Front-Running Seasonality in US Stock SectorsSeasonality is particularly prominent in commodities, where natural cycles like weather or harvest periods directly affect supply and…Dec 19Dec 19
Design Choices in ML and the Cross-Section of Stock ReturnsFor those who have not yet had the chance to read it, we recommend the latest empirical study by Minghui Chen, Matthias X. Hanauer, and…Dec 17Dec 17
Can We Use Active Share Measure as a Predictor?Active Share is a popular metric used to gauge how actively managed a portfolio is compared to its benchmark, but its predictive power for…Dec 12Dec 12
Quantpedia in November 2024– An extension of the Trading Edge Analysis report — investigate price action after short-term down/up-trends or after 12-month highs/lows…Dec 9Dec 9
Trader’s Guide to Front-Running Commodity SeasonalitySeasonality is a well-known phenomenon in the commodity markets, with certain sectors exhibiting predictable patterns of performance during…Dec 5Dec 5
How Does the Passive Investing Impact Market Risk?The rise of passive investing has been one of the most profound trends in the asset management industry in the past two decades. However…Nov 18Nov 18
Can Twitter Images Predict Price Action During FED Announcements?Do the quants possess a crystal ball? The recent research hints, that if we try to process the Twiter images, then we may get a small…Nov 14Nov 14
How To Profitably Trade Bitcoin’s Overnight Sessions?As interest in cryptocurrencies continues to surge, driven by each new price rally, crypto assets have solidified their position as one of…Nov 12Nov 12
Quantpedia in October 2024– An enhanced Basic Overview report — new calculations and reporting capabilities – 11 new Quantpedia Premium strategies have been added…Nov 11Nov 11
The 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…Nov 4Nov 4
