{"id":240976,"date":"2026-04-01T14:05:13","date_gmt":"2026-04-01T18:05:13","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=240976"},"modified":"2026-04-01T14:06:53","modified_gmt":"2026-04-01T18:06:53","slug":"ibkr-quant-blog-highlights-march-2026","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ibkr-quant-blog-highlights-march-2026\/","title":{"rendered":"IBKR Quant Blog Highlights \u2013 March 2026"},"content":{"rendered":"\n<p>Interesting reads on quantitative trading resources, where cutting-edge research and data-driven approaches come together, are listed below.<\/p>\n\n\n\n<p><strong>Artificial Intelligence &amp; Machine Learning<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ai-will-create-millions-of-quants\/\">AI Will Create Millions of Quants<\/a> &#8211; Kris Longmore of Robot Wealth shares that while AI can generate endless strategies, the real edge is judgment: skepticism, discipline, and asking why the market would reward your trade.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/how-ai-can-help-find-the-needle-in-the-haystack\/\">How AI Can Help Find the Needle in the Haystack<\/a> &#8211; Larry Swedroe, Alpha Architect blog, reviews research on AI&#8217;s transformative impact on investment practices and investor capabilities.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/cross-attention-for-cross-asset-applications\/\">Cross-Attention for Cross-Asset Applications<\/a> &#8211; Dr. Ernest Chan, Uttej Mannava, and Johann Abraham introduce self-attention transformers and explain how to leverage the context they generate to gain deeper insights.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/more-of-the-disease-faster-what-happens-when-you-ask-an-llm-to-find-you-an-edge\/\">More of the Disease, Faster (What Happens When You Ask an LLM to Find You an Edge<\/a>) &#8211; Kris Longmore, Robot Wealth raises an important question: What are the implications of relying entirely on an LLM for trading research?<\/li>\n<\/ul>\n\n\n\n<p><strong>Risk Management &amp; Market Forecasting<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/mastering-trading-risk-and-performance-tactics\">Mastering Trading: Risk and Performance Tactics<\/a> &#8211; PyQuant News covers risk management strategies, ranging from diversification to data-driven analytics.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/econometric-models-for-financial-market-forecasting\">Econometric Models for Financial Market Forecasting<\/a> &#8211; PyQuant News explores how econometric models provide structured quantitative methods for financial market forecasting, risk management, and algorithmic trading.<\/li>\n<\/ul>\n\n\n\n<p><strong>Options Trading<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/practical-guide-to-gamma-greeks\/\">Practical Guide to Gamma Greeks<\/a> &#8211; Quant Insider outlines methods for calculating and applying Gamma and related second- and third-order Greeks in option trading and risk management.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/equity-market-neutral-trading-with-dealer-exposure-levels-and-options-flow-confirmation\/\">Equity Market-Neutral Trading with Dealer-Exposure Levels and Options-Flow Confirmation<\/a> &#8211; Visual Sectors presents findings from a study comparing an Equity Market Neutral (EMN) long\/short portfolio to the SPX.<\/li>\n<\/ul>\n\n\n\n<p><strong>Programming &amp; Tools<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/stock-trading-python-is-a-powerful-combination-of-trading-and-investment-analysis\/\">Stock Trading Python is a Powerful Combination of Trading and Investment Analysis<\/a> &#8211; Dr. Hui Liu, IBridgePy, explores Python&#8217;s powerful capabilities for modern trading, from data analysis to strategy implementation.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/r-studio-or-positron-time-to-switch\/\">R Studio or Positron? Time To Switch?<\/a> &#8211; Ozancan Ozdemir reviews and compares R Studio and Positron, highlighting their key features and differences.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/evaluating-market-data-apis-two-simple-tips\">Evaluating Market Data APIs: Two Simple Tips<\/a> &#8211; Databento provides guidance on using accurate terminology when evaluating Market Data APIs.<\/li>\n<\/ul>\n\n\n\n<p><strong>Valuation &amp; Market Analysis <\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/quant-development\/unlocking-hidden-value-how-corporate-language-reveals-the-future-of-intangible-investment\/\">Unlocking Hidden Value: How Corporate Language Reveals the Future of Intangible Investment<\/a> &#8211; Larry Swedroe, Alpha Architect blog, examines academic research on how AI-driven analysis of corporate language in regulatory filings reveals valuable insights about intangible investments.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/increases-cape-ratio-predictability-with-a-simple-adjustment\/\">Increases CAPE Ratio Predictability with a Simple Adjustment<\/a> &#8211; Elisabetta Basilico, Ph.D., CFA, Alpha Architect blog, reviews research on how a simple adjustment to the CAPE ratio calculation may enhance its reliability.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Interesting reads on quantitative trading resources, where cutting-edge research and data-driven approaches come together, are listed 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