Alpha in Academia
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Recent Academic Research
The inevitability of stock market bubbles, news sentiment analysis with AI, risk factors in crypto, and a new narrative factor for equities
May 2
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Alpha in Academia
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Yield Trends in Treasuries
Examining the mean-reverting and trending properties of butterfly trades in the Treasury market
May 1
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Alpha in Academia
9
April 2026
Treasury Auctions and Future Returns Part 2
The impact of the bid-to-cover ratio from Treasury auctions on the U.S. Dollar and U.S. equities
Apr 28
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Alpha in Academia
6
Recent Academic Research
Changing returns from raw to standardized, bitcoin ETF flow impacts, safe haven assets, and the inherent convexity in the S&P 500
Apr 25
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13
1
Treasury Auctions and Future Returns
The impact of the bid-to-cover ratio on the U.S. Treasury Market
Apr 20
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7
1
Recent Academic Research
Expert forecasts on AI impact, earnings strategy from prediction market information, importance of climate risk, and an improved bond model
Apr 18
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1
Recent Academic Research
Return seasonality, horizon specific drawdown indicators, earnings versus economic growth, and quantifying diplomatic sentiment flows
Apr 11
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Alpha in Academia
14
1
Modeling Prediction Markets As Exotic Options Part 2
[WITH CODE] Building a dashboard and fair value model for temperature derivatives
Apr 9
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11
2
Recent Academic Research
Company disclosures impact returns, portfolio weighting in trend following, prediction markets as an indicator for crypto volatility, and stock…
Apr 4
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2
1
Modeling Prediction Markets As Exotic Options Part 1
[WITH CODE] Showcasing the option Greek profiles for exotic options
Apr 1
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2
2
March 2026
Recent Academic Research
Trading retail attention, filtering cash flow noise, targeting financial conditions, and quantifying AI's impact.
Mar 30
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Alpha in Academia
14
2
Recent Academic Research
Momentum in digital assets, AI equity valuations, bias in prediction markets, and volatility risk premia
Mar 23
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Alpha in Academia
18
3
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