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

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 – 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

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 – 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.

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.

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