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 …
Quantpedia Days 2025
– Celebrate with us the relentless pursuit of knowledge and ingenuity
– You can now subscribe to any of our services, be it 3-, 12- or 36-months Quantpedia Prime, Premium, or Pro subscription, and get the same 2nd subscription for your co-worker or fellow researcher for free – an offer valid between 23rd May and 1st June 2025
– The winner of the 2nd season of our Quantpedia Awards competition will be announced on Tuesday, 27th May 2025
– What’s your favorite paper from the presented top 10?
Can machine learning models better predict stock returns if they are tailored to specific industries, or is a one-size-fits-all (generalist) approach sufficient? This question lies at the heart of a recent research paper by Matthias Hanauer, Amar Soebhag, Marc Stam, and Tobias Hoogteijling. Their findings suggest that the optimal solution lies somewhere in between: a “Hybrid” machine learning model that is aware of industry structures but still trained on the full cross-section of stocks offers the best performance.
Hello all,
What have we accomplished in the last month?
– A new Black-Litterman Portfolio Optimization report
– A ranking phase of the Quantpedia Awards 2025 competition with a $25.000 prize pool is unfolding
– 10 new Quantpedia Premium strategies have been added to our database
– 6 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
Just little over 24 hours remain until the end of the deadline for QUANTPEDIA AWARDS 2025 – April 30th, 2025, at 23:59 UTC. Join the competition now, and don’t miss out on this chance to showcase your skills! Alternatively, if you can’t (or don’t want) to join, then please help us spread the word and let people in your professional network know!
Hello all,
What have we accomplished in the last month?
– A new front-end for Quantpedia Screener
– Integrated Portfolio Manager and Portfolio Analysis reporting
– A reminder for Quantpedia Awards 2025 competition with a $25.000 prize pool
– 3rd episode of the QuantBeats series
– 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 6 new backtests written in QuantConnect code
– 6 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month
