Front Running in Country ETFs, or How to Spot and Leverage SeasonalityUnderstanding seasonality in financial markets requires recognizing how predictable return patterns can be influenced by investor behavior…4d ago4d ago
QuantBeats Episode 03 is here!In Episode 03 of Quantbeats, co-hosts Dan Hubscher and Radovan Vojtko are joined by Robert Shumaker and Jerome Kreuser to discuss the world…5d ago5d ago
How Mega Tech Stocks Impact Factor StrategiesThe dominance of mega-tech stocks, particularly the “Magnificent 7,” in both U.S. and global equity indexes has a profound impact on factor…Mar 26Mar 26
How Global Neutral Rates Impact Currency Carry Strategies?Market practitioners often rely on experience-based wisdom to navigate currency markets, and one such widely held belief is that low…Mar 21Mar 21
Trading the Spread: Bitcoin ETFs vs. Cryptocurrencies Infrastructure ETFsIn this study, we explore the application of simple spread trading strategies using Bitcoin ETFs and cryptocurrency infrastructure ETFs —…Mar 19Mar 19
The Impact of the Inflation on the Performance of the US DollarInflation is one of the key macroeconomic forces shaping financial markets, influencing asset prices across the board. In our previous…Mar 14Mar 14
Quantpedia in February 2025– An upgraded ETF Replication and Closest Neighbours reports – A reminder for Quantpedia Awards 2024 competition with a $25.000 prize pool…Mar 11Mar 11
Can Margin Debt Help Predict SPY’s Growth & Bear Markets?Navigating the financial markets requires a keen understanding of risk sentiment, and one often-overlooked dataset that provides valuable…Mar 5Mar 5
Using Inflation Data for Systematic Gold and Treasury Investment StrategiesInflation significantly impacts the prices of gold and treasury bonds through various mechanisms. Gold is often viewed as a hedge against…Feb 21Feb 21
Does the Image-Based Industry Classification Outperform?For decades, investors and analysts have relied on traditional industry classifications like GICS, NAICS, or SIC to group companies into…Feb 18Feb 18
