Quant Paper Digest

A secure workflow for discovering and explaining new quantitative-finance research.

Purpose

Quant Paper Digest turns recent arXiv q-fin papers into a small, curated research digest. Each selected paper receives a plain-English explanation and a separate mathematical treatment.

Implemented

  • Recent-paper discovery across modeling, pricing, trading, statistical finance, and risk categories.
  • Deterministic HTML and JSON output with MathJax.
  • Strict Markdown, HTML, URL, and TeX safety boundaries.
  • Python 3.9, 3.11, and 3.12 CI, dependency auditing, and network-free tests.

Paper selection and analysis remain explicit research steps; the renderer does not pretend to evaluate paper quality automatically.

Repository access is available on request while the research package is being prepared for public release.