Hello all,

What have we accomplished in the last month?

– A new Dollar-Cost Averaging Quantpedia Pro report
– 10 new Quantpedia Premium strategies have been added to our database
– 22 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 10 new backtests written in QuantConnect code
– And finally, 3+3 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

As usual, at this time of the year, let us do a short recapitulation of posts on our blog in the previous 12 months. We have published nearly 70 short analyses of academic papers and our own research articles on this blog in 2021. We want to use this opportunity to summarize 10 of them, which were the most popular (based on the Google Analytics tool). Maybe you will be able to find something you have not read yet …

Hello all,

What’s new in November’s update of Quantpedia’s services?

– A new Benchmark Portfolio feature for Quantpedia Pro service
– A new Algo Trading Discounts table
– 10 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 10 new backtests written in QuantConnect code
– And finally, 2+5 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 Value-at-Risk Quantpedia Pro report
– 10 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 11 new backtests written in QuantConnect code
– And finally, 5+3 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

Understanding the risks of any quantitative trading strategy is one of the pillars of successful portfolio management. Of course, we can hope for good future performance, but to survive market whipsaws, we must have tools for sound risk management. The “Value at Risk” measure is such a standard tool used to assess the riskiness of trading and investment strategies over time. We plan to unveil our new “Value at Risk” report for Quantpedia Pro clients next week, and this article is our introduction to different methodologies that can be used for VaR calculation.