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README.md
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[`arXiv:2509.04541`](https://arxiv.org/abs/2509.04541)
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— closest parallel work on financial loss functions for return prediction.
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---
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[`arXiv:2509.04541`](https://arxiv.org/abs/2509.04541)
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— closest parallel work on financial loss functions for return prediction.
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<p>
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<strong>Research article (English · Medium):</strong><br>
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<a href="article scheduled for release">DiffQuant: Closing the Proxy Gap — Direct Sharpe Optimisation for Algorithmic Trading</a>
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</p>
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<p>
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<strong>Статья (Русский · Habr):</strong><br>
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<a href="статья готовится к публикации">DiffQuant: прямая оптимизация коэффициента Шарпа вместо предсказания цен</a>
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</p>
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<p>
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🔗 <strong>DiffQuant pipeline:</strong>
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<a href="https://github.com/YuriyKolesnikov/diffquant">github.com/YuriyKolesnikov/diffquant</a>
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</p>
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