Hiya all,
Firstly, primarily based on the suggestions from our purchasers, we prolonged the Correlation Evaluation report accessible within the Quantpedia Professional subscriptions. The upgraded report now permits customers to evaluate the correlation construction of their mannequin portfolio straight in relation to a particular benchmark portfolio. You may look at how the common correlation between the 2 portfolios evolves over time, and you’ll consider point-in-time correlations throughout a number of horizons starting from short-term 10-day and 20-day home windows to medium-term 60- and 126-day durations, and additional out to 1-, 3-, and 5-year home windows, together with since-inception statistics. This broader temporal perspective helps portfolio managers distinguish between short-lived market dynamics and protracted long-term relationships within the portfolio–benchmark interplay..
Along with the time-series view, the report now features a complete correlation desk that shows how every constituent of the mannequin portfolio pertains to every constituent of the benchmark. This cross-asset matrix allows customers to uncover hidden exposures, establish concentrations, and higher perceive which benchmark parts are most strongly linked to their technique. Lastly, the brand new correlation-contribution desk decomposes the entire portfolio–benchmark correlation into contributions from particular person asset pairs. This decomposition clarifies which relationships are driving general co-movement and offers an intuitive diagnostic instrument for validating diversification, attribution of correlation sources, and measuring the structural alignment between a mannequin portfolio and its benchmark.
Secondly, we wish to invite you to look at the sixth episode of our YouTube video collection QuantBeats. Sid Ghatak from Improve Alpha shares his journey from authorities tech to quantitative finance and breaks down how many years of AI and information engineering formed his distinctive strategy to discovering alpha. He explains why curated, reliable datasets outperform brute-force modelling and the way quants can keep away from the dangers of hallucinating AI and contaminated coaching information. If you happen to’re interested by how we see the function of machine studying and AI in quant buying and selling, then take heed to this latest Quantbeats episode.
We additionally sincerely invite you all to observe us on our YouTube, Linkedin, FB, Twitter, and/or Bluesky hyperlinks.
Thirdly, we wish to announce a brand new cooperation between Quantpedia and Quantmatix – the AI funding analysis and buying and selling platform. A few of it’s possible you’ll keep in mind the dialogue with CEO Liam Boggan and Head of Product John Mulligan in our Quantbeats Episode 5. Quantmatix AI has productised systematic and quantitative momentum and stream buying and selling methods, screening 8,000 devices to curate the perfect concepts and market insights. Knowledge is offered from ICE, and all insights are rigorously back-tested. For systematic, scaled AI analysis, make sure to take their 7-day trial! And if you happen to prefer it, you need to use the promo code QUANTPEDIA at checkout to get a 25% low cost on their product!
And at last, let’s additionally rapidly recapitulate Quantpedia Premium growth:
Moreover, 4 new analysis articles have been printed on the Quantpedia weblog within the earlier month:
Different Market Indicators: Investing with the Field Manufacturing IndexAuthors: David BelobradTitle: Different Market Indicators: Investing with the Field Manufacturing Index
Systematic Edges in Prediction MarketsAuthor: Sona BeluskaTitle: Systematic Edges in Prediction Markets
Leveraged ETFs in Asset Allocation: Alternative or Lure?Creator: Margareta PauchlyovaTitle: Leveraged ETFs in Asset Allocation: Alternative or Lure?
Learn how to Design a Easy Multi-Timeframe Development Technique on BitcoinAuthor: David MesicekTitle: Learn how to Design a Easy Multi-Timeframe Development Technique on Bitcoin
Yours …
Radovan VojtkoCEO & Head of Analysis
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