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 related to quantitative trading research.
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 – 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 – CPPI
Our announcement blog about the CPPI feature can be accessed here. Plus, we explain this functionality also in our Quantpedia methodology article.
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.
Case Study – Multi-factor Analysis
More in-depth study of our factor regression methodology process is available in the following article.