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Kwantx publishes research on future equity return and risk profiles, including state of the art machine learning architectures, frameworks for timing factor returns, and orthogonal alpha factors. We welcome collaborators from academia and industry for future research publications. 

FinBert To Detect Twitter Breaking News Events

We design a framework of a bidirectional Bert model to understand text, aimed to detect which Twitter stories are market moving on a one-minute time scale. The framework can be used for equities and may be scalable to other asset classes and time frequencies. 

Alpha Models: Twitter To Predict Earnings

Prediction of Stock Prices Using Breaking News on Twitter:
A unique algorithm that predicts the future value of a stock, based on the combination of Twitter Sentiment/Fundamentals/Analyst Revisions Impact On Earnings, Price Prediction Using Market Data.


Processing Financial Market Text

Natural language and machine learning are used to predict future returns and earnings with unstructured financial market data such as Twitter data.

Novelty Research: Technique for Breaking News

NLP techniques to understand news sentiment correlation in financial news networks and associated market movements


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