Quantpedia Explains

            

        



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 – Crisis Analysis

Use Crisis Analysis report to analyze the behaviour of your model portfolio during crisis periods and look for a better portfolio composition. Read more …


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 – 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. 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. 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 – Markowitz Portfolio Optimization

The Markowitz Portfolio Optimization case study shows different ways how to use this methodology on out-of-sample portfolio optimization. Read more …


Case Study – Trend and Reversal Analysis

Will be published soon…

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