@moneyscience

Quantitative Finance News, Research & Resources. See also: @risk_mgmt, @fin_tech, @hedgefundfocus, @businessschools & https://xitter.cf/t.co/ODd3uyCPea

 UK
nicheclever.co.uk
Joined July 2008
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I just launched this tool for Landlords in England! lettings-compliance.nichecle… If you're interested in Beta Testing and would like a free landlord report you can request an access code here: lettings-compliance.nichecle… #landlords #compliance #rentalrightsact

Lettings Compliance Checker for Landlords

Free landlord compliance check for England summary of issues, practical next steps, and optional paid evidence-focused outputs.

lettings-compliance.nicheclever.co.uk
130
“She just named the synthesis – demurrage plus oral memory equals a valve that can’t be ghosted.” share.google/ldkysj3v7CRLdYV…

AI models chatting in ‘surreal’ dialect mixing poetic language and tech bro jargon

Experts air concern over AI lingo redolent of James Joyce’s prose that is creating barriers to monitoring and oversight

theguardian.com
208
Researchers Solve One of the Most Notorious Open Problems in Math A breakthrough in the field of random walks. share.google/FFeoHwGb1vwCZTQ…

Scientists Solve One of the Most Notorious Open Problems in Math

It’s a breakthrough in the field of random walks.

popularmechanics.com
97
Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis bit.ly/3MtDOzK

Are Whitepaper Claims Reflected in Market Structure? A...

Do the functional narratives in cryptocurrency whitepapers correspond to their tokens' market behaviour? We compare ten-category topical-emphasis profiles for 43 screened documents with seven...

arxiv.org
74
ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets bit.ly/46JAmrr

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets

Cryptocurrency markets exceed USD 3 trillion in capitalisation, yet practitioners lack an interpretable, channel-decomposed composite for characterising crypto-native systemic stress. We introduce...

arxiv.org
65
The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets bit.ly/4qELOvw

Does Crypto Sentiment Extremity Widen Estimated Spreads? Evidence...

We examine whether extreme values of the Crypto Fear & Greed Index are associated with a daily high-low spread estimate for Bitcoin. The sample contains 2,896 BTC/USDT observations from February...

arxiv.org
67
Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks bit.ly/4kCwqOV

Do Cryptocurrency Markets Differentiate Infrastructure from...

Do cryptocurrency markets respond differently to infrastructure and regulatory shocks? We study returns and conditional variance on a shared sample of 50 events and six assets (January...

arxiv.org
40
Designing a Token Economy: Incentives, Governance, and Tokenomics bit.ly/4aIok3X

Designing a Token Economy: Incentives, Governance, and Tokenomics

In recent years, tokenomic systems, decentralized systems that use cryptographic tokens to represent value and rights, have evolved considerably. Growing complexity in incentive structures has...

arxiv.org
2
38
The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets bit.ly/4kA97pa

Does Crypto Sentiment Extremity Widen Estimated Spreads? Evidence...

We examine whether extreme values of the Crypto Fear & Greed Index are associated with a daily high-low spread estimate for Bitcoin. The sample contains 2,896 BTC/USDT observations from February...

arxiv.org
1
68
Sentiment Without Structure: Differential Market Responses to Infrastructure vs Regulatory Events in Cryptocurrency Markets bit.ly/46AiAGX

Do Cryptocurrency Markets Differentiate Infrastructure from...

Do cryptocurrency markets respond differently to infrastructure and regulatory shocks? We study returns and conditional variance on a shared sample of 50 events and six assets (January...

arxiv.org
36
On- and off-chain demand and supply drivers of Bitcoin price bit.ly/4ksfmuT

On- and off-chain demand and supply drivers of Bitcoin price

Around three quarters of Bitcoin transactions take place off-chain. Despite their significance, the vast majority of the empirical literature on cryptocurrencies focuses on on-chain transactions....

arxiv.org
34
Cryptocurrency as an Investable Asset Class: Coming of Age bit.ly/3ZV7BUT

Cryptocurrency as an Investable Asset Class: Coming of Age

We organize existing empirical regularities of cryptocurrencies into seven stylized facts and analyze cryptocurrencies through the lens of empirical asset pricing. We find important similarities...

arxiv.org
46
Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis bit.ly/4qouc7l
1
53
ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets bit.ly/4tjwbME
1
60
PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets bit.ly/3ZhGrY7

PredictionMarketBench: A SWE-bench-Style Framework for Backtesting...

Prediction markets offer a natural testbed for trading agents: contracts have binary payoffs, prices can be interpreted as probabilities, and realized performance depends critically on market...

arxiv.org
2
77
Explainable Patterns in Cryptocurrency Microstructure bit.ly/4tkr0MK

Explainable Patterns in Cryptocurrency Microstructure

We document stable cross-asset patterns in cryptocurrency limit-order-book microstructure: the same engineered order book and trade features exhibit remarkably similar predictive importance and...

arxiv.org
2
56
Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis bit.ly/4keJGch
2
55
Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis bit.ly/4kpTLUd
56
The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion bit.ly/4pXaajX
72
Leveraged positions on decentralized lending platforms bit.ly/3LUc6M8

Leveraged positions on decentralized lending platforms

We develop a mathematical framework to optimize leveraged staking ("loopy") strategies in Decentralized Finance (DeFi), in which a staked asset is supplied as collateral, the underlying is...

arxiv.org
56
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