Instead of re-creating all Quantpedia ideas for systematic strategies in-house, users can explore strategies and do preliminary portfolio testing on the Quantpedia Pro platform. This possibility helps to accelerate the generation of ideas for systematic trading strategies. Quantpedia Pro also simplifies the design of multi-factor and multi-strategy portfolios. This new service is useful for any semi-pro and pro trader/investor and can be easily integrated into the conventional quantitative research process in any standard asset management company, hedge fund, family office or prop-trading firm.
How does it work? Users can test various combinations of different building blocks (systematic trading strategies, passive market factors, uploaded user’s equity curves), build and test custom portfolios and then analyze performance and risk characteristics of selected model portfolios. Multiple different reports can be generated to gain insight – factor regression analysis, risk scenarios, seasonality analysis, tests of alternative weighting schemes, correlation analysis etc. New quantitative analysis reports are added periodically on a monthly basis.
Quantpedia Pro Segments
Quantpedia PRO Screener
A new Quantpedia Pro Screener allows users to screen Quantpedia model trading strategies based on characteristics, that are not available in the source academic research papers. Strategies which were backtested by us, contain equity curves and are periodically updated can be filtered by their out-of-sample performance, risk and various other characteristics.
Market Overview section allows user to gain insight into the current state of the broad universe of quantitative trading strategies. Performance tables and charts give users the opportunity to see how over the 40 most-known strategies performed during the past several months, quarters and years and compare their return to passive market factors.
Model multi-factor and multi-strategy portfolios are designed in Portfolio Manager. You can use over 200+ backtests of Quantpedia strategies, over 100+ passive market factors or your own uploaded equity curves to assemble your custom portfolio.
Portfolio Analysis section is the main cross-road for the Quantpedia Pro reporting. Here you can select your report to analyze and visualize your model portfolios and their performance, relationships, assembling, factor exposures, correlations and market risks. New reports are added periodically on a monthly basis.