Hey all,
As regular presently, now we have just a few new updates for you. So let’s get to them…
Firstly, a brand new replace to the Quantpedia Professional service that displays the altering wants of world traders – in response to the shifting geopolitical panorama and rising demand for options to USD-denominated investments, we’ve added assist for EUR-listed exchange-traded funds (ETFs). This implies customers can now entry a broader vary of historic information and construct mannequin portfolios or benchmarks utilizing EUR-based ETFs. This replace is particularly useful for EUR-based and worldwide traders who’re in search of extra localized publicity or foreign money alignment of their portfolio development. By increasing our ETF universe, we goal to make Quantpedia Professional extra versatile and related in right this moment’s evolving funding setting.
Secondly, we want to recapitulate the announcement of the winners of the Quantpedia Awards 2025 competitors. Ranging from the primary place, the highest 5 are the next:
1st Place – Harvey, Mazzoleni, Melone: The Unintended Penalties of Rebalancing
2nd Place – Baltussen, Da, Soebhag: Finish-of-Day Reversal
third Place – Beckmeyer, Filippou, Zhou, Zhou: Intraday Choice Reversals: Return Predictability and Market Effectivity
4th Place – Zarattini, Aziz, Barbon: Beat the Market, An Efficient Intraday Momentum Technique for S&P500 ETF (SPY)
fifth Place – Azevedo, Riedersberger, Velikov: The Aggregated Fairness Danger Premium
Congratulations to all our winners! And for all that ponder becoming a member of our competitors sooner or later, we will promise that Quantpedia Awards will return again within the yr 2026! So comply with our social media channels for updates…
Thirdly, we want to announce a brand new cooperation between Quantpedia and Lightspeed Buying and selling – a New York-based broker-dealer, supplier of low-latency securities buying and selling know-how and threat administration providers for skilled merchants and establishments, providing buying and selling in equities, futures, and choices on a number of venues. What have we ready for you?
If you happen to open an account with at the very least $10,000 in fairness utilizing promo code QUANT25, you can be entitled to the unique 12 FREE MONTHS of Quantpedia Premium subscription service (which usually prices $599). Take this chance to mix the ability of the Lightspeed Buying and selling execution and Quantpedia’s analysis!
Eventually, let’s additionally rapidly recapitulate Quantpedia Premium improvement:
Moreover, 5 new analysis articles have been revealed on the Quantpedia weblog within the earlier month:
Are Sector-Particular Machine Studying Fashions Higher Than Generalists?Authors: Hanauer, Matthias Xaver and Soebhag, Amar and Stam, Marc and Hoogteijling, Tobias,Title: Do Machine Studying Fashions Must Be Sector Specialists?
What Can We Anticipate from Lengthy-Run Asset Returns?Authors: David Chambers, Elroy Dimson, Antti Ilmanen, Paul RintamäkiTitle: Lengthy-Run Asset Returns
Is Machine Studying Higher in Prediction of Route or Worth?Authors: Albert Bo Zhao, Tingting Cheng, Yitong ShangTitle: Route is Extra Vital than Pace: A Comparability of Route and Worth Prediction of Inventory Extra Returns
Can We Lastly Use ChatGPT as a Quantitative Analyst?Authors: David Belobrad, Radovan VojtkoTitle: Can We Lastly Use ChatGPT as a Quantitative Analyst?
Pre-Announcement Drift for BoE, BoJ, SNB: Do Markets Transfer Earlier than the Phrase Is Out?Authors: Cyril DujavaTitle: Pre-Announcement Drift for BoE, BoJ, SNB: Do Markets Transfer Earlier than the Phrase Is Out?
Yours …
Radovan VojtkoCEO & Head of Analysis
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