Quantpedia in August 2025

12.September 2025

Hello all,

What have we accomplished in the last month?

– Parametrization of the Trading Edge and Technical Analysis reports
– 12 new Quantpedia Premium strategies have been added to our database
– 11 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

Continue reading

Quantpedia in July 2025

11.August 2025


Hello all,

What have we accomplished in the last month?

– New custom data import procedure
– 5th episode of our YouTube video series QuantBeats
– Interview with the winners of Quantpedia Awards 2025
– 10 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 8 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

Continue reading

Quantpedia in June 2025

11.July 2025


Hello all,

What have we accomplished in the last month?

– Parameter tayloring for three Quantpedia Pro reports
– New strategy embeds
– 4th episode of our YouTube video series QuantBeats
– Reminder of the exclusive Lightspeed offer to obtain 12 FREE MONTHS of Quantpedia Premium
– 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 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

Continue reading

Can We Profit from Disagreements Between Machine Learning and Trend-Following Models?

26.June 2025

When using machine learning to forecast global equity returns, it’s tempting to focus on the raw prediction—whether some stock market is expected to go up or down. But our research shows that the real value lies elsewhere. What matters most isn’t the level or direction of the machine learning model’s forecast but how much it differs from a simple, price-based benchmark—such as a naive moving average signal. When that gap is wide, it often reveals hidden mispricings. In other words, it’s not about whether the ML model predicts positive or negative returns but whether its view disagrees sharply with what a basic trend-following model would suggest. Those moments of disagreement offer the most compelling opportunities for tactical country allocation.

Continue reading

Quantpedia in May 2025

10.June 2025


Hello all,

What have we accomplished in the last month?

– Added support for EUR-denominated ETFs
– Winners of the Quantpedia Awards 2025 competition were announced
– An exclusive Lightspeed offer to obtain 12 FREE MONTHS of Quantpedia Premium has been unveiled
– 11 new Quantpedia Premium strategies have been added to our database
– 11 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

Continue reading
Subscription Form

Subscribe for Newsletter

 Be first to know, when we publish new content
logo
The Encyclopedia of Quantitative Trading Strategies

Log in