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 …
Portfolio Overview Reports
Risk Management Reports
Case Study – Multi-factor Analysis
More in-depth study of our factor regression methodology process is available in the following article.
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 – 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 – 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 – Volatility Targeting
Our announcement article about the Volatility Targeting feature can be accessed here. It will explain some theories behind this portfolio management method.