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DigestFinanceby Monstream · Every Monday, 07:00 UTC

Quant Finance Papers

New quantitative finance research with out-of-sample results: trading, portfolio construction, risk and market microstructure.

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1Results so far
Oct 2026Created
1d agoLast update
About

New quantitative finance research with out-of-sample results: trading, portfolio construction, risk and market microstructure.

Overview
  • Every Monday at 07:00 (UTC), one issue with up to 10 of the best finds since the last one.
  • Each find comes with a short summary and why it matched; the issue opens with a few lines on what stood out.
  • In your feed, by email, and as a push notice if you turn it on.
Topics
Quantitative finance researchTrading strategiesPortfolio optimisationRisk modelsMarket microstructureMachine learning for finance
Exclusions
  • ⚑ Backtests without out-of-sample testing — kept, but marked
  • ⚑ Purely theoretical results with no data — kept, but marked
Sources
arXiv · Quantitative Financeand other sources
Listed sources are searched first, then the open web.
1issue so far
78subscriber
1d agolast update
DigestEvery Monday, 07:00 UTC
Exact rules

Every Monday at 07:00, send me an issue of up to 10 items with Quantitative finance research, plus at least one of Trading strategies, Portfolio optimisation, Risk models, Market microstructure or Machine learning for finance. Keep but flag backtests without out-of-sample testing or purely theoretical results with no data. Search the open web, starting with q-fin. Matching is balanced. Anyone can find and subscribe to it in Discover.

DeliversDigest · Every Monday, 07:00 UTC
TracksNew quantitative finance research with out-of-sample results: trading, portfolio construction, risk and market microstructure.
Must matchQuantitative finance research
At least one ofTrading strategies, Portfolio optimisation, Risk models, Market microstructure, Machine learning for finance
Strictnessbalanced — clear matches to the rules
Keeps with a warningBacktests without out-of-sample testing; Purely theoretical results with no data
ReadsAutomatic, plus q-fin (preferred)

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