QuantNet

I've been researching Order Flow Imbalance (Cont-Kukanov-Stoikov 2014 framework) across 12 U.S. instruments — equity index ETFs, sector ETFs, large-cap single names, TLT, and ES1! futures — using walk-forward Ridge regression across 84 monthly test folds (April 2024–April 2025).

Statistical result: Pooled mean IC +0.0044, t = 3.26 ...

Profile

- 25, South American. BA Economics, graduated 2023.
- Cumulative weighted average 14.00/20 over 204 credits. According to Scholaro this is around 3.3 GPA
- Final academic year: 16.14/20, ranked 76th of 839 in the Economics program, top 9%, certified by the university.
- I work as a Data Scientist in a Financial Risk department area, at the ...

Not all quants are equal

Which jobs in the attached chart do you think have been classified as frontline workers (at least in the UK) during the COVID-19 pandemic with all corresponding benefits, even if temporary?

Hint: easily more than 50% of quants belong to this group.

Hi everyone! I’m looking for people who would like to form a study group to prepare for the QBA at Baruch College for the 2027 cohort. Please let me know if you’d like to join!

I graduated from Delhi University in B.A Economics and Mathematics in 2023 with a CGPA of 7.45/10 ,
Where I scored A+ grades in ~ Calculus, Algebra, Computer Algebra Systems (Wolfram Mathematica), Analytic Geometry and Applied Algebra, Mathematical Typsetting System Latex.

Scor...