The Memorization Problem: Can We Trust LLMs’ Forecasts?Everyone is excited about the potential of large language models (LLMs) to assist with forecasting, research, and countless day-to-day…1d ago1d ago
How Fragile is Liquidity Across Asset Classes?The paper “Through Stormy Seas: How Fragile is Liquidity Across Asset Classes?” is a very interesting examination of how liquidity…4d ago4d ago
An Empirical Analysis of Conference-Driven Return Drift in Tech StocksCorporate conferences have long been recognized as pivotal events in financial markets, serving as catalysts that signal upcoming…Jun 30Jun 30
Can We Profit from Disagreements Between Machine Learning and Trend-Following Models?When using machine learning to forecast global equity returns, it’s tempting to focus on the raw prediction — whether some stock market is…Jun 26Jun 26
Absolute Valuation Models for the Stock Market: Are Indexes Fairly Priced?Valuation models for equity indexes are essential tools for investors seeking to assess long-term market conditions. Traditional models…Jun 12Jun 12
Quantpedia in May 2025– Added support for EUR-denominated ETFs – Winners of the Quantpedia Awards 2025 competition were announced - An exclusive Lightspeed offer…Jun 10Jun 10
Pre-Announcement Drift for BoE, BoJ, SNB: Do Markets Move Before the Word Is Out?We’ve previously examined how central bank policy decisions — particularly those by the Federal Reserve and the European Central Bank…Jun 5Jun 5
Can We Finally Use ChatGPT as a Quantitative Analyst?In two of our previous articles, we explored the idea of using artificial intelligence to backtest trading strategies. Since then, AI has…May 30May 30
Quantpedia Awards 2025 — Winners AnnouncementThis is the moment we all have been waiting for, and today, we would like to acknowledge the accomplishments of the researchers behind…May 27May 27
