This publication connects market questions with quantitative research. Choose a path based on what you want to understand. The collection includes public learning resources and subscriber research.
Macro and cross-asset markets
Begin with the 2026 Gold and stock-market outlook for scenarios on AI, the Fed and the final quarter. The December 2025 SPY projections provide historical context: read that outlook with its original date in view.
For a separate research tool, explore Aiovel’s Fed and economy prediction-market snapshots. Each snapshot carries its generation time; contract prices reflect trader-priced odds.
Systematic trading and microstructure
Start with the overnight versus intraday trading study. Continue with the intraday-signal study and ETF arbitrage research. Read strategy results alongside the instrument, sample dates, execution assumptions, costs and validation design.
AI and machine learning in finance
Explore AI in trading and the Hidden Markov model regime study. A descriptive state model and a trading forecast answer different questions.
Learning resources
Use my annotated quant-finance library to choose a reading path, then explore Quant Finance Resources: Data, Code and Learning Paths for the broader resource collection.
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