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…4d ago4d ago
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
Dangers of Relying on OHLC Prices — the Case of Overnight Drift in GDX ETFCan we truly rely on the opening price in OHLC data for backtesting? While the overnight drift effect is well-documented in a lot of asset…Feb 14Feb 14
Quantpedia in January 2025– An updated Seasonality Analysis report – 10% discount code for those who help us and fill out our survey – an invitation to Quantpedia…Feb 11Feb 11
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…Feb 4Feb 4
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…Jan 31Jan 31
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
