Hello all,

What have we accomplished in the last month?

– An extension of the Pragmatic Asset Allocation Report
– Quantpedia’s Dashboard
– 11 new Quantpedia Premium strategies have been added to our database
– 9 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 7 new backtests written in QuantConnect code
– 4 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

Hello all,

What have we accomplished in the last month?

– An extension of the Attribution Analysis report for Quantpedia Pro clients
– 12 new Quantpedia Premium strategies have been added to our database
– 7 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 7 new backtests written in QuantConnect code
– 4 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

Hello all,

What have we accomplished in the last month?

– A new Attribution Analysis report for Quantpedia Pro clients
– An exclusive promo from QuantInsti
– 11 new Quantpedia Premium strategies have been added to our database
– 8 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 7 new backtests written in QuantConnect code
– 5 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

One of the main reasons why the Pragmatic Asset Allocation Model was designed is to give investors a tax-efficient possibility to invest in a global equity portfolio with a lower risk than the passive buy&hold approach. Therefore, the PAA model is not the “absolute return” model but rather the tactical model that prefers to invest in the equity risk premium and move to the hedging portfolio (gold, treasuries, or cash), only for short periods and only when it’s absolutely necessary. We use price trend+momentum indicators and yield curve inversion as signals for such situations when (based on the past data) there is a higher probability of recessions and equity bear markets. What is unusual in the current situation is the length of time that the YC is inverted (19 months at the moment), which makes it the 2nd longest YC inversion in the last 100 years, and we are analyzing the implications for the PAA model.

Hello all,

What have we accomplished in the last month?

– A Quantpedia Awards 2024 competition – winners announcement
– Automatic detection of equity-like assets
– 12 new Quantpedia Premium strategies have been added to our database
– 10 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 9 new backtests written in QuantConnect code
– 5 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

This is the moment we all have been waiting for, and today, we would like to acknowledge the accomplishments of the researchers behind innovative studies in quantitative trading. So, what do the top five look like, and what will the authors of the papers receive?

Let’s find out …