Three new strategies have been added.

Three 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, eight trading strategies have been backtested in QuantConnect in the previous two weeks.

Nearly two months ago, in a time of the highest turmoil during the current pandemic crisis, we performed a quick assessment of the status of performance of equity factor strategies. The world has still not been able to ward-off health-care crisis completely, but a lot of countries have made significant progress (on the other hand, there are still a lot of countries in a worse state than a few months ago). Equity indexes have rebounded from the March lows and have removed some of the losses. Therefore, we have received multiple inquiries about the current situation of equity factor strategies.

So it may be a good time to revisit once again how they are performing.

Global interest in alternative datasets is growing strongly. We at Quantpedia are looking on this emerging trend with curiosity too.

We are happy to announce Quantpedia’s cooperation with DDQIR, an alternative data-driven quantitative research company, which maintains an extensive database of alternative data providers. Their PHUMA Platform contains information about the majority of available alternative datasets and detailed characterization offers the possibility for the in-depth data-discovery process. DDQIR will operate a simplified demo of their tool for us on a separate Quantpedia’s sub-page.

Socially Responsible Investing (also called ESG Factor Investing) grows in popularity. More and more investors enter the stock market not just to invest their savings, but they are also want to support companies that bring positive social or environmental change. ESG factor investing can bring satisfaction to those investors. But does it also brings a real outperformance in a financial sense? Is there some ESG factor alpha? How big is it? These are some of the questions we have decided to investigate – we obtained data, identified ESG factor strategies and tested them. Feel free to explore them with us…

April was more business-as-usual month for Quantpedia team as eleven new Quantpedia Premium strategies have been added into our database, and six new related research papers have been included in existing Premium strategies during last month.

Additionally, we have produced 17 new backtests written in QuantConnect code. Our database currently contains over 270 strategies with out-of-sample backtests/codes.

Also, five new blog posts you may find interesting have been published on our Quantpedia blog:

Five new strategies have been added.

Three new related research papers have been included into existing strategy reviews. And three short free blog posts have been published during last few weeks.