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.
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