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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.
Quant relevance ≥0.80
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TagsValue1Equities83Risk management82Simulation64Volatility modelling60Portfolio construction54Backtest methodology50Theory only49Time-series econometrics45Options41Deep learning39Optimization37Crypto36Market microstructure36
+28 more
Derivative pricing32Machine learning27Tail risk27Fixed income23Transaction costs22Commodities21Sentiment and news21LLMs and agents21Factor models21Macro and regimes20Futures16ETFs13Overfitting and multiple testing13Event driven12Reinforcement learning11Position sizing10Execution10FX9Mean reversion9Momentum5Replication5Market efficiency5Survey4Statistical arbitrage3Bayesian methods3Drawdown control3Carry1Trend following1
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