Diurnalis Series

The mission we have: to support and disseminate original research works, with quality and high scientific impact, independently. Traditional processes can be bureaucratic and limited to certain participants. Here's your chance to spread the word about your research and kick-start the world of research in quantitative finance and related fields. And it is free, open access.
Submissions can be done in English, Portuguese, Spanish and Italian.

A missão que temos: apoiar e disseminar trabalhos de pesquisa originais, com qualidade e alto impacto científico, de forma independente. Processos tradicionais podem ser burocráticos e limitados a certos participantes. Aqui está sua chance de divulgar sua pesquisa e impulsionar o mundo da pesquisa em finanças quantitativas e áreas relacionadas. E é gratuito, de acesso aberto.
As submissões podem ser feitas em Português, Inglês, Espanhol ou Italiano.

Journal Focus / Foco Temático

The Diurnalis Series aims to support and disseminate original, high-quality research, with a focus on quantitative finance, data science, machine learning, and econometrics. Our mission is to advance scientific knowledge and practical applications of these disciplines in the global financial market by providing an open and accessible platform for researchers, professionals, and academics to share their findings. The journal focuses on studies that bring technological, methodological, or analytical innovations that positively impact the development of financial markets, including but not limited to trading algorithms, risk modeling, and market data analysis.

A Diurnalis Series tem como objetivo apoiar e disseminar pesquisas originais e de alta qualidade, com ênfase em finanças quantitativas, ciência de dados, aprendizado de máquina e econometria. Nossa missão é promover o avanço científico e a aplicação prática dessas disciplinas no mercado financeiro global, fornecendo uma plataforma aberta e acessível para pesquisadores, profissionais e acadêmicos compartilharem suas descobertas. O foco da revista está em estudos que tragam inovações tecnológicas, metodológicas ou analíticas que impactem positivamente o desenvolvimento dos mercados financeiros, incluindo, mas não se limitando a, algoritmos de negociação, modelagem de risco e análise de dados de mercado.

Download the template below and submit it for [email protected]

_om_diurnalis_series_-_template.docx
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Editio I - 13.11.2022

Supply and Demand Levels Forecasting Based on Returns Volatility
Leandro Guerra - Outspoken Market

Abstract - Supply and demand levels, which are also named resistance and support, are important drivers for investment and trading decisions in any kind of market. For retail trading in the stock market, identifying these zones is very popular. However, these techniques have an issue which is they are subject to personal interpretation of the current scenario pointed out by a chart or indicators that are calculated from past price data. This article proposes a method for identification and the forecasting of supply and demand zones that are not arbitrarily or subjectively defined on a chart, based on the volatility calculation for each stock/security, and can be generalized for different types of markets.

Supply and Demand Levels Forecasting Based on Returns Volatility
File Size:	631 kb
File Type:	pdf

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Timestamp Nov-13-2022 00:16:12 UTC
Timestamp was created with Bitcoin. Click here to verify your timestamp.
Hash: f63d5cec58bb5deaacb0a52a6a8ea702c432168d0fe0676421be95fe83b08114
Root Hash: 00cc674152752e4d47441b35075d2b7058be22a9c6814a36598d026f97649bd9
Transaction: https://www.blockchain.com/btc/tx/45ce149ae407c4de07d150505202e359ce548073234a773fbc212034a90ca01f
Blockchain-based Timestamping is the process of recording data on a blockchain to prove that it existed at a specific date and time. It is a way for businesses to provide proof of existence for their documents. It is also used by organizations for tracking legal contracts, patents, and other vital records. A timestamp record is a digital signature of the sender or receiver on a document, which can be verified against public key infrastructure (PKI).

Editio II - 08.09.2024

A Equação Matemática que Supera o Mercado de Apostas
Leandro Guerra - Outspoken Market

Abstract - Este artigo apresenta uma equação matemática otimizada para o método Lay 2x3, do mercado de resultado correto, utilizada para maximizar o potencial de lucro no mercado de trading esportivo. A equação considera a razão entre as odds do visitante e as odds do empate, aplicando pesos calibrados empiricamente para calcular um valor y. Quando y é inferior a 0.413, a aposta é considerada vantajosa, com uma probabilidade de sucesso igual ou superior a 99%, validada com uma base de dados com mais de 21 mil jogos dos principais campeonatos e ligas do mundo. A equação está diretamente relacionada à ocorrência ou não de indicadores do OM Quant Betting (OMQB), o serviço de trading esportivo do Outspoken Market, que ensina como aplicar essa fórmula de forma eficaz. Embora otimizada para o método Lay 2x3, a equação pode ser generalizada para outros tipos de apostas Lay, o que é parte do aprendizado oferecido pelo OMQB. Ao fornecer uma abordagem objetiva e replicável, essa ferramenta elimina a subjetividade das decisões de apostas e é altamente adaptável para diferentes perfis e estratégias no mercado esportivo.

a_equação_matemática_que_supera_o_mercado_de_apostas.pdf
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Timestamp Sep-08-2024 18:00:11 UTC
Timestamp was created with Ethereum. Click here to verify your timestamp.
Hash: 185ebef3657c84f378a6dd936da1a26ee101b28e969c0599a9239211c3e76321
Root Hash: ad05a89ef11290cac65f9abead50467ddb9107905507fa929bb3aaefd6daaa53
Transaction: https://etherscan.io/tx/0xd09383dc487c6646a1d7562f07d0c3e13516e9d426ba2858a2c35da0124e7cf8
Blockchain-based Timestamping is the process of recording data on a blockchain to prove that it existed at a specific date and time. It is a way for businesses to provide proof of existence for their documents. It is also used by organizations for tracking legal contracts, patents, and other vital records. A timestamp record is a digital signature of the sender or receiver on a document, which can be verified against public key infrastructure (PKI).

Editio III - coming soon

Editor-in-Chief/Editor-Chefe

Leandro Guerra is the founder and Editor-in-Chief of the Inquisito et Explicatio - Diurnalis Series. With extensive experience in quantitative finance, data science, and machine learning, Leandro has dedicated his career to bridging the gap between advanced research and real-world financial markets. As the visionary behind the Outspoken Market, he brings a unique combination of technical expertise and market insight, guiding the journal in promoting high-impact research in fields such as econometrics, trading algorithms, and risk modeling.

Editor: Leandro Guerra
Endereço: Via Augusto Riboty, 28 - 00195, Roma, Itália

Leandro Guerra é o fundador e Editor-Chefe da Inquisito et Explicatio - Diurnalis Series. Com ampla experiência em finanças quantitativas, ciência de dados e aprendizado de máquina, Leandro dedicou sua carreira a aproximar a pesquisa avançada dos mercados financeiros reais. Como o visionário por trás do Outspoken Market, ele combina expertise técnica e conhecimento de mercado, orientando a revista na promoção de pesquisas de alto impacto em áreas como econometria, algoritmos de negociação e modelagem de risco.

Editor: Leandro Guerra
Address: Via Augusto Riboty, 28 - 00195, Rome, Italy