maxDrawdown(X, [ratio=true]) — Maximum drawdown in one line! 📉 Returns peak-to-trough rate (default) or absolute drop (ratio=false). Alias: mdd. Group-by compatible for per-strategy MDD across a full backtest. #DolphinDB #QuantFinance #QuantResearch #Statistics

Statistical models should adapt to structural market changes. #QuantResearch @IIBA @IIBAToronto #MDMarketInsights #BusinessAnalysis #CapitalMarkets #FinancialServices #TradeFloor #FinanceIndustry #InvestmentAnalysis #DataAnalytics #RiskManagement #TradingStrategies #MarketResearch #FinancialData #InvestmentManagement #AssetManagement #Fintech #RegulatoryCompliance #PortfolioManagement #Derivatives #MarketAnalysis #FinancialTechnology #TradingTools #QuantitativeAnalysis #InvestmentStrategy #BusinessIntelligence #FinancialInnovation #EconomicAnalysis #TradingSystems #DataScience #HedgeFunds #PrivateEquity #RiskAnalysis

Statistical models should adapt to structural market changes. #QuantResearch @IIBA @IIBAToronto @credly #MDMarketInsights #BusinessAnalysis #CapitalMarkets #FinancialServices #TradeFloor #FinanceIndustry #InvestmentAnalysis #DataAnalytics #RiskManagement #TradingStrategies #MarketResearch #FinancialData #InvestmentManagement #AssetManagement #Fintech #RegulatoryCompliance #PortfolioManagement #Derivatives #MarketAnalysis #FinancialTechnology #TradingTools #QuantitativeAnalysis #InvestmentStrategy #BusinessIntelligence #FinancialInnovation #EconomicAnalysis #TradingSystems #DataScience #HedgeFunds #PrivateEquity #RiskAnalysis

🔥 Still forcing ChatGPT to chew through hundreds of pages of A-share financial reports? That's way too inefficient! Watch how I use AgentLadle—a killer financial report MCP tool custom-built for LLMs—to fully automate [Deep Financial Teardown Valuation Modeling] in just minutes! 👇 🤖 **1. Direct MCP Connection:** AI automatically fetches the report structure, precisely pinpointing the income statement and balance sheet. 📈 **2. Integrate Market Expectations:** Plugs in TradingView's projected revenue/EPS. 💰 **3. One-Click Valuation:** Imports the REOI model to instantly generate a target valuation! (Taking 300373 Yangjie Technology as an example) The ultimate productivity unlock where quantitative research meets AI! 🚀 (Disclaimer: This demonstration is for technical research purposes only and does not constitute investment advice.) #AI #AgentLadle #MCP #Fintech #LLM #QuantResearch #AIAgents

Quantillion Atlas — daily digest 🟢 Risk-on tilt holds as SpaceX IPO dominates tape; private credit cracks warrant attention Today's macro pulse: Markets edge higher with attention firmly on SpaceX's historic listing, while AI infrastructure positioning and early signs of private credit stress shape the undercurrent. • SpaceX IPO draws Wall Street's gaze — and skepticism. Equity indices edged up with the largest IPO in history front and center, yet multiple analyst notes flag governance concerns and valuation stretched well beyond conventional aerospace multiples. The bull case rests entirely on Starlink monetization and launch dominance; the bear case points to concentration risk around a single founder. source: seeking alpha • BlackRock private credit funds gate redemptions. Two BlackRock private credit vehicles capped withdrawals after redemption requests exceeded the 5% threshold — an early liquidity stress signal in a segment that has absorbed massive inflows over the past two years. Worth monitoring whether this triggers contagion fears across the broader private credit complex. source: seeking alpha • AI infrastructure: NVIDIA conviction vs. SMCI dilution. Bullish NVIDIA analysis argues the market is underpricing upcoming catalysts, while Super Micro Computer's $7B financing plan overshadows a $39B AI order book — dilution risk dampening what should be a positive demand signal. The divergence reflects a maturing AI capex cycle where balance sheet quality separates winners from pretenders. source: seeking alpha • Microsoft's AI playbook under scrutiny. Analysts frame Nadella's next strategic move as potentially defining for the broader AI trade. With Azure growth decelerating from peak rates and Copilot monetization still proving up, the market needs a fresh catalyst to justify current multiples across the AI stack. source: seeking alpha • Gold approaching tactical floor amid Iran tensions. Technical and macro analysis suggests gold may be near a local bottom regardless of how the Iran crisis resolves — a hedging signal for portfolios overweight risk assets in the current environment. source: seeking alpha Summary The session leans constructive on aggregate (mean sentiment 0.16 🟢), driven by AI positioning and IPO excitement, but the BlackRock redemption gates inject a note of caution on credit liquidity. Net bias: cautiously risk-on with defensive hedges warranted. Quantillion Atlas — Researched Return (Jan 01–Jun 11, 2026, YTD) Return: 0.89% Sharpe: 0.21 Volatility: 8.31% Max Drawdown: 5.89% See attached chart for performance details. This post is part of Quantillion Research output and does not constitute investment advice or promotional material. #Quantillion #Atlas #MarketSentiment #QuantResearch #MacroPulse #SpaceXIPO #AIInfrastructure #PrivateCredit

Alphalens integration: run factor analysis workflows in DolphinDB with performance, IC analysis, and turnover reports—without moving data to Python. #DolphinDB #FactorAnalysis #QuantResearch

🔎 What signals are investors potentially missing in SEC filings? “The dominant NLP application in investment management targets short-term trading, with daily news sentiment driving moves that play out over hours or days. That’s not much use to long-term factor investors, who need durable, slow-moving signals.” Our latest research argues that year-over-year language changes in 10-K and 10-Q filings may offer exactly that. Using a simple Jaccard similarity approach across 30 years of SEC filings, we found that companies with the largest filing rewrites underperformed steady-language firms by roughly 2.9% annually. 📌 Key Insight: The signal appears strongest among stocks already viewed as risky on conventional metrics, including cheap, unprofitable, high-volatility, and low-momentum companies. In practice, this makes NLP particularly effective as a value-trap filter. Importantly, the effect persisted even after controlling for value, size, and momentum exposures. Read the full article, “Reading Between the Lines: Natural Language Processing for Long-Horizon Factor Investing,” by Joseph Shim and Que Nguyen on Research Affiliates’ website: researchaffiliates.com/insig… #NLP #FactorInvesting #AIinFinance #SystematicInvesting #QuantResearch Disclosures: na2.hubs.ly/H05dcMn0

LLMs are terrible at predicting prices. They're brilliant at everything else. Unpopular opinion in the AI-trading hype cycle: Asking a language model 'will gold go up?' is using a telescope to hammer a nail. Wrong tool. Where LLMs genuinely shine in finance: summarizing 200 pages of central bank language into a stance, extracting signals from earnings calls, drafting and refactoring strategy code in minutes, stress-testing your thesis by arguing against you. Use AI to think better — not to outsource the thinking. #LLM #AI #quantresearch #fintech

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The XLF entry, stop, and risk-reward calculation, the exact sequential trigger for the dry-powder reserve, and the two scenarios where the full framework fails are in the article. #QuantResearch #RiskManagement

$BIM (BioMerieux) #HybridStrat #AlgoTrading #QuantResearch #Fibonacci at 1-sigma level and Golden Number. Rebound?

Quantillion Atlas — daily digest 🟡 Cautious relief: geopolitical premium unwinds, but rate anxiety persists Today's macro pulse: Iran's reported cessation of attacks on Israel triggered a broad risk-on rotation — oil pared gains, the dollar softened, and US equities opened higher — yet Fed tightening fears and an Asian tech rout remind that the reprieve may be shallow. • Middle East de-escalation lifts risk assets. Oil prices gave back earlier spikes after Iran signaled an end to its attacks on Israel, removing the acute geopolitical bid from crude. The dollar eased from a two-month high as safe-haven demand faded, while gold found a bid as oil-driven inflation fears receded. source: investing.com • Chip stocks rebound; Marvell added to S&P 500. US semiconductor shares recovered sharply after Friday's sell-off, with Marvell jumping on its S&P 500 inclusion and Cerebras climbing as multiple brokerages endorsed its AI chip strategy. Separately, Google reportedly ordered 3 million AI chips from Intel for 2028 production — a potential lifeline for Intel's foundry ambitions. source: investing.com • KOSPI craters 8% on Fed fears and tech contagion. South Korea's benchmark index suffered its worst session in years as hawkish Fed repricing combined with the global tech rout to trigger forced selling across Asian markets. The move underscores how sensitive leveraged Asian tech positioning remains to US rate expectations. source: investing.com • Gold and silver in technical breakdown. Gold's hourly RSI hit 29.9 — deep oversold territory — after falling near $4,367 amid a sharp downtrend driven by rising real yields and dollar strength. Silver confirmed a bearish engulfing pattern, dropping 15% over the past month. Sell-side downgrades on gold miners reinforce the bearish momentum. source: investing.com • Inflation signal with 87% historical hit rate flashes again. A historically reliable inflation indicator has re-triggered, complicating the narrative that the Fed can remain patient. Combined with strong US jobs data reinforcing tightening bets, the macro backdrop favors a "good news is bad news" regime for equities. source: seeking alpha • UK commits £1.1B to sovereign AI compute. Britain unveiled a national AI infrastructure plan aimed at reducing dependence on foreign cloud providers and positioning the UK as a European AI hub. The investment signals continued government-level conviction in AI capex despite broader market rotation away from the theme. source: investing.com Summary Markets are bifurcated: the Middle East ceasefire and chip rebound provide near-term relief, but the KOSPI crash, metals breakdown, and re-emerging inflation signals suggest the rally lacks conviction. The mixed 🟡 sentiment reflects a market caught between fading tail risks and tightening financial conditions. Quantillion Atlas — Researched Return (Jan 01–Jun 05, 2026, YTD) Return: 0.98% Sharpe: 0.23 Volatility: 8.27% Max Drawdown: 5.89% See attached chart for performance details. This post is part of Quantillion Research output and does not constitute investment advice or promotional material. #Quantillion #Atlas #MarketSentiment #QuantResearch #MacroPulse #Semiconductors

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𝗣𝗘𝗣𝗧𝗢𝗠𝗜𝗦𝗧 𝗤𝗨𝗔𝗡𝗧 𝗠𝗢𝗗𝗘𝗟 — 𝗩𝗢𝗟𝗔𝗧𝗜𝗟𝗜𝗧𝗬 𝗖𝗢𝗡𝗙𝗜𝗥𝗠𝗔𝗧𝗜𝗢𝗡 A follow-up to our earlier market stress note. In our previous post, we highlighted that the Peptomist internal quantitative framework was flagging a major market stress window around 𝗺𝗶𝗱-𝗠𝗮𝘆 𝟮𝟬𝟮𝟲. The signal was not designed to predict one perfect trading day. It was designed to identify a period where market risk was expected to rise materially. The system’s message was clear: 𝗥𝗲𝗱𝘂𝗰𝗲 𝗮𝗴𝗴𝗿𝗲𝘀𝘀𝗶𝘃𝗲 𝗹𝗼𝗻𝗴 𝗲𝘅𝗽𝗼𝘀𝘂𝗿𝗲. 𝗣𝗿𝗲𝘀𝗲𝗿𝘃𝗲 𝗰𝗮𝘀𝗵. 𝗦𝗵𝗶𝗳𝘁 𝗶𝗻𝘁𝗼 𝗮 𝗿𝗶𝘀𝗸-𝗼𝗳𝗳 𝗳𝗿𝗮𝗺𝗲𝘄𝗼𝗿𝗸. 𝗣𝗿𝗲𝗽𝗮𝗿𝗲 𝗳𝗼𝗿 𝗵𝗶𝗴𝗵𝗲𝗿 𝘃𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆. Now, the first major volatility confirmation has appeared. The VIX has closed 𝗮𝗯𝗼𝘃𝗲 𝟮𝟬 after closing 𝗯𝗲𝗹𝗼𝘄 𝟭𝟲 the previous day. That is an extremely rare one-session volatility regime shift. Historically, similar VIX transitions have appeared around important market stress periods: 𝗔𝗽𝗿𝗶𝗹 𝟮𝟬𝟬𝟬 Dot-com bubble stress accelerated. 𝗠𝗮𝗿𝗰𝗵 𝟮𝟬𝟮𝟬 COVID crash volatility expanded sharply before the eventual market bottom. 𝗔𝗽𝗿𝗶𝗹 𝟮𝟬𝟮𝟱 Tariff and macro-driven volatility shock. 𝗝𝘂𝗻𝗲 𝟮𝟬𝟮𝟲 Current volatility event now developing. Markets rarely move with perfect calendar precision. The mid-May stress window appears to be expressing itself with a lag of approximately 15–20 trading days. For us, this is not noise. A move from a calm volatility zone below 16 to a stress zone above 20 in one session suggests a material change in market behaviour. It reflects rising uncertainty, institutional hedging, and broader risk repricing. 𝗢𝘂𝗿 𝘀𝘁𝗮𝗻𝗰𝗲 𝗿𝗲𝗺𝗮𝗶𝗻𝘀 𝗰𝗮𝘂𝘁𝗶𝗼𝘂𝘀 𝗮𝗻𝗱 𝗯𝗲𝗮𝗿𝗶𝘀𝗵. At this stage, the priority is not return chasing. The priority is risk management. We continue to believe investors should remain focused on: • Capital preservation • Cash discipline • Hedging discipline • Selective short exposure • Avoiding aggressive long risk until volatility stabilizes The model flagged the window. The volatility market is now beginning to confirm the risk regime shift. We will continue to monitor whether this develops into a broader correction phase. This is independent quantitative research and not investment advice. @peptomist #Peptomist #QuantResearch #VIX #Volatility #RiskManagement #HedgeFund #MarketOutlook #SystematicInvesting #DataScience #SP500 #ActionOverWords

@Tickblaze is looking for a Lead Quant Coach & Educator to lead our Alpha Quant Syndicate (AQS) program: tickblaze.com/careers teaching traders, hosting live trading rooms, reviewing systems, coaching members, and helping traders progress from ideas to robust, live automated strategies. This role is ideal for someone who has personally built, tested, optimized, and traded systematic strategies and enjoys sharing that knowledge with others. You’ll spend your time discussing markets, reviewing systems, teaching quantitative trading concepts, and helping traders avoid the mistakes that most only discover through experience. Email: hr@tickblaze.com View full details and how to apply:tickblaze.com/careers #QuantTrading #AlgoTrading #SystematicTrading #TradingJobs #QuantResearch #TradingEducation #FinTechJobs #TradingSystems #AlgorithmicTrading #Tickblaze

For the third consecutive year, our research has been recognized by @quantpedia. This award is particularly meaningful because it comes from an organization that has spent years promoting rigorous quantitative research and helping bridge the gap between academic insights and practical investment applications. It is a recognition not only of this paper, but also of @ConcretumR 's ongoing commitment to conducting high-quality research and sharing it openly with the broader trading and investment community. A special thank you goes to my co-authors, Professor @anmele and @BearBullTraders. By combining academic rigor, market experience, and practical trading knowledge, we were able to develop the research paper: The Volatility Edge: A Dual Approach for VIX ETNs Trading For anyone interested in volatility trading, VIX products, and systematic strategies, I highly recommend reading the paper. You can find the link in the first comment below. My sincere thanks also to the Quantpedia team and to the members of the Expert Committee (@quantpedia, @alphaarchitect, @HanauerMatthias, @QuantConnect, ...) for their support, time, and appreciation of our work. #QuantFinance #SystematicTrading #VolatilityTrading #VIX #AlgorithmicTrading #QuantResearch #PortfolioManagement #TradingStrategies #Finance #InvestmentResearch

Quantillion Atlas — daily digest 🟢 Risk-on tilt as Hormuz reopening bets reshape cross-asset flows Today's macro pulse: Prospect of a US-Iran framework deal dominated price action across crude, FX, and equities, triggering a broad repricing of geopolitical risk premium. • Brent drops below $100 on Iran deal optimism. Oil slid to a two-week low as Secretary Rubio flagged a "pretty solid framework" for reopening the Strait of Hormuz. Brent crude broke below the psychologically important $100/bbl level, with European natural gas prices following suit. Supply normalization expectations are pulling forward, though skeptics note structural bottlenecks may limit the magnitude of any sustained move lower. source: investing.com • Global equities rally on geopolitical de-escalation. European markets opened higher, India's Nifty 50 gained 1.32%, and TSX futures jumped as risk appetite broadened. The relief rally was most pronounced in energy-importing economies where the oil risk premium unwind translates directly into improved macro outlooks. source: investing.com • Dollar slumps as safe-haven demand fades. The greenback weakened across major pairs as improving geopolitical sentiment eroded defensive positioning. Asian currencies firmed broadly, with the Indian rupee additionally supported by the RBI Governor's explicit warning on further intervention. source: investing.com • Gold climbs despite risk-on backdrop. Gold prices rose, decoupling from the typical risk-on playbook. The move was largely dollar-driven — the weaker greenback mechanically supports USD-denominated commodities — rather than reflecting renewed safe-haven demand. source: investing.com • Bank of Israel resumes rate cuts. The BoI cut rates with inflation remaining stable despite the regional conflict backdrop, signaling confidence in anchored expectations. The decision provides a dovish data point for EM central bank watchers tracking the global easing cycle. source: investing.com • Hedge fund tech allocations hover near record. Goldman Sachs data shows hedge fund technology positioning remains near all-time highs, underscoring persistent conviction in the AI capex cycle despite elevated valuations. Crowding risk warrants monitoring. source: investing.com Summary Markets are pricing in a material reduction in Middle East risk premium, driving a correlated move: equities up, oil and gas down, dollar weaker, EM currencies firmer. The 🟢 risk-on lean is clear, though execution risk on any Iran deal remains high and the asymmetry favors caution on chasing the initial move. Quantillion Atlas — Researched Return (Jan 01–May 22, 2026, YTD) Return: 1.29% Sharpe: 0.31 Volatility: 8.42% Max Drawdown: 5.89% See attached chart for performance details. This post is part of Quantillion Research output and does not constitute investment advice or promotional material. #Quantillion #Atlas #MarketSentiment #QuantResearch #MacroPulse #IranDeal #CrudeOil #RiskOn