Recent Top Papers (60 days)

As of: 25 Jul 2019 - 23 Sep 2019
Rank Paper Downloads
1.

The Past and Future of Quantitative Research (Presentation Slides)

Cornell University - Operations Research & Industrial Engineering
573
2.

Modern Perspectives on Reinforcement Learning in Finance

New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
552
3.

Latency and Liquidity Risk

University of Oxford, University of Toronto - Department of Statistics and University of Oxford
144
4.

Machine Learning Optimization Algorithms & Portfolio Allocation

University of Paris-Saclay - Ecole Polytechnique and Amundi Asset Management
108
5.

Convex Optimization for Bundle Size Pricing Problem

National University of Singapore, National University of Singapore (NUS) and NUS Business School - Department of Decision Sciences
55
6.

A Dynamic Mean-Variance Analysis for Log Returns

National University of Singapore (NUS) - Department of Mathematics, Mathematical Institute, Boston University and Soochow university
38
7.

Learning Hidden Action Principal-Agent Models

University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
37
8.

Optimal Priority-Based Allocation Mechanisms

University of Southern California - Marshall School of Business
31
9.

Randomness Does Not Break the Curse of Dimensionality Unless the Dynamic Program Is Trivial

Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS)
28
10.

A New Algorithm to Find Prime Numbers

University of Bari, Sapienza University of Rome and University of Bari
24

All Time Top Papers

As of: 02 Jan 1997 - 23 Sep 2019
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
32,754
2.

Risk-Neutral Probabilities Explained

affiliation not provided to SSRN
14,321
3.

Mean-Reversion and Optimization

Quantigic Solutions LLC
13,855
4.

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
11,712
5.

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach

letYourMoneyGrow.com
11,410
6.

Building Diversified Portfolios that Outperform Out-of-Sample

Cornell University - Operations Research & Industrial Engineering
10,845
7.

The Probability of Backtest Overfitting

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
10,145
8.

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

University of North Carolina (UNC) at Charlotte - Finance, Washington University in St. Louis and Washington University in St. Louis - John M. Olin Business School
9,357
9.

Phynance

Quantigic Solutions LLC
9,142
10.

Advances in Financial Machine Learning (Chapter 1)

Cornell University - Operations Research & Industrial Engineering
8,963