financial-econometrics

Inside the $1 trillion repo market: SOFR transition, 56-to-1 Treasury basis trades, Fed standing facilities, and the 2019 and 2020 liquidity crises. 📊 Deep Research 🎥 Watch Video: https://youtu.be/D28mk_bOO4c Topics: quantitative finance, investment analysis, financial education, financial research, market analysis

Oracle's $638B backlog, HPE networking deal, Gartner SCM leadership, and VA subpoena—get the full picture of Oracle's current challenges and opportunities. The post Oracle’s AI Expansion, Financial Strains, and Government Scrutiny: A Comprehensive Overview appeared first on SourceTrail .

Automated alpha discovery via deep RL and Monte Carlo Tree Search — plus the statistical deflation techniques that separate signal from overfitting. 📊 Deep Research 🎥 Watch Video: https://youtu.be/V7f-mneW2DY Topics: quantitative finance, investment analysis, financial education, financial research, market analysis

Insider Brief Robo.ai reported sharply higher first-half revenue and returned shareholders’ equity to positive territory after disposing of its legacy Iconiq business and completing two acquisitions that reshaped the company. The UAE-based, Nasdaq-listed company saw $55.1 million in net revenue for the six months ended June 30, up from $600,000 a year earlier, according to […]

The newest deep learning methods work best when the data contain rich, repeating structures.

Image created by ChatGPT When did the recession that began at the end of 2007 turn into the Global Financial Crisis?  Most economists believe a key turning occurred on Monday, September 15, 2008, when the Lehman Brothers investment bank declared bankruptcy. By the time Lehman failed, the U.S. economy was already in a recession caused … Continue reading "Did the British Government Cause the Global…

If you backtest anything involving insider trades, there's a quiet bug waiting for you: Form 4 data is timestamped twice . Every filing carries a transaction date (when the insider actually traded) and a filing date (when EDGAR disseminated the form). If your backtest joins on the transaction date, you're trading on information that did not exist yet. How big is that gap in practice? I measured i…

Inside Prime Brokerage credit risk: Regulation T vs Portfolio Margin, Worst Case Loss stress grids, House Excess limits, and forced liquidation mechanics. 📊 Deep Research 🎥 Watch Video: https://youtu.be/6zu_PtYmYrY Topics: quantitative finance, investment analysis, financial education, financial research, market analysis

Srajit Bali Mathur & Tarushi Jain, Bennett University ABSTRACT Insider trading is a process of trading securities by people who have certain material information not known or available to the public. It has heavy legal ramifications as well as ethical. Although insider trading is prohibited in India, still it has not gained the desired strength of enforcement. This paper involves an in-depth …

_International Journal for Multidisciplinary Research_ 7 (1):1-17. 2025This paper presents a comprehensive review of the latest development in Generative AI and Big Data with application in Finance. 2025 is the year of Agentic AI, marking a pivotal shift in generative AI (Gen AI) and its integration with big data. This paper explores the synergies between Gen AI and big data, particularly in fina…

What if you could type a stock ticker and get more than just its current price? I wanted to build something that could combine real financial data, fundamental valuation, and recent market information into one place. So I built StockAny AI — an AI-powered equity research and valuation terminal. 👉 GitHub: https://github.com/iPrq/Stock-Market-Analyser The idea is simple: Enter a ticker → fetch fina…

I am aware of the differences between an Exponentially Weighted Moving Average (EWMA) and a Simple Moving Average (SMA), with the weights of the latter being fixed and equal for each observation in the calculation compared to exponentially decaying weights for the former. Is there a rule of thumb to relate the lookback-period / formation-period of a SMA to the half-life of an EWMA? In other words…

I want to calculate the exponential moving average for many stocks in a large investable universe. To do this, I've seen the following formula: $EMA_n = p_n\frac{2}{T+1}+EMA_{n-1}\left(1-\frac{2}{T+1}\right)$ Because it references the previous day's exponential moving average, it seems to me like I would need to calculate the exponential moving average for every day going back to the security's i…

A rigorous but accessible derivation of geometric Brownian motion - the SDE, the closed-form solution via Ito's lemma, the log-normal distribution, exact simulation, and its role in Black-Scholes and Monte Carlo pricing.