Dear Client,
Please, excuse Quantpedia Pro’s occasional slow reaction times and “error 500” messages. Unfortunately, we are experiencing random service interruptions in the cloud data center we are using at that moment. We are working on mitigation steps.
I appreciate your understanding,
Radovan Vojtko
CEO, Quantpedia
Hello all,
Let’s first very quickly recapitulate Quantpedia Premium development in the previous month: Ten new Quantpedia Premium strategies have been added to our database, and ten 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. Our database currently contains over 440 strategies with out-of-sample backtests/codes.
And now, let’s move to our Quantpedia Pro subscription offering news – Our clients often mentioned one particular report as something they would love to see in the Quantpedia Pro – it’s the Markowitz Portfolio Optimization, and we are really happy that we can announce that it’s ready 🙂
From the perspective of an indifferent observer, it seems that the world is accelerating from decade to decade. The average speed of information processing increases, and we consume more and more knowledge in a shorter and shorter amount of time. So, we have decided to start a new information stream for a people who have adjusted to this tempo.
This article is a primer into the methodology we use for the Portfolio Risk Parity report, which is a part of our Quantpedia Pro offering. We explain three risk parity methodologies – Naive Risk Parity (inverse volatility weighted), Equal Risk Contribution and Maximum Diversification. Quantpedia Pro allows the design of model risk parity portfolios built not just from the passive market factors (commodities, equities, fixed income, etc.) but also from systematic trading strategies and uploaded user’s equity curves.
The time flies very fast, and like every month, I have again a bunch of interesting improvements I would like to present to all of you. We again have two new reports for Quantpedia Pro (the Market Phase Analysis and the Portfolio Risk Parity reports) that I will describe soon.
But first, let’s recapitulate Quantpedia Premium development. Ten new Quantpedia Premium strategies have been added to our database, and twelve 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. Our database currently contains over 430 strategies with out-of-sample backtests/codes.
Additionally, four new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month …
The spring is in the air (at least in the northern hemisphere), and we were not sitting idle in the last month. The most interesting development is two new reports for Quantpedia Pro (the Factor Cycle and Inter-Market Correlation reports) that I will describe soon.
But first, let’s recapitulate Quantpedia Premium development. Nine new Quantpedia Premium strategies have been added to our database, and fifteen new related research papers have been included in existing Premium strategies during the last month. Additionally, we have produced 12 new backtests written in QuantConnect code. Our database currently contains over 420 strategies with out-of-sample backtests/codes.
Additionally, four new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month …
