Hello all,

– One new Quantpedia Pro report – the One-Day Shocks & Historical Event Analysis
– 10 new Quantpedia Premium strategies have been added to our database
– 13 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 10 new backtests written in QuantConnect code
– And finally, 4+1 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

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

The main theme of these days in the crypto world is unmistakenly clear, it’s the mayhem connected with the collapse of the FTX empire, insolvencies of various lenders, and questions about underlying holdings in GBTC OTC ETF and reserves of exchanges and Tether (or other stablecoins as well). With new information, nothing does paint a bright picture of this industry in the financial world now and in the near future. Calls for finally working regulations are getting stronger and stronger, while politicians (and central bankers) are still active on Central Bank Digital Currencies (CBDCs) proposals. While Bitcoin survived several crypto winters, long-term investors are continuing their DCA-ing and “stashing Satoshis” Are they safe? Do they pay attention to the surrounding news? In our blog entry, we will focus on the question of how news impact Bitcoin returns, being both the most famous cryptocurrency and also the one with the highest market capitalization.

Five new strategies have been added. Six new related research papers have been included into existing strategy reviews and four 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.

Quantpedia’s mission is simple – we want to analyze and process academic research related to quant/algo trading and simplify it into a more user-friendly form to help everyone who looks for new trading strategy ideas. It also means that we are a highly focused quant-research company, not an asset manager, and we do not manage any clients’ funds or managed accounts. But sometimes, our readers contact us with a request to help them to translate strategy backtests performed in Quantconnect into paper trading or real-trading environment. The following article is a short case study that contains a few useful tips on how to do it.

The following article is a short distillation of the research paper Leveraging the Technical Competence of a Stock for the Purpose of Trading written by Rishabh Gupta. The author spent a summer internship at Quantpedia, investigating the Patent-to-Market (PTM) ratio developed by Jiaping Qiu, Kevin Tseng, and Chao Zhang. The PTM ratio uses public information about the number and dates of patents assigned to publicly listed companies, calculates an expected market value of patents, and tries to predict future stock performance.