QuantpediaThe Impact of Methodological Choices on Machine Learning PortfoliosStudies using machine learning techniques for return forecasting have shown considerable promise. However, as in empirical asset pricing…2d ago2d ago
QuantpediaHow to Build Mean Reversion Strategies in CurrenciesOur article explores a simple mean reversion trading strategy applied to FX futures, focusing on identifying undervalued and overvalued…Oct 25Oct 25
QuantpediaShort Sellers: Informed Liquidity SuppliersShort sellers often have a bad reputation, seen as market disruptors who profit from declining prices. Yet, they play a crucial role in…Oct 18Oct 18
QuantpediaPre-Holiday Effect in CommoditiesOur research will explore the intriguing phenomenon of the Pre-Holiday effect in commodities, particularly crude oil and gasoline…Oct 14Oct 14
QuantpediaHow to Improve ETF Sector MomentumIn this article, we explore the historical performance of sector momentum strategies and examine how their alpha has diminished over time…Oct 10Oct 10
QuantpediaQuantpedia in September 2024– A new Optimization Report for Quantpedia Prime, Premium and Pro – 11 new Quantpedia Premium strategies have been added to our database…Oct 9Oct 9
QuantpediaValuing Stocks With EarningsToday, we will venture a little into the fundamental analysis corner, and we will give you a glimpse of an intriguing paper (Hillenbrand…Oct 1Oct 1
QuantpediaETF Re-balancing and Hedge Fund Front-Running TradesUninformed long-term investors provide an easy target for short-term traders, and they often unscrupulously take advantage of them. But…Sep 26Sep 26
QuantpediaWhat Drives Crypto Asset Prices?Cryptocurrencies are no longer just a whim of computer nerds, they are part of the mainstream finance and often accepted part of fixed…Sep 20Sep 20
QuantpediaHow to Improve Commodity Momentum Using Intra-Market CorrelationMomentum is one of the most researched market anomalies, well-known and widely accepted in both public and academic sectors. Its concept is…Sep 18Sep 18
