The “Quantpedia Explains” is a new series of short videos and case study articles in which we will show and explain some of the themes out of quantitative finance that we think are worth mentioning. We will start with a very quick intro to individual Quantpedia Pro reports, their logic and benefits. Later we will move to the other topics of interest …
Essential Reports
Portfolio Overview Reports
Risk Management Reports
Case Study – Correlation Analysis
The Correlation Analysis case study uses the Quantpedia Pro report to investigate whether we can start talking about the financialization of the cryptocurrency market. We announced this report in March 2021. Read more …
Case Study – Crisis Analysis
Use Crisis Analysis report to analyze the behaviour of your model portfolio during crisis periods and look for a better portfolio composition. We announced this report in April 2022. Read more …
Case Study – ETF Replication
The ETF Replication report investigates the effectiveness of replicating ETFs, offering insights into synthesizing model portfolios. Read more …
Case Study – One-Day Shocks & Historical Event Analysis
The One-Day Shocks & Historical Event Analysis report allows users to review market performance following major events and financial shocks across different assets over the past century. Read more …
Case Study – Multi-factor Analysis
More in-depth study of our factor regression methodology process is available in the following article.
Case Study – Clustering
Our announcement blog about the Portfolio Clustering feature for all three methods is available in the following article and its 2nd and 3rd continuation. We announced this report in September 2021.
Case Study – The Closest Neighbours and Complementary Strategies
The Closest Neighbours and Complementary Strategies reports recommend new trading strategies and ideas for your model portfolio. Read more about the methodology of data taking to this report.
Case Study – Seasonality Analysis
See how the Seasonality Analysis report can verify academic research related to seasonal anomalies in the stock market and how it can help you uncover anomalies in other assets. Read more …
Case Study – Market Phases Analysis
The Market Phases Analysis case study shows how Bitcoin performs during various market cycle phases and whether it is a better hedge against equity market downturns than gold or long-term government treasuries. We announced this report in April 2021. Read more …
Case Study – Commodity & Fixed Income Phases Analysis
Commodity & Fixed Income Phases Analysis help to analyze your portfolio’s sensitivity to inflation and interest rates. Inspiration was Market Phases Analysis. We announced this report in March 2022.
Case Study – Crisis Hedge
Our announcement blog about the Crisis Hedge feature can be accessed here. Plus, we show this functionality also in our Quantpedia Pro case study … We announced this report in August 2021.
Case Study – Value at Risk
Our announcement blog about the Value at Risk feature for all three VaR versions is available in the following article. We announced this report in October 2021.
Case Study – Kelly and Optimal F
Kelly and Optimal F methodology help not to overbet when assessing the maximal leverage. We explained the complete methodology in the following article. This report was announced in February 2022.
Case Study – Monte Carlo Method
The Monte Carlo method case study uses the Quantpedia Pro report to explore how alternative scenarios can account for possible risk and aid decision-making processes. Read more …
Case Study – Volatility Targeting
Our announcement article about the Volatility Targeting feature can be accessed here. It will explain some theories behind this portfolio management method.
Case Study – Markowitz Portfolio Optimization
The Markowitz Portfolio Optimization case study shows different ways how to use this methodology on out-of-sample portfolio optimization. We announced this report in May 2021. Read more …
Case Study – Trend and Reversal Analysis
Trend and Reversal Analysis report is shortly explained in the case study, which gives a quick overview of a process of how Quantpedia Pro can be used to analyze common portfolio’s strategic asset allocation …
Case Study – Dollar-Cost Averaging
Dollar-Cost Averaging allows analyzing and testing of various approaches to investment and divestment. We announced this report in January 2022. You can read more about the report here…
Case Study – Trading Edge Analysis
The Trading Edge Analysis report automates the detection of trading edges in selected underlying assets, aiding in the discovery of potential new trading strategies. Read more …
Case Study – Portfolio Risk Parity
The Portfolio Risk Parity case study shows how to apply the Naive Risk Parity method to the model portfolio consisting of four ETFs. Read more …
Case Study – CPPI
Our announcement blog about the CPPI feature can be accessed here. Plus, we explain this functionality also in our Quantpedia methodology article. We announced this report in June 2021.
Case Study – Technical Analysis
The Technical Analysis report provides clients with insights based on historical price charts, aiding in making informed investment decisions. Read more about the methodology employed in this report.
