Hi there all,
Firstly, as it’s customary on this place, a brand new replace to the Quantpedia Professional service. In September, we labored on two enhancements in parallel. One of many priorities was to parametrize an extra 4 of our studies – One Day Shocks & 100yrs Historic Occasions, Volatility Focusing on, Correlation Evaluation, and Portfolio Rebalancing. In all studies, the purpose was, as regular, to extend the pliability and ease of use.
Our subsequent precedence was to improve the AI layer of the Screener (our chatbot/assistant). Over the previous few months, we dug deeper into the brand new designs of AI assistants. We’re finalizing the rework of the present model and are on monitor to get it reside firstly of November. We’re actually trying ahead to this enchancment and the brand new capabilities it’s going to provide…
Secondly, we wish to invite you to the webinar Unlocking the Energy of Calendar and Seasonal Methods, collectively organized by Quantpedia and Lightspeed Monetary Companies Group. We plan to debate how the seasonal and calendar time-based return patterns work, their benefits and dangers, strategies for figuring out and testing them, and the best way to mix seasonal methods throughout asset lessons for a diversified portfolio.
By the way in which, you may nonetheless open an account with at the least $10,000 in fairness utilizing promo code QUANT25 and you may be entitled to the unique 12 FREE MONTHS of Quantpedia Premium subscription service (which usually prices $599).
And thirdly, let’s additionally shortly recapitulate Quantpedia Premium improvement:
We had an even bigger backlog of educational papers (numerous them AI/ML associated), which now we have lastly chewed by way of. Out of that, 20 new Quantpedia Premium methods have been added to our database.
5 new associated analysis papers have been included in current Premium methods over the last month
7 new backtests had been written in QuantConnect code. Our database at present now incorporates over 850 methods with out-of-sample backtests/codes.
Moreover, 5 new analysis articles had been printed on the Quantpedia weblog within the earlier month:
Gold’s Rally and the Gold Mining Shares TrapAuthor: Dirk G. Baur, Lichoo Tay, and Allan TrenchTitle: Gold Shares Underperform Gold Bullion
Hedging Tail Threat with Strong VIXY ModelsAuthor: David BelobradTitle: Hedging Tail Threat with Strong VIXY Fashions
Cross-Sectional and Greenback Elements of Forex Threat PremiaAuthors: Vahid RostamkhaniTitle: Forex Threat Premia and (Many) Fundamentals Linked within the Lengthy-run
Leveraged ETFs in Low-Volatility EnvironmentsAuthor: Sona BeluskaTitle: Leveraged ETFs in Low-Volatility Environments
What Drives the Extra Bond Premium?Authors: Kevin Benson, et al.Title: Understanding the Extra Bond Premium
Yours …
Radovan VojtkoCEO & Head of Analysis
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