Quant Letter: March 2026, Week-1
118th Edition
ARXIV (q-fin) — Top 10 Papers
1. TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure 524M-parameter generative Transformer learning from billions of trade events across 9K+ equities. Achieves 2-3x lower distributional error than Hawkes baselines, generalizes zero-shot to APAC markets. (2026-02-27) https://arxiv.org/abs/2602.23…
