What's New

New and newly relevant research, picked by hand every week. Follow by RSS, or turn on the weekly email in your account.

Launch issue

2 November 2026

Papers with Alpha opens with 124 hand-picked papers and books, 12 reading paths and a starting India section. This week's new arrivals:

Profitability of Individual Traders in the Equity Derivatives Segment (FY25–FY26)

SEBI Department of Economic and Policy Analysis · 2026 · SEBI

SEBI's newest look at F&O traders (August 2026). Fewer individuals traded in FY26, and the share of loss-makers fell to 87.7%, but those still trading lost slightly more on average.

Trading Behaviour of Individual Traders in the Equity Derivatives Segment (FY25–FY26)

SEBI Department of Economic and Policy Analysis · 2026 · SEBI

The companion study: who buys and who sells options, how much capital they use, and how losses differ between option buyers and option sellers.

Deep Learning Statistical Arbitrage

Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti · 2026 · Management Science

Deep Learning Statistical Arbitrage is now published in Management Science (2026).