QuantpediaInsights from the Geopolitical Sentiment Index made with Google TrendsThroughout history, geopolitical stress and tension has been ever-present. From ancient civilizations to today’s world, global dynamics…4d ago4d ago
QuantpediaOvernight Reversal Effects in the High-Yield MarketHigh-yield bond ETFs represent a unique financial vehicle: they are highly liquid instruments that hold inherently illiquid securities…Aug 26Aug 26
QuantpediaLunch Effect in the U.S. Stock Market IndicesIn the complex world of financial markets, subtle patterns often reveal themselves through careful observation and analysis. Among these is…Aug 21Aug 21
QuantpediaPayout-Adjusted CAPEProfessor Robert Shiller’s CAPE (cyclically adjusted price-to-earnings) ratio is well-known among the investment community. His methodology…Aug 19Aug 19
QuantpediaOutperforming Equal WeightingEqual-weighted benchmark portfolios are sometimes overshadowed by the more popular market capitalization benchmarks but are still popular…Aug 2Aug 2
QuantpediaThe Expected Returns of Machine-Learning StrategiesDoes the investment in sophisticated machine learning algorithm research and development pay off? It is an important question, especially…Jul 29Jul 29
QuantpediaCombining Discretionary and Algorithmic TradingThe area we want to explore today is an interesting intersection between quantitative and more technical approaches to trading that employ…Jul 25Jul 25
QuantpediaQuantpedia Awards 2024 — Interview with the WinnersA new video with the winners of the Quantpedia Awards 2024 has been published on our Quantpedia YouTube channel. Watch the discussion…Jul 24Jul 24
QuantpediaDesigning Robust Trend-Following SystemIt is not easy to build a robust trend-following strategy that will withstand different difficult market conditions and bring consistent…Jul 17Jul 17