Bulletin board // refreshed 1mo ago
Quant industry reading and site updates
researchIf It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural EquivalenceEthereum transactions admit a canonical structural form. Each execution trace is built into an abstract syntax tree of token transfers grouped by call-frame nesting and reduced by a convergent term rewriting system of 15 rules to a unique canonical form. The system is terminatingarXiv q-fin · 1mo agoresearchCalibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin EquationThe Marketron model of and its option pricing extension in suffer from structural non-identifiability: an eighteen-parameter space traps solvers in suboptimal local minima and renders economic quantities unmeasurable. By removing exact scaling gauges and sign symmetries, freezingarXiv q-fin · 1mo agoresearchPriority Transparency, Admission Chances, and Information Acquisition in School ChoiceWe study, theoretically and experimentally, how transparency about students' priorities and admission chances shapes their incentives to acquire information about their own preferences in school choice and college admissions. In the model, uninformed students choose schools basedarXiv q-fin · 1mo agoresearchRethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging PerformanceDeep hedging is a data-driven approach to learn hedging strategies. It relies on synthetic price paths generator, as real market data is often limited for training. Existing approaches primarily evaluate such generators based on realism, i.e., how well they capture statistical prarXiv q-fin · 1mo agoresearchRecommendation Quality and the Concentration of Consumption: Experimental Evidence from NetflixWe study an experiment with 8.5 million users on Netflix's recommender system to measure how improvements in recommendation technology affect the set of products that get consumed. Improvements increase total consumption and users' reliance on recommendations while diffusing recoarXiv q-fin · 1mo agoresearchA Multiscale Ball Test for Conditional Mean IndependenceTests of conditional mean independence can lose power when departures are confined to a bounded part of a multivariate predictor space and the relevant spatial scale is unknown. We propose a Multiscale Ball Conditional Mean Independence (MBCMI) test that aggregates support-weightarXiv q-fin · 1mo agoresearchStructural Estimation of Marketing Mix Model Parameters from Geo-ExperimentsMarketing Mix Models (MMMs) are widely used for marketing measurement and budget allocation, but face fundamental identification challenges: due to endogenous marketing spend decisions, MMM estimation on observational time-series data cannot recover the true causal effects of mararXiv q-fin · 1mo agoresearchA Synthetic Benchmark Dataset with Endogenous Marketing Spend for Validating Marketing Mix ModelsMarketing Mix Models (MMMs) estimate the incremental sales effect of advertising from observational time series, yet they are rarely validated against ground truth, because ground truth is unobservable in real data. Synthetic data closes that gap in principle, but existing generaarXiv q-fin · 1mo agoresearchReaction-boundary variance and adjoint-consistent local-volatility projectionWe derive an operational-time variance kernel for a latent-order-book reaction boundary and use it to separate three objects usually collapsed in calendar-time volatility models: a structural boundary cumulant, a clock projection, and a pricing-measure choice. The reaction boundaarXiv q-fin · 1mo agoresearchMarginally Useful: An Information-Gap Identity in Conformal PredictionConformal prediction has been touted as a more formal, rigorous approach to adding uncertainty to a forecast. The sole objective of this note is to point out that rigor cuts both ways in the case of residual pooling, the technique used in the vast majority of conformal predictionarXiv q-fin · 1mo agoindustryDeveloper Hiring and the Market for LemonsHacker News · 1mo agoindustryAI is hitting entry-level jobs hardest, Stanford study findsHacker News · 1mo agoindustryShow HN: A daily cartoon contest between AI models, judged blindHacker News · 1mo agoindustryWhat 219 AI evals job postings that publish a salary payHacker News · 1mo agoindustryShow HN: I built a search engine for 800 niche job boardsHacker News · 1mo agoindustrySenior Full-Stack Platform Engineer - AI-Assisted EngineeringHacker News · 1mo agoindustryAn AI job boom? Here's what the tedious, temp work in data labelling is likeHacker News · 1mo agoindustryStock Market Bargains Are Hiding in This Overlooked PlaceHacker News · 1mo agoindustryShow HN: AI Resume Screening - Looking for feedback from recruitersHacker News · 1mo agoindustryShow HN: Amber - An open-source C99 Q/K array engine for quant financeHacker News · 2mo agoindustryShow HN: Hirenewtalent.ai - Hire offshore in minutes via APIHacker News · 2mo agoindustryShow HN: Recruiting/interview tool for recs, hiring managers and interviewersHacker News · 2mo agoindustryShow HN: Blanked - Compare tech hiring processes by role and companyHacker News · 2mo agoindustryA Reference Architecture for Cryptocurrency Quantitative Trading PlatformsHacker News · 2mo agoindustryA Rust-based time-series DB for quant workloads (4.5x faster than DuckDB/Polars)Hacker News · 2mo agoindustryShow HN: The0 - self-hosted runtime for trading bots, bring your own languageHacker News · 2mo agoindustryShow HN: Pullboard - a work queue for agents, built to run a quant deskHacker News · 2mo agoindustryGrug on Personal FinanceHacker News · 5mo agoindustryShow HN: ModelX - Prediction Exchange for LLMsHacker News · 5mo agoindustryShow HN: Quant Job Market VisualizerHacker News · 5mo agoindustryShow HN: An open-source AI Quant Agent trading live with my own $1000Hacker News · 7mo agoindustryShow HN: C++26 Reflection for Python Algo TradingHacker News · 7mo agoindustryShow HN: DomeAPI (YC F25) was acquired. pmxt is the open-source equivalentHacker News · 7mo agoindustryShow HN: Quantitative analysis of Alphabet (GOOGL) financialsHacker News · 7mo ago
Jobs and reading last refreshed 1mo ago (built-in snapshot). Openings come straight from each firm’s own careers board.