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Recent Academic Research
Multifractal option mispricings, dealer inventory constraints, climate attention bond premiums, and language model signals under frictions
23 hrs ago
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Alpha in Academia
10
When correlations concentrate
Exploring the spectral collapse of the equity cross section across the 2008 and 2020 crashes.
Aug 1
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Alpha in Academia
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July 2026
Research Companion Library
Jul 31
1
Recent Academic Research
A dive into how non-equilibrium market dynamics, foreign funding spillovers, and machine learning nuances are reshaping quantitative trading and options…
Jul 29
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Alpha in Academia
10
1
The Correlation Nobody Can Forecast
[WITH CODE] The same spread option, the same volatilities, the same everything, but worth drastically different prices depending only on a number you…
Jul 25
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Alpha in Academia
11
Black-Scholes Can't Count to Two
[WITH CODE] Black-Scholes cannot price the difference between two assets. Here is what actually can, tested against forty years of refining margins.
Jul 24
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Alpha in Academia
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Recent Academic Research
Bending currency-hedge triggers, corporate bond dealer signals, prior-anchored factor stability, and nonlinear oil tail forecasting
Jul 18
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Alpha in Academia
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1
Did Commodities Actually Hedge Sector Risk During COVID?
[WITH CODE] A DCC-GARCH check on gold, silver, wheat, and corn against four US equity sectors, 2014-2024.
Jul 17
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Alpha in Academia
12
Recent Academic Research
When markets stop behaving the way we assume: gold's hedge quietly failed, bond futures spreads hide real costs, stock prices are flashing a crisis…
Jul 14
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Alpha in Academia
10
1
Recent Academic Research
How machine learning finds a private company's public twin, why uncertain forecasts make long-term rates overreact, what the VIX quietly leaves out, and…
Jul 12
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Alpha in Academia
11
When Is the Crowd Wrong?
[WITH CODE] A 14-year test (2012–2026) of the "Managed Money" positioning signal across silver, gold, and copper.
Jul 10
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Alpha in Academia
7
Recent Academic Research
Adverse selection break-even traps, content-specific investor disagreement, bond ETF redemption fragility, and inherited regional risk appetite
Jul 5
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Alpha in Academia
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