Quantocracy

Curated links from the quantitative trading blogosphere.

[Quantocracy @Quantocracy]

FYI, X has begun charging for posting links via API, so we will no longer be able to post to X.

That means less traffic for the sites we cover. That sucks. Until X reverses course, we recommend following us via our 6 other socials.

[Quantocracy @Quantocracy]

We've added email summaries of the Quant Mashup, delivered every 1-3 days.

Get the most recent quant links in your inbox. Never more than one email per day. No spam and no sharing your email address.

https://t.co/X0GqvCW8WL

[Quantocracy @Quantocracy]

@dirk_freiburg It's not the money (but ty for the offer). Our cross-posting service @dlvrit is no longer supporting X. There's probably some alternative to move our social feeds, but I don't have the bandwidth to spend a day figuring it out.

[Quantocracy @Quantocracy]

FYI, X has begun charging for posting links via API, so we will no longer be able to post to X.

That means less traffic for the sites we cover. That sucks. Until X reverses course, we recommend following us via our 6 other socials.

[Quantocracy @Quantocracy]

@Dburgh apparently X now charging for posting links via API. i'll shut down posting here indefinitely until that changes.

[Quantocracy @Quantocracy]

@Dburgh thanks dave. will investigate

[Quantocracy @Quantocracy]

Recent Quant Links from Quantocracy as of 09/28/2026 https://t.co/jA4Zbdi7NG

[Quantocracy @Quantocracy]

Do Stocks Fall When Bond Yields Rise? 63 Years of Data [@Julienn_Dev] https://t.co/nR61Bvg515

[Quantocracy @Quantocracy]

Information Theory for Traders: Entropy, Mutual Information, Channel Limits [@AliAskar92] https://t.co/CHRluGdKXA

[Quantocracy @Quantocracy]

Kalman filter vs the 200-day moving average: a stochastic model against a geometric rule [@QuanterLab] https://t.co/hpBOdsoqTn

[Quantocracy @Quantocracy]

Lead-Lag Is Multidimensional: Trade Price and OBI Predict Others' Midpoints [@AliAskar92] https://t.co/MEdacnJhFR

[Quantocracy @Quantocracy]

Recent Quant Links from Quantocracy as of 09/26/2026 https://t.co/FvNkNqdupI

[Quantocracy @Quantocracy]

Can Weakening Morning Order Flow Predict SPY Reversals? [@Quantpedia] https://t.co/vuGKFEFosO

[Quantocracy @Quantocracy]

The NAAIM Exposure Index: Contrarian or Continuation Indicator? [@PortfolioOptim] https://t.co/ZnqUDztKdS

[Quantocracy @Quantocracy]

RSI(2) mean reversion on the S&P 500, 2006 to 2025: dips, trading costs and the VIX [@QuanterLab] https://t.co/aEhlUAHA3o

[Quantocracy @Quantocracy]

Stat-Arb Is a Clustering Problem: Multi-View Spectral > Any Signal [@AliAskar92] https://t.co/WrjsxwoyPz

[Quantocracy @Quantocracy]

Stop Using Pairwise Granger (causality upgrade) [@AliAskar92] https://t.co/ziqozXzwDB

[Quantocracy @Quantocracy]

Recent Quant Links from Quantocracy as of 09/24/2026 https://t.co/fXi9x19FE7

[Quantocracy @Quantocracy]

Tech companies that spend more on capex than their operating cash flow [@QuanterLab] https://t.co/0WjqGfHrbx

[Quantocracy @Quantocracy]

Which Conformal Method Works for Which Alpha Signal? [Delphic Alpha] https://t.co/YxqVxVK30s

[Quantocracy @Quantocracy]

Moving Average Distance: The Technical Indicator That Passed the Cross-Section [@AliAskar92] https://t.co/XQY67tlDfw