Accelerate Design of Multi-Factor Multi-Asset Models with Quantpedia Pro
Dear readers,
We hinted in the past few blogs that we were preparing a small surprise. And now it’s time to unveil what we have been cooking during the previous several months.
Quantpedia’s main mission is to help with the discovery of new ideas for systematic trading strategies. Our users can quickly identify the most promising quant research papers for studying. However, once a handful of Quantpedia ideas to read about are found, there are additional challenges. Usually, a selected idea for the strategy must be tested and incorporated into the existing portfolio of various other strategies.
We have a solution for these tasks.
Quantpedia Pro is a new analytical platform built on top of our out-of-sample backtests of selected Quantpedia Premium strategies. It allows users to significantly speed up the process of building custom model multi-factor and multi-strategy portfolios. Instead of re-creating all ideas for systematic strategies in-house, users can explore ideas and do preliminary portfolio testing on Quantpedia Pro platform.
Users can assemble various combinations of different building blocks (over 200+ backtests of systematic Quantpedia trading strategies, 100+ passive market factors or uploaded user’s equity curves), build and test custom portfolios and then analyze performance and risk characteristics of selected model portfolios.
Quantpedia Pro is strongly focused on reporting and analytics. Over 100+ charts and tables in multiple different reports can be generated to gain insight – factor regression analysis, risk scenarios, seasonality analysis, tests of alternative weighting schemes, correlation analysis etc. New quantitative analysis reports will be added periodically on a monthly basis.
We will publish a series of articles in the next few weeks in which we will explain some of those reports and methodology behind them.
Additionally, Quantpedia Pro features a new Screener with filtering fields based on results from out-of-sample backtests. So you do not need to rely only on data available in the source academic research papers when you are looking for a trading idea. Plus, we display a performance comparison of the systematic trading strategies and passive market factors in the Market Overview section.
Radovan Vojtko & Team of Quantpedia.com
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