Howdy 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 stories – One Day Shocks & 100yrs Historic Occasions, Volatility Concentrating on, Correlation Evaluation, and Portfolio Rebalancing. In all stories, the objective was, as traditional, 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 observe to get it dwell in the beginning of November. We’re actually trying ahead to this enchancment and the brand new capabilities it’ll provide…
Secondly, we want to invite you to the webinar Unlocking the Energy of Calendar and Seasonal Methods, collectively organized by Quantpedia and Lightspeed Monetary Providers 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 easy methods to mix seasonal methods throughout asset lessons for a diversified portfolio.
By the way in which, you may nonetheless open an account with a minimum of $10,000 in fairness utilizing promo code QUANT25 and you’ll be entitled to the unique 12 FREE MONTHS of Quantpedia Premium subscription service (which usually prices $599).
And thirdly, let’s additionally rapidly recapitulate Quantpedia Premium growth:
We had an even bigger backlog of educational papers (loads of them AI/ML associated), which now we have lastly chewed via. Out of that, 20 new Quantpedia Premium methods have been added to our database.
5 new associated analysis papers have been included in present Premium methods over the past month
7 new backtests had been written in QuantConnect code. Our database at the moment now comprises 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 Danger with Sturdy VIXY ModelsAuthor: David BelobradTitle: Hedging Tail Danger with Sturdy VIXY Fashions
Cross-Sectional and Greenback Parts of Forex Danger PremiaAuthors: Vahid RostamkhaniTitle: Forex Danger Premia and (Many) Fundamentals Related 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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