Six new strategies have been added. Seven new related research papers have been included into existing strategy reviews and two short free blog posts have been published during last few weeks. Plus, five trading strategies have been backtested in QuantConnect in the previous two weeks.

Hello all,

– A new Annuity Simulation report
– A reminder for Quantpedia Awards 2024 competition with a $15.000 prize pool
– 10 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 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

Despite the significant challenges in accurately forecasting market trends and economic conditions over such lengthy periods, this task remains critically important for investors, portfolio managers, and policy makers. They depend on these forecasts to develop effective investment strategies and policy frameworks.

After years of waiting, the recent launch of spot Bitcoin ETFs marked a significant milestone in the cryptocurrency market, making Bitcoin even more accessible for investors. Spot ETFs provide a convenient and regulated way to gain exposure to Bitcoin without the need to hold the digital asset directly, potentially attracting a broader range of market participants. Many investors are waiting to see this change’s long-term impact on the cryptocurrency’s price while putting their faith in the potentially significant returns from Bitcoin within their investment portfolios. These events are taking place after two significant milestones in Bitcoin’s history – the introduction of BTC futures in 2017 and the launch of the BTC futures ETF (BITO) in 2021. While examining the whole history of Bitcoin may give the impression of a new super asset, we need to set realistic expectations. What have all these historical changes brought, and what lessons can we learn from similar occurrences involving other assets throughout history?

Four new strategies have been added. Four new related research papers have been included into existing strategy reviews and three short free blog posts have been published during last few weeks. Plus, three trading strategies have been backtested in QuantConnect in the previous two weeks.

The efficacy of ETF momentum strategies, while robust until around 2010, began to show signs of waning in subsequent years. This observation raises questions about the sustainability and adaptability of these strategies in varying market cycles. Central to this research is exploring how various factors/parameters—such as the ranking period, the selection quantity of assets, and the liquidity of ETFs—impact the performance of ETF momentum strategies. The aim is to uncover whether these strategies can deliver sustainable alpha in the complex and ever-evolving market landscape of the 2020s.