Alejandro Rodríguez

Economista en formación.

[Alejandro Rodríguez @Alexroval_]

Hoy más que nunca. Un hombre normal.

[Dafne Ramos @DafneRamos]

Otro dia sin teléfono e internet, y esperando desde el jueves la respuesta de @infinitum @TELMEXSoluciona y nada. Pésima atención al cliente, e inhabilidad de dar una solución. @Profeco @AtencionProfeco hay algo que se pueda hacer???

[Quant Insider.io @QuantINsider_IQ]

Few Quant trading books, if you are getting Started with Quant Trading

A few themes covered across these classics:
-Algorithmic & High-Frequency Trading
-Quantitative Portfolio Management & Statistical Arbitrage
-Market Microstructure & Price Impact
-Kernel Methods, Adaptive Filtering & Machine Learning

-Statistical Models, Inference & Time-Series Analysis

1. Algorithmic & Systematic Trading

Designing trading systems, execution logic, and real-world algorithmic strategies

Algorithmic Trading and Quantitative Strategies – Raja Velu, Maxence Hardy, Daniel Nehren

Algorithmic and High-Frequency Trading – Álvaro Cartea, Sebastian Jaimungal, José Penalva

Systematic Trading – Robert Carver

2. Market Microstructure & Price Impact

Understanding how markets function at the order-book level and how trades move prices

Trades, Quotes and Prices: Financial Markets Under the Microscope – Jean-Philippe Bouchaud et al.

Handbook of Price Impact Modeling – Kevin T. Webster

3. Quantitative Portfolio Management & Statistical Arbitrage

Portfolio construction, stat-arb, pair trading, and alpha generation techniques

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage – Michael Isichenko

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization – Xin Guo et al.

4. Statistical & Mathematical Foundations

Building the theoretical backbone for modeling, estimation, and optimization

Statistical Models and Methods for Financial Markets – Tze Leung Lai, Haipeng Xing

The Elements of Statistical Learning: Data Mining, Inference, and Prediction – Trevor Hastie, Robert Tibshirani, Jerome Friedman

Numerical Methods for Least Squares Problems – Åke Björck

5. Machine Learning & Advanced Methods

Nonlinear modeling, adaptive systems, and applying ML to trading signals

Kernel Adaptive Filtering: A Comprehensive Introduction – Weifeng Liu, José C. Príncipe, Simon Haykin

6. Time Series Modeling & State-Space Methods

Forecasting, dynamic modeling, and filtering hidden states in financial time series

Time Series Analysis by State Space Methods – James Durbin, Siem Jan Koopman

Learn Quant trading from Practitioners
ATC - Algorithmic Trading Certificate: taught by Ex Citadel Director - @firoozye

https://t.co/uYVu1cAsva

[Mindset for Money @Mindset4Money_X]

Its an expensive market

So this list feels warranted at a time like this

Here are 10 quality companies trading at or near their LOWEST valuations EVER

1/ $CRM

5 Yr Rev CAGR: 15.3%
5 Yr EPS CAGR: 21.6%

[Value Sense @ValueSense_io]

10 MOST UNDERVALUED STOCKS OUR MODEL IS SCREAMING TO BUY NOW

1. $GOOGL | Alphabet
2. $TSM | Taiwan Semi
3. $BRK | Berkshire Hathaway
4. $JNJ | Johnson & Johnson
5. $SAP | SAP SE
6. $ASML | ASML
7. $UNH | UnitedHealth
8. $CSCO | Cisco
9. $NVO | Novo Nordisk
10. $CRM | Salesforce

[Fiscal.ai @fiscal_ai]

6 high-growth stocks that finally turned the corner to profitability:

1. Okta $OKTA

[TacticzHazel @TacticzH]

I think these 10 companies will outperform the market in the next 5 years.

And that's why I own all of them.

Let's break them down 👇🧵

1/ $ASML | ASML
ASML is my largest holding at 13.2% of my portfolio.

It's my highest conviction play. I think $ASML is still undervalued and will play a crucial role in the AI boom.

It is the backbone player in everything chip/semiconductor-related, and the world would look different without them.

They are going through a rough patch lately, but I think 2026 and 2027 will look a lot better. Their customers continue to ramp up production and eventually this will spill over to ASML.

Valuation: Undervalued

My cost basis: €605

[Fiscal.ai @fiscal_ai]

NuBank v. MercadoPago

NuBank: 102 million Monthly Active Customers, +17% YoY
MercadoPago: 68 million Monthly Active Users, +30% YoY

$NU $MELI

[Menthor Q @MenthorQpro]

Weekend Read.

[Quant Beckman @quantbeckman]

Every day I get asked about books on quant topics. For aspiring and curious readers, this could be a good place to start.

[Barchart @Barchart]

BREAKING 🚨: Small Caps

Small Cap Stocks on track for their largest annual outflow in history 📉📉

[Mike Zaccardi, CFA, CMT 🍖 @MikeZaccardi]

BofA: Cash for now, but maybe not for long

Macro roundtable: A summary

[ₕₐₘₚₜₒₙ @hamptonism]

Banking in Finance Books:

[Alejandro Lopez-Lira @alejandroll10]

🔥 New paper! We show GPT‑4o can perfectly recall tons of econ & market data inside its training window—so those glossy “LLM beats Wall St.” back‑tests may just be parroted history. @YuehuaTang

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?

[Brian Albrecht @BrianCAlbrecht]

I feel like we should be discussing this paper more.

https://t.co/nODx2oJzt5

[𝑽𝒂𝒍𝒆𝒓𝑰𝑨 @ValeriA_Tech]

Nadie ganó más dinero en los mercados que Jim Simons.

Ni Buffett. Ni Soros. Ni Dalio.

Su algoritmo fue tan bueno que tuvo que cerrarlo al mundo.

Esto es lo que los grandes fondos no quieren que sepas sobre el trader más rentable de la historia 🧵

[Tommaso Monacelli @monacelt]

📣New updated version of my paper "Tariffs and Monetary Policy". Now including an analysis of *optimal* monetary policy.

Key insight: optimal mp is significantly more expansionary than under a common CPI-targeting policy, which displays a "tightening bias".
#econtwitter

[Oguz Erkan @oguzerkan]

$AMZN is trading at a lower P/E ratio than Walmart, by a margin.

Meanwhile Amazon: Dominant e-commerce platform, leader in cloud computing, third largest digital ad provider, making its own AI chips...

Walmart: Proudly selling groceries.

Make it make sense...

[Ivan Werning @IvanWerning]

How Tariffs Affect Trade Deficits...

... a new paper with amazing trade economist Arnaud Costinot.

Many politicians and the general public expect tariffs to reduce imports lower imports and thus work to close a trade deficit.

Economists typically say "not so fast"...

🧵1/n

[Joe Weisenthal @TheStalwart]

MUST-READ:

@tracyalloway explains literally everything you need to know about the basis trade.

Read the full thing here: https://t.co/NxDfyRftuS

[Michael Thrower Chowdhury @BevansAdvocate]

Here are some reading recommendations for the current moment