I plan on sharing a summary of this on the Options Omega thread in Discord with full attribution to you. It's a group of mostly independent quantitatively oriented options traders. Really nice work, thanks..
Hi! To find interesting papers, I do a few things. First, I check Arxiv and SSRN every day. Whenever a paper catches my attention, I save it to my library. Then, I read every day, 30 minutes to 1 hour, selecting from my library. When I read, I actually follow the links & references the paper makes, which in turn leads to more interesting papers (that go to the library). Additionally, I follow other Twitter and Substack accounts (I recommend them all) that I believe do a great job of curating interesting research as well (e.g., @QuantSeeker, but there are a few more).
I share a daily paper on our private community (connect.quantitativo.com), focused on Alpha Research (which is what I like to read). I also share an open note on Substack Notes to all followers as well.
As I said the other day, the library grew so large, I can actually post 3-5x/day and I would still have plenty :)
I plan on sharing a summary of this on the Options Omega thread in Discord with full attribution to you. It's a group of mostly independent quantitatively oriented options traders. Really nice work, thanks..
Where do you find these papers? Is there a journal? Or an index or a source that you could recommend besides just scraping for the latest ones?
Hi! To find interesting papers, I do a few things. First, I check Arxiv and SSRN every day. Whenever a paper catches my attention, I save it to my library. Then, I read every day, 30 minutes to 1 hour, selecting from my library. When I read, I actually follow the links & references the paper makes, which in turn leads to more interesting papers (that go to the library). Additionally, I follow other Twitter and Substack accounts (I recommend them all) that I believe do a great job of curating interesting research as well (e.g., @QuantSeeker, but there are a few more).
I share a daily paper on our private community (connect.quantitativo.com), focused on Alpha Research (which is what I like to read). I also share an open note on Substack Notes to all followers as well.
As I said the other day, the library grew so large, I can actually post 3-5x/day and I would still have plenty :)
Hello, is there a link to the published code, or did you just share screenshots? Thanks either way.
Always love this piece