Machine learning
Quants look to language models to predict market impact
Oxford-Man Institute says LLM-type engine that ‘reads’ order-book messages could help improve execution
How a machine learning model closed a hidden FX arbitrage gap
MUFG Securities quant uses variational inference to control the mid volatility of options
Clunky crypto markets serve quants well – can it continue?
Poor price discovery presents opportunities for systematic traders in super-trending markets
Deep XVAs and the promise of super-fast pricing
Intelligent robots can value complex derivatives such as exotic options in minutes rather than hours
Price limits in FX algos: fill your boots
Do limits affect performance? Double machine learning helps answer the question, says BestX quant
Machine learning will create new sales-bots – UBS’s Nuti
Technologists working to automate indications of interest from trading desks