{"id":224288,"date":"2025-05-23T11:53:45","date_gmt":"2025-05-23T15:53:45","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=224288"},"modified":"2025-05-23T11:53:36","modified_gmt":"2025-05-23T15:53:36","slug":"may-2025-highlights-from-the-ibkr-quant-blog","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/may-2025-highlights-from-the-ibkr-quant-blog\/","title":{"rendered":"May 2025 Highlights from the IBKR Quant Blog"},"content":{"rendered":"\n<p>Recent articles include interviews with quantitative analysts, as well as discussions on general topics and tutorials related to R, Python and Excel programming.<\/p>\n\n\n\n<p><strong>Quant and Econometrics Topics<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/philip-sun-on-generative-ai-and-the-risk-of-market-manipulation\/\">Philip Sun on Generative AI and the Risk of Market Manipulation<\/a> &#8211; Philip Sun, co-author of &#8220;Hands-On AI Trading with Python, QuantConnect, and AWS&#8221;, discusses his perspective that generative AI introduces both new opportunities and new risks in the market.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/kris-boudt-part-three-sentometrics-a-match-made-in-belgium\/\">Kris Boudt Part Three: Sentometrics, A Match Made in Belgium<\/a> &#8211; Kris Boudt, professor and quant, explains his transition from academia and research to co-founding Sentometrics, where he puts his theories into practice.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-aggregated-equity-risk-premium\/\">The Aggregated Equity Risk Premium<\/a> &#8211; In this Alpha Architect blog story, Elisabetta Basilico, Ph.D., CFA, analyzes a paper on the use of Machine Learning techniques to predict market returns by compiling the expected returns of individual stocks.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/bayesian-inference-methods-and-formula-explained\/\">Bayesian Inference Methods and Formula Explained<\/a> &#8211; Vivek Krishnamoorthy, QuantInsti, introduces us to common methods and formulas used in Bayesian inference.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/unlocking-the-power-of-automated-trading-with-ibkr-a-comprehensive-guide\/\">Unlocking the Power of Automated Trading with IBKR: A Comprehensive Guide<\/a> &#8211; Dr. Hui Liu, IBridgePy, discusses the essential aspects of algorithmic trading using the IBKR API.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/understanding-market-impact-in-active-trading-a-comprehensive-guide\/\">Understanding Market Impact in Active Trading: A Comprehensive Guide<\/a> &#8211; PyQuant News explores various factors that influence market impact.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/what-can-we-expect-from-long-run-asset-returns\/\">What Can We Expect from Long-Run Asset Returns?<\/a> &#8211; Quantpedia examines the academic paper &#8220;Long-Run Asset Returns&#8221; by David Chambers, Elroy Dimson, Antti Ilmanen, and Paul Rintam\u00e4ki.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/us-value-stocks-trading-at-historically-high-discounts\/\">US Value Stocks Trading at Historically High Discounts<\/a> &#8211; Larry Swedroe, guest contributor to Alpha Architect blog, highlights a trend where growth stocks are trading at historically high valuations, while value stocks are trading at their average valuation over the past 25 years.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/from-logistic-to-random-forests-mastering-non-linear-regression-models\/\">From Logistic to Random Forests: Mastering Non-linear Regression Models<\/a> &#8211; In this tutorial by QuantInsti, readers can explore the fundamentals of non-linear regression models.<\/li>\n<\/ul>\n\n\n\n<p><strong>R, Python and Excel Tutorials<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/yfscreen-yahoo-finance-screener-in-r-and-python\/\">yfscreen: Yahoo Finance Screener in R and Python<\/a> &#8211; Jason Foster showcases yfscreen, an open-source package that simplifies interaction with Yahoo Finance APIs. It handles session management, query construction, pagination, and JSON payload generation.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/functions-applied-to-vectors-in-quantitative-analysis-in-r-performing-payments-traceability\/\">Functions Applied to Vectors in Quantitative Analysis in R: Performing Payments Traceability<\/a> &#8211; Roberto Delgado Castro illustrates how utilizing functions in R is an effective method for conducting quantitative analysis and tracking payments across various financial databases.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/quick-fix-yahoo-finance-data-access-with-excel\/\">Quick Fix: Yahoo Finance Data Access with Excel<\/a> &#8211; Kris Longmore, Robot Wealth, showcases an Excel spreadsheet designed to retrieve historical price and volume data from Yahoo Finance.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/unlocking-real-time-financial-data-with-python\/\">Unlocking Real-Time Financial Data with Python<\/a> &#8211; PyQuant News demonstrates how to access financial data using the Yahoo Finance API.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Recent articles include interviews with quantitative analysts, as well as discussions on general topics and tutorials related to R, Python and Excel 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