AI Trading: Evaluating Large Language Models for Technical Market Analysis arxiv.org/abs/2607.15414 #QuantLinkADay

Whatever game this is.. it’s not football

The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures arxiv.org/abs/2607.09426 #QuantLinkADay

Macroeconomic Risks from Maritime Trade Disruptions arxiv.org/abs/2607.09951 #QuantLinkADay

Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach arxiv.org/abs/2607.12345 #QuantLinkADay

Japanese FX intervention in 2026 papers.ssrn.com/sol3/papers.... #QuantLinkADay

Measuring Sentiment News with Transformer-Based Language Models arxiv.org/abs/2607.13968 #QuantLinkADay

Revision Risk in Real-Time Macroeconomic Forecasting arxiv.org/abs/2607.05882 #QuantLinkADay

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism arxiv.org/abs/2607.08907 #QuantLinkADay

Non-Equilibrium Economics: A Physicist's Point of View arxiv.org/abs/2607.09620 #QuantLinkADay

AI Adoption in S&P 500 Firms arxiv.org/abs/2607.08920 #QuantLinkADay

Measuring Consumption with Credit Card Data: Benchmarking and Beyond arxiv.org/abs/2607.08759 #QuantLinkADay

Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks arxiv.org/abs/2607.05291 #QuantLinkADay

Using Inflation Shock Patterns to Help Forecast Inflation www.frbsf.org/research-and... #QuantLinkADay

Liquidity Fades as Treasuries Age libertystreeteconomics.newyorkfed.org/2026/06/liqu... #QuantLinkADay

A News-Based Approach to Measuring Shortages and Their Effects on the Global Economy www.federalreserve.gov/econres/note... #QuantLinkADay

What Quits and Layoffs Reveal About the Business Cycle www.minneapolisfed.org/institute/wo... #QuantLinkADay

The Disappearing Overnight Drift libertystreeteconomics.newyorkfed.org/2026/07/the-... #QuantLinkADay

Adaptive AI Delegation under Uncertainty: A Bayesian Governance Policy for Sequential Decision Authority arxiv.org/abs/2606.29406 #QuantLinkADay

Shapley in Context: Explaining Financial Language with Domain Expertise arxiv.org/abs/2607.00856 #QuantLinkADay

When large trades are not news: Liquidity tail risk and price discovery arxiv.org/abs/2607.01198 #QuantLinkADay

Lads, form a circle around me so it looks like a burger from above.

Currency Markets on Liberation Day: Exchange Rate Responses to the 2025 US Tariff Shock papers.ssrn.com/sol3/papers.... #QuantLinkADay

Scaling Laws for Task-Specific LLM Distillation arxiv.org/abs/2606.24747 #QuantLinkADay

I wrote about some of my takeaways from the recent ECONDAT meeting at Banque de France earlier this month, looking at the use of ML/GenAI in economics. Lots of cool presentations including simulating Fed meetings, interpreting ML forecasts and much more! See turnleafanalytics.com/econdat-2026...

Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning arxiv.org/abs/2606.26815 #QuantLinkADay

Can Monetary Tightening Defend the Korean Won? Evidence from Rate Differentials and Policy Surprises papers.ssrn.com/sol3/papers.... #QuantLinkADay

Pretrained Time-Series Foundation Models for Financial Return Forecasting arxiv.org/abs/2606.27100 #QuantLinkADay

GDP Nowcasting with Machine Learning and Unstructured Data papers.ssrn.com/sol3/papers.... #QuantLinkADay

Food for Thought: Inflation Perceptions and Household Heterogeneity papers.ssrn.com/sol3/papers.... #QuantLinkADay