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…8h ago8h ago
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…2d ago2d ago
Revisiting Pragmatic Asset Allocation: Simple Rules for Complex TimesPragmatic Asset Allocation (PAA) represents a portfolio construction approach that seeks to balance the benefits of systematic…Apr 30Apr 30
QUANTPEDIA AWARDS 2025 — CountdownJust little over 24 hours remain until the end of the deadline for QUANTPEDIA AWARDS 2025 — April 30th, 2025, at 23:59 UTC. Join the…Apr 28Apr 28
Short-Term Correlated Stress Reversal TradingShort-term reversal strategies in U.S. large-cap equity indexes, such as the S&P 500, are well-documented and widely followed. These…Apr 25Apr 25
Uncovering the Pre-ECB Drift and Its Trading Strategy ApplicationsAs the world’s attention shifts from the US-centric equity markets to international equity markets (which strongly outperform on the YTD…Apr 22Apr 22
Fear, Not Risk, Explains Asset PricingWith financial markets increasingly whipsawed by geopolitical tensions and unpredictable policy shifts from the Trump administration —…Apr 17Apr 17
Trump’s Executive Orders and Their Impact on Financial MarketsIn recent months, financial markets have experienced heightened volatility as Donald Trump, in his second term as President of the United…Apr 16Apr 16
Quantpedia in March 2025– A new front-end for Quantpedia Screener - Integrated Portfolio Manager and Portfolio Analysis reporting – A reminder for Quantpedia…Apr 10Apr 10
Navigating Market Turmoil with Quantpedia Tools: A Rational Guide for Portfolio ManagementThe recent imposition of sweeping global tariffs by President Donald Trump has triggered a sharp and sudden selloff across global equity…Apr 7Apr 7
