{"id":243457,"date":"2026-05-29T12:40:09","date_gmt":"2026-05-29T16:40:09","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=243457"},"modified":"2026-05-29T12:44:29","modified_gmt":"2026-05-29T16:44:29","slug":"ibkr-quant-blog-highlights-may-2026","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ibkr-quant-blog-highlights-may-2026\/","title":{"rendered":"IBKR Quant Blog Highlights \u2013 May 2026"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">Explore a curated collection of essential reads covering Algorithmic Trading, Machine Learning, and market analysis &#8211; designed to sharpen your edge across the many dimensions of quantitative finance.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Machine Learning, AI &amp; Emerging Technologies<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-conversation-with-professor-lars-kotthoff-symbolic-ai-financial-portfolios-and-the-growth-of-llms-part-two\/\">A Conversation with Professor Lars Kotthoff Symbolic AI, Financial Portfolios, and the Growth of LLMs \u2013 Part Two<\/a> &#8211; Burt Shulman, Contributing Writer at Interactive Brokers, recently spoke with Professor Lars Kotthoff, who argues that while LLMs and symbolic AI may improve coding, experimentation, and trading infrastructure, he remains skeptical that AI can reliably outperform humans in portfolio management. Kotthoff is also involved in developing MLR3 (Machine Learning R), a Machine Learning framework for the R programming language that has found significant adoption in finance.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/can-llm-based-trading-systems-increase-market-volatility\/\">Can LLM-Based Trading Systems Increase Market Volatility?<\/a> &#8211; Visual Sectors explores that LLM-based trading systems may increase market volatility not by improving predictions, but by synchronizing investor beliefs, trades, and exits in ways that amplify crowded flows, strain liquidity, and intensify feedback loops.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/for-the-love-of-the-game\/\">For The Love of The Game<\/a> &#8211; Kris Longmore, Robot Wealth, argues that prudent trading comes not from brute-force backtesting or AI-driven pattern hunting, but from understanding the real structural reasons an edge exists &#8211; and being genuinely curious enough about markets to do that hard work consistently.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Quantitative Techniques &amp; Algo Trading<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-data-infrastructure-behind-algorithmic-trading-understanding-financial-data-apis\/\">The Data Infrastructure Behind Algorithmic Trading: Understanding Financial Data APIs<\/a> &#8211; Financial Modeling Prep (FMP), a guest contributor on the QuantInsti blog, explores that reliable financial data APIs are the foundation of scalable, reproducible algorithmic trading research because they automate consistent data access, support feature engineering and hypothesis testing.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/markov-switching-models-in-r-a-critical-tool-for-analyzing-international-markets-across-economic-regimes\/\">Markov Switching Models in R: A Critical Tool for Analyzing International Markets Across Economic Regimes<\/a> &#8211; Roberto Delgado Castro explains that Markov Switching Models in R are powerful nonlinear econometric tools that identify hidden economic regimes and structural shifts, making them especially useful for analyzing and forecasting complex international market behavior.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/augmented-dynamic-adaptive-model-adam-for-daily-seasonal-data\/\">Augmented Dynamic Adaptive Model (ADAM) for Daily Seasonal&nbsp;Data<\/a> &#8211; Selcuk Disci, DataGeeek, demonstrates how to model the BIST 100 index for predictive intervals using several core R packages.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/backtesting-trade-python-how-to-perform\/\">Backtesting Trade Python: How to Perform<\/a> &#8211; IBridgePy explains that backtesting is the process of testing a trading strategy against historical market data to evaluate its potential effectiveness.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/global-modeling-with-xgboost-gold-vs-silver\/\">Global Modeling with XGBoost: Gold vs. Silver<\/a> &#8211; Selcuk Disci, DataGeeek, uses XGBoost and a few R packages for modeling gold and silver prices.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Financial Markets &amp; Risk Analysis<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/algo-advantage-051-samir-varma-prediction-fails-while-classifying-risk-states-succeeds\/\">Algo Advantage 051 \u2013 Samir Varma \u2013 Prediction Fails While Classifying Risk States Succeeds!<\/a> &#8211; Algo Advantage argues that in trading, the real edge comes not from clever insights or complex models but from relentless, honest testing that builds experience, judgment, and resilience.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/why-momentum-investing-has-been-struggling-and-what-volatility-has-to-do-with-it\/\">Why Momentum Investing Has Been Struggling-And What Volatility Has to Do With It<\/a> &#8211; Larry Swedroe, Alpha Architect blog, reviews a study by Haim Mozes, exploring how momentum investing has underperformed in recent years as volatility spikes have become more frequent and reverse more quickly &#8211; triggering sharp market whipsaws that disrupt momentum strategies.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/institutional-investor-attention\/\">Institutional Investor Attention<\/a> &#8211; Elisabetta Basilico, Ph.D., CFA, Alpha Architect, examines a paper by Alan Kwan, Yukun Liu, and Ben Matthies, which finds that institutional investors treat attention as a scarce resource. Funds that strategically shift their focus toward macro news when volatility rises &#8211; and toward their most important holdings at other times &#8211; tend to make better portfolio and trading decisions.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/demystifying-tracking-error-in-investments\/\">Demystifying Tracking Error in Investments<\/a> &#8211; PyQuant News explains that tracking error measures how closely a portfolio\u2019s returns align with its benchmark, allowing investors to evaluate performance, risk, and the level of active management.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/the-fortress-economy-a-quantitative-framework-for-trading-geopolitical-fragmentation\/\">The Fortress Economy: A Quantitative Framework for Trading Geopolitical Fragmentation<\/a> &#8211; C.J. Sinclair, Vetta Research, examines four aspects of the new quantitative framework, focusing on US domestic stocks and the decline in the dollar\u2019s reserve share.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/understanding-bond-convexity-and-interest-rate-sensitivity\/\">Understanding Bond Convexity and Interest Rate Sensitivity<\/a> &#8211; PyQuant News breaks down the concept of bond convexity and explains why it is an essential consideration for traders.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Explore a curated collection of essential reads covering Algorithmic Trading, Machine Learning, and market analysis \u2013 designed to sharpen your edge across the many dimensions of quantitative 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