Absolute Valuation Models for the Stock Market: Are Indexes Fairly Priced?Valuation models for equity indexes are essential tools for investors seeking to assess long-term market conditions. Traditional models…Jun 12Jun 12
Quantpedia in May 2025– Added support for EUR-denominated ETFs – Winners of the Quantpedia Awards 2025 competition were announced - An exclusive Lightspeed offer…Jun 10Jun 10
Pre-Announcement Drift for BoE, BoJ, SNB: Do Markets Move Before the Word Is Out?We’ve previously examined how central bank policy decisions — particularly those by the Federal Reserve and the European Central Bank…Jun 5Jun 5
Can We Finally Use ChatGPT as a Quantitative Analyst?In two of our previous articles, we explored the idea of using artificial intelligence to backtest trading strategies. Since then, AI has…May 30May 30
Quantpedia Awards 2025 — Winners AnnouncementThis is the moment we all have been waiting for, and today, we would like to acknowledge the accomplishments of the researchers behind…May 27May 27
Quantpedia Days 2025– Celebrate with us the relentless pursuit of knowledge and ingenuity – You can now subscribe to any of our services, be it 3-, 12- or…May 23May 23
Is Machine Learning Better in Prediction of Direction or Value?Building machine learning models for trading is full of nuances, and one important but often overlooked question is: what exactly should we…May 21May 21
What Can We Expect from Long-Run Asset Returns?What can we realistically expect from investing across different asset classes over the long run? That’s the kind of big-picture question…May 16May 16
Are Sector-Specific Machine Learning Models Better Than Generalists?Can machine learning models better predict stock returns if they are tailored to specific industries, or is a one-size-fits-all…May 14May 14
Quantpedia in April 2025– A new Black-Litterman Portfolio Optimization report – A ranking phase of the Quantpedia Awards 2025 competition with a $25.000 prize pool…May 12May 12
