While not infallible, the finance industry commonly derives its novel ideas from scholarly studies. After extensive work on upstream alpha generation, we've created ML-Quant to ensure that we remain abreast of all developments in the realm of quantitative finance.

“Markets look a lot less efficient from the banks of the Hudson [NYC] than the banks of the Charles [Cambridge]” — Fisher Black.

We prioritize academic research, often a precursor to industry trends by several years.

"In the short run, the market is a voting machine, but in the long run, it is a weighing machine." — Professor Benjamin Graham

  • In the 1940s, the doctrine of Value Investing found its champion in Professor Benjamin Graham.

  • Three decades ago, the Momentum strategy emerged from academia, consistently outperforming the market across 40 countries and 12 asset classes.

  • In 1992, Fama-French three-factor model provided a nuanced perspective, leading to the evolution of Smart Beta Portfolios.

At ML-Quant, we systematically review a vast array of research publications to extract salient insights tailored for the investment sector. Since 1996, there have been approximately 64 million scholarly papers published, with an annual addition of around 5 million articles.

Each week, we meticulously analyze hundreds of both corporate and academic research documents to identify and highlight the most pertinent and innovative developments in the realm of quantitative investment and machine learning.


What’s the price and what do I get for it?

Free tier: 1 article that rounds up the best research of the week in quantitative finance and machine learning.

Premium tier: $35/month or $350/year

  • Access to 48 x newsletters per year

  • Daily updates at ml-quant.com

  • Free requests to add research streams


Some boring but important stuff

Expensing the newsletter — You will most likely be able to expense this newsletter depending on your industry and role. Here is a request you can copy and paste. We are saving you hundreds of hours of grunt work and this should be a no-brainer from an ROI perspective.

Corporate/group discount — We offer a group/corporate subscription discount of 35% if more than 2 readers join at once.

Can I try before I buy — Yes, we offer a 7-day free trial. Ideally, we would have loved to give you a heads-up before the trial got over but there is currently no way to do that in Substack. If you forgot about the trial and don’t find value in our content, hit us up and we will give you a refund.


You’re in good company

“this project is brilliant.” — Matthew Lyberg, Director, Quantitative Development; $52Bn systematic fund

For more recommendations see our paid subscriber notes!


If you have any questions, feel free to get in touch d.snow@live.com (.nyu for academic requests)

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NYU Professor at the Financial Engineering Department.