Five Small Shards of Insight Hidden in Data

This blog post will give you a short recapitulation of the five quick market/portfolio insights built from Quantpedia Pro reporting.
– Gold displays a strong seasonal tendency in returns in days around US public holidays.
– the performance of Bitcoin is usually the worst during the same time as stock market experiences the bear market.
– cryptocurrency market correlation slowly increases, and we can’t rule out the financialization of the crypto market (the same process that happened in commodities approximately ten years ago).
– skewness-based trading strategies could serve as a practical hedge/diversification during stock market drawdowns
– we show the main attribute of most of the risk parity portfolios — lower total returns but significantly lower risk measures.

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