Quant Letter: November 2025, Week-2
112th Edition
We only have a couple of spots left for our live Agentic Finance course! https://www.agenticfinance.ai/enrollment (3 spots left for 2026, Thursdays)
Please read the syllabus before enrolling, its quite technical!
ArXiv
LLM News Indicator for Economic Outlook: We build an interpretable, privacy‑friendly sentiment indicator from Swiss news using ML and LLMs, and it improves short‑term GDP forecasts. (2025-11-06, shares: 1)
ClusterShapley: Fair LLM Summary Attribution: ClusterShapley groups documents to fairly and efficiently assign credit for LLM summaries, outperforming common unfair shortcuts. (2025-05-28, shares: 25)
RAGIT: Automated Earnings Analysis: RAGIT uses retrieval plus instruction tuning on financial documents to automate earnings-report analysis with near-commercial accuracy. (2024-12-11, shares: 15)
GitHub
Finance
PyPortOpt: Python portfolio guide — Shows how to use Python to build and optimize investment portfolios with Efficient Frontier, Black–Litterman, and Hierarchical Risk Parity methods. (2018-05-29, shares: 5271)
PGLake: pglake — Lets you use PostgreSQL to query and manage Iceberg tables stored on a data lake. (2025-11-04, shares: 1042)
Hyperliq SDK: Hyperliquid Python SDK — A Python library to connect to Hyperliquid’s API for placing trades and managing accounts programmatically. (2023-03-30, shares: 1224)
DeepN: Deepnote — A cloud notebook that replaces Jupyter with a cleaner UI, AI features, data integrations, and real-time collaboration. (2025-09-29, shares: 1191)
MegaDL: GPUoptimized diffusion LM framework — A toolkit for training diffusion-based language models at scale on GPUs, used by projects like Quokka and OpenMoE 2. (2025-10-26, shares: 223)
AgntFlow: Shows techniques to make multiple autonomous agents coordinate smoothly and work efficiently. (2025-09-27, shares: 1202)
MCP Rmt: No information provided — cannot make a summary. (2025-03-20, shares: 1113)
Agentic WF: Describes a system where agents discover tasks and automatically build the workflows to complete them. (2025-09-16, shares: 540)
FFmpeg Asm: Teaches assembly language and low-level optimization using practical FFmpeg examples. (2024-12-28, shares: 10016)
Vald: Introduces Valdi, a cross-platform UI framework that gives native-like performance while keeping development fast. (2025-11-06, shares: 4807)
Twitter
Quantitative
Top pick: AQR Trend Edge AQR beat standard trend-following this year by adapting its signals to market conditions, diversifying across many assets, and using smarter risk management, while simple, rigid trend-following methods didn’t adapt and lagged behind. (2025-11-11, shares: 1)
Attention in Pricing: Paper: Uses a transformer’s attention to build the stochastic discount factor, showing AI can improve asset pricing. (2025-11-11, shares: 1)
Is Volatility Prediction Worth It?: Blog Questions whether forecasting volatility is worth it, arguing benefits may be limited once costs and model risk are accounted for. (2025-11-11, shares: 0)