Are Funds Flows Influenced by Mortality?

14.April 2023

Countries from the majority of the developed world face one challenge: Their population is steadily aging; the average age of individuals has been rising over recent periods. The United States is not different in this sense. Whenever there’s a never-inevitable reaching of higher ages, people reconsider their choices and often cut on riskier ones. So, is there a potential link between demographic changes associated with aging and aggregate financial market outcomes?

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BERT Model – Bidirectional Encoder Representations from Transformers

12.April 2023

At the end of 2018, researchers at Google AI Language made a significant breakthrough in the Deep Learning community. The new technique for Natural Language Processing (NLP) called BERT (Bidirectional Encoder Representations from Transformers) was open-sourced. An incredible performance of the BERT algorithm is very impressive. BERT is probably going to be around for a long time. Therefore, it is useful to go through the basics of this remarkable part of the Deep Learning algorithm family.

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Quantpedia in March 2023

7.April 2023

Hello all,

What have we accomplished in the last month?

– 19 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 15 new backtests written in QuantConnect code
– And finally, 4+3 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

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Can We Backtest Asset Allocation Trading Strategy in ChatGPT?

31.March 2023

It’s always fun to push the boundaries of technology and see what it can do. The AI chatbots are the hot topic of current discussion in the quant blogosphere. So we have decided to test OpenAI’s ChatGPT abilities. Will we persuade it to become a data analyst for us? While we may not be there yet, it’s clear that AI language models like ChatGPT can soon revolutionize how we approach to finance and data analysis.

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Is Gold a Safe Haven? It Depends on the Country

24.March 2023

If you’re a regular reader of our blogs (and we hope you are!), you would not miss that we like to touch macro-economic subjects. One of that never-fading topics is the role of gold as a crisis hedge. The probably most known commodity is a popular choice for a portion of the total portfolio, from small investors to central banks, for various reasons (be it diversification or hedging). So let’s not further delay it, and today we ask: Is gold really a safe haven?

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