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…3d ago3d ago
Refining ETF Asset Momentum StrategyToday’s research introduces a refined ETF asset momentum strategy by combining a correlation filter with selective shorting. While…6d ago6d ago
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
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 12, 2024Dec 12, 2024
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 9, 2024Dec 9, 2024
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 5, 2024Dec 5, 2024
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 18, 2024Nov 18, 2024
