Alpha in Academia
A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.
| Platform |  | Pricing | Freemium | Publishes | Twice weekly |
|---|---|---|---|---|---|
| Issues | 142 | Founded | 2 years ago | Last Issue | 7 days ago |
| Active | |||||
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alphainacademia.comLatest Issues
Recent Academic Research
Welcome back to another issue of Recent Academic Research!
Let’s get into it.
Alpha from Mandelbrotian Prices
The most accurate option pricing model turned out not to be the most profitable one.
The authors ran five pricing...
When correlations concentrate
Exploring the spectral collapse of the equity cross section across the 2008 and 2020 crashes.
Recent Academic Research
Welcome back to another issue of Recent Academic Research!
Let’s get into it.
The Stock Market Never Learns
Halperin borrows a tool from AI research to watch how the entire stock market’s correlation structure moves over time,...
The Correlation Nobody Can Forecast
[WITH CODE] The same spread option, the same volatilities, the same everything, but worth drastically different prices depending only on a number you cannot look up.
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| Subscribers | Engagement | 76 | Monthly Web Visits | ||
|---|---|---|---|---|---|
| Accepts Sponsors | Estimated Cost per Ad | ||||
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Authors
The writers behind this newsletter.
A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.
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