2026 Q2 Quarterly Research Archive¶
This page is an automatically generated archive of bibliographic facts and original links. Automatic selection does not mean editorial endorsement; the page does not validate claims or provide investment advice.
- Coverage: 2026-04-01 to 2026-06-30
- Acquired records: 736
- Automatically selected records: 18
- Selection sources: 6
- Audited source-archive records: 4
- Archive sources: 4
Topic distribution¶
- volatility: 14
- research methods: 8
- financial ml: 6
- execution costs: 4
- microstructure: 2
- option returns: 1
Automatically selected records¶
- 2026-06-23 — How to Intraday Backtest Double Calendars | Driven By Data Ep. 137 · ORATS Video · execution costs, research methods
- 2026-06-18 — How Chicago Became the World’s Options, Vol, and Derivatives Capital (with Cboe’s Rob Hocking & Mandy Xu) · The Derivative by RCM Alternatives · volatility, microstructure
- 2026-06-18 — Reciprocal Return Risk Premium and Option Returns · Journal of Futures Markets · option returns, volatility
- 2026-06-09 — Signs of a Market Top from the Options Market | Driven By Data Ep. 135 · ORATS Video · volatility
- 2026-06-08 — Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data · Original source · arXiv Quantitative Finance History · volatility, research methods
- 2026-06-02 — The Breakthrough Intraday Backtester for All Symbols | Driven By Data Ep. 134 · ORATS Video · execution costs
- 2026-05-29 — Inspectable Neural Markov Models for Non-Stationary Time Series · arXiv Quantitative Finance History · volatility, financial ml
- 2026-05-27 — Using AI + ORATS CLI to Build an Options Research Agent | Driven By Data Ep. 133 · ORATS Video · volatility
- 2026-05-26 — Using AI and the ORATS CLI to Build an Options Research Agent | Driven By Data Ep. 133 · ORATS Video · volatility
- 2026-05-22 — Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting · arXiv Quantitative Finance History · volatility, research methods
- 2026-05-20 — Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints · Original source · arXiv Quantitative Finance History · volatility, financial ml
- 2026-05-13 — Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility · Original source · arXiv Quantitative Finance History · volatility, research methods
- 2026-05-09 — Robust financial calibration: a Bayesian approach for neural SDEs · arXiv Quantitative Finance History · volatility, financial ml
- 2026-05-07 — A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula · Original source · arXiv Quantitative Finance History · volatility, financial ml, research methods
- 2026-04-29 — Option market making with hedging-induced market impact · Original source · arXiv Quantitative Finance History · microstructure, execution costs
- 2026-04-21 — End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning · arXiv Quantitative Finance History · volatility, financial ml, execution costs, research methods
- 2026-04-13 — Realised Volatility Forecasting: Machine Learning via Financial Word Embedding · arXiv Quantitative Finance History · financial ml, research methods
- 2026-04-01 — Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts · arXiv Quantitative Finance History · volatility, research methods
Audited source archive¶
This section completely lists records acquired from sources explicitly configured for quarterly archiving. Inclusion confirms metadata and original-link coverage, not research quality or strategy validity.
- 2026-04-21 — Machine Forecast Disagreement · AQR-affiliated Crossref metadata
- 2026-04-10 — Effectiveness of Trading Pauses: Evidence from the Tokyo Stock Exchange · JPX official working-paper index
- 2026-04-07 — The subtle interplay between square-root impact, order imbalance & volatility: a unifying framework · CFM-affiliated Crossref metadata
- 2026-04 — T ail -GAN: Learning to Simulate Tail Risk Scenarios · Oxford-Man-affiliated Crossref metadata