and news8Derivative pricing8
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ETFs7Factor models7Time-series econometrics7Macro and regimes6Machine learning6LLMs and agents6Tail risk6Crypto4Momentum4Mean reversion4Reinforcement learning4Position sizing4Futures3Fixed income3Overfitting and multiple testing3Commodities2Statistical arbitrage2Replication2FX1Trend following1Event driven1Bayesian methods1Market efficiency1Survey1
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