pythonpapercarryfactorsafter-work
Introducing Carry for after-work quants
Koijen, Moskowitz, Pedersen & Vrugt define a portable, model-free carry measure across FX, bonds, commodities and equities. Plain-language intro. Not investment advice.
Academy notes
Articles and updates from SoloQuant Academy.
Koijen, Moskowitz, Pedersen & Vrugt define a portable, model-free carry measure across FX, bonds, commodities and equities. Plain-language intro. Not investment advice.
Giglio & Xiu show how to recover risk premia even when some true factors are missing from the model. Plain-language intro for after-work Python learners. Not investment advice.
Guéant & Royer (2013) study VWAP-style execution and indifference pricing of guaranteed VWAP under permanent impact. Plain-language intro. Not investment advice.
Cont, Kukanov & Stoikov (2010) show short-horizon mid moves track order-flow imbalance roughly linearly, with slope inverse to depth. Plain-language intro. Not investment advice.
Install pydantic-ai, run a typed Agent with output_type, add one tool—after-work Python agents with validation.
Follow adk.dev Python quickstart, run a simple ADK agent in under 20 minutes—after-work Agent Development Kit basics.
pip install openai-agents, run the hello-world Agent + Runner, then add one function tool—after-work Python agent loop.
Install CrewAI, run a one-agent crew or first Flow, keep roles tiny—after-work multi-agent Python without CEF fluff.
Install LangGraph, build a tiny tool-calling graph or functional agent, run one arithmetic task—after-work Python agent basics.
Open Bolt.new, prompt a tiny browser app, run it in WebContainers, read the files—keep after-work scope educational.
Open v0, prompt a tiny educational UI, read the React/Next code, preview in the sandbox—keep after-work scope tight.
Cheridito & Weiss (2025) use actor-critic RL to mix market and multi-level limit orders in impactful LOB simulations. Plain-language intro. Not investment advice.