Quant Letter: February 2026, Week-1

117th Edition

ARXIV (q-fin) — Top 10

1. T-KAN for HFT Limit Order Book Forecasting — 19.1% F1 improvement, 132% backtest return (2026-01-14)

2. Variational Quantum Circuit RL for Portfolio Optimization — Quantum-classical hybrid RL (2026-01-30)

3. Deep g-Pricing for CSI 300 Options — Vol trajectories + sentiment (2026-01-30)

4. MarketGANs for Financial Time-Series Augmentation — GAN synthetic data (2026-01-29)

   

5. Trade-R1: Verifiable Reasoning for Trading — Interpretable AI trading (2026-01-15)

6. Uni-FinLLM: Micro & Macro Financial LLM — Stock prediction + systemic risk (2026-01-07)

7. Reliable Financial Time Series Generation — Statistical fidelity guarantees (2026-01-22)

   

8. Learning Market Making with Closing Auctions — RL market making (2026-01-28)

   

9. Market Making and Transient Impact in FX — Microstructure model (2026-01-20)

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SSRN — Top 10

1. Endogenous Volatility from Financial Feedback — Vol amplification & asset pricing (2026-01-30)

2. Harness Machine Learning with Carry — ML-enhanced carry strategies (2026-01-29)

   

3. Intro to AI, GenAI, and Agentic AI in Finance — Comprehensive primer (2026-01-28)

4. ML Market-Timing Strategies: Adaptive Market Ecology — Regime-conditional performance (2026-01-26)

5. Multi-Agent RL and Market Microstructure — MARL for execution (2026-01-23)

6. Teaching Economics to the Machines — Pretrain-finetune for option pricing (2026-01-20)

7. LUMI: Learning Unified Market Interdependencies — GNN for stock prediction (2026-01-14)

8. Expected Investment & Returns: ML Approach — ML factor construction (2026-01-12)

9. Deep Learning for Portfolio Allocation — MV & risk-parity (2026-01-15)

10. Unified Framework for ML in Finance — Methodological unification (2026-01-13)

GitHub

Finance

Rolling Window Calculations Library: Alpha Library is a Rust library designed for quick financial calculations that can be used with Python. (2026-01-27, shares: 36)

LLM Crypto Trading Strategy: A new framework helps explore automated trading strategies for cryptocurrencies using advanced language models. (2025-12-27, shares: 54)

ChatGPT Microcap Portfolio Management: This project tests how ChatGPT can manage a real-money investment portfolio in microcap stocks. (2025-07-10, shares: 7301)

Protocol Buffers Data Format: Protocol Buffers is an efficient data interchange format developed by Google. (2014-08-26, shares: 70605)

Trending

OpenClaw: AI Assistant: An AI assistant designed to function seamlessly across various operating systems and platforms. (2025-11-24, shares: 115991)

MoltBot: AI Assistant: A user-friendly AI assistant compatible with all operating systems and platforms. (2025-11-24, shares: 67458)

FPrompts: ChatGPT Prompts: A platform dedicated to finding, sharing, and organizing ChatGPT prompts for personal use. (2022-12-05, shares: 144080)

Optimization Problems: A collection of different mathematical optimization challenges for problem-solving practice. (2026-01-23, shares: 177)

Awesome Web Agents: A detailed resource list for building and developing AI web agents effectively. (2025-03-06, shares: 1039)

Paper with Code

Trending

SelfEvolving Agent: Adaptive agents that learn from continuous feedback are more effective in evolving settings than conventional systems. (2026-01-28, shares: 145)

Enhancing Reasoning: MathForge boosts AI’s mathematical reasoning by combining customized optimization techniques with varied question types for better learning. (2026-01-29, shares: 82)

Rising

ASTRA: Automated Trajectories: ASTRA enhances decision-making in language models using synthetic data and reinforcement learning. (2026-02-02, shares: 80)

SelfDistillation: Boosting RL: SelfDistillation Policy Optimization (SDPO) increases reinforcement learning efficiency and accuracy using textual feedback. (2026-01-30, shares: 14)