On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2 results for “SH510300”

Exploring Classic Quantitative Strategiesq-fin.GN

Explains classic quantitative strategies and their workings.

problem Debunking the magic behind black-box quantitative strategies.

method Derives from simple intuitions and mathematics, addressing both formal and informal aspects.

result Provides a deeper understanding of quantitative strategies.

quantitative strategies black-box strategies S&P500 SH510300 market understanding

2022-02-23abs ↗pdf ↗

A note on VIX for postprocessing quantitative strategiesq-fin.ST

The VIX is used to enhance quantitative trading strategies.

problem Improving Sharpe ratio and reducing trading risks in quantitative strategies.

method Postprocessing quantitative strategies with VIX signals.

result Increased Sharpe ratio and reduced trading risks.

VIX Quantitative Strategies Sharpe Ratio Trading Risks

2022-07-08abs ↗pdf ↗