Whats up all,
Firstly, primarily based on the suggestions from our purchasers, we prolonged the Correlation Evaluation report out there within the Quantpedia Professional subscriptions. The upgraded report now permits customers to evaluate the correlation construction of their mannequin portfolio immediately in relation to a specific benchmark portfolio. You possibly can study how the typical correlation between the 2 portfolios evolves over time, and you may 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 total co-movement and offers an intuitive diagnostic software 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 observe the sixth episode of our YouTube video collection QuantBeats. Sid Ghatak from Enhance Alpha shares his journey from authorities tech to quantitative finance and breaks down how a long time 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. When you’re inquisitive about how we see the function of machine studying and AI in quant buying and selling, then hearken 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 you might 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 most effective concepts and market insights. Information is offered from ICE, and all insights are rigorously back-tested. For systematic, scaled AI analysis, you should definitely take their 7-day trial! And should you prefer it, you need to use the promo code QUANTPEDIA at checkout to get a 25% low cost on their product!
And eventually, let’s additionally shortly recapitulate Quantpedia Premium improvement:
Moreover, 4 new analysis articles have been revealed on the Quantpedia weblog within the earlier month:
Different Market Alerts: Investing with the Field Manufacturing IndexAuthors: David BelobradTitle: Different Market Alerts: 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?
Methods to Design a Easy Multi-Timeframe Pattern Technique on BitcoinAuthor: David MesicekTitle: Methods to Design a Easy Multi-Timeframe Pattern Technique on Bitcoin
Yours …
Radovan VojtkoCEO & Head of Analysis
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