Join the Race Once Again: Quantpedia Awards Competition Is Back!Last year, we promised our readers that the Quantpedia Awards would be back! And now it’s again time to unveil what we have prepared for…2d ago2d ago
Seasonality Patterns in the Crisis Hedge PortfoliosBuilding upon the established research on market seasonality and the potential for front-running to boost associated profits, our article…6d ago6d ago
It’s About the Price of Oil, Not ESGThe growing urgency of climate change has increased scrutiny of companies’ ESG (Environmental, Social, and Governance) practices. Investors…Jan 24Jan 24
Out-of-Sample Test of Formula Investing StrategiesCan we simplify the complexities of the stock market and distill them into a simple set of quantifiable metrics? A lot of academic papers…Jan 17Jan 17
Detecting Wash Trading in Major Crypto ExchangesEver thought about investing in cryptocurrencies? Before diving in, it’s worth understanding the shadowy practice of wash trading, where…Jan 13Jan 13
Refining ETF Asset Momentum StrategyToday’s research introduces a refined ETF asset momentum strategy by combining a correlation filter with selective shorting. While…Jan 10Jan 10
Top Ten Blog Posts on Quantpedia in 2024The year 2024 is nearly behind us, so it’s an excellent time for a short recapitulation. In the previous 12 months, we have been busy…Dec 31, 2024Dec 31, 2024
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 19, 2024Dec 19, 2024
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 17, 2024Dec 17, 2024
