Quantpedia Awards 2024 – Winners Announcement

Hello all,

Welcome to the Quantpedia Awards 2024 winners announcement. This is the moment we all have been waiting for, and today, we would like to acknowledge the accomplishments of the researchers behind innovative studies in quantitative trading. So, what do the top five look like, and what will the authors of the papers receive?

1st Place – Chen Wang, Kevin Zhao: Pre-Refunding Announcement Gains in U.S. Treasurys

• $3,000 cash award jointly sponsored by Quantpedia & QuantConnect

• Quantpedia Pro subscription for 36-months ($1,600)

• Quantconnect Researcher Pack for a year ($600)

• Strategy Quant Professional License ($1,500)

• EOD Historical Data – All one 1 year package ($800)

• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia

• An opportunity to use the “Quantpedia Awards 2024 – 1st Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication

• Featured interview on Quantpedia.com about the winning paper.

• A free lifetime membership to Quantopian Community and an interview for the newsletter.

2nd Place – Christoph Reschenhofer, Josef Zechner: Volatility Managed Multi-Factor Portfolios

• $1,000 cash award sponsored by Quantpedia

• Quantpedia Pro subscription for 12-months ($800)

• Quantconnect Researcher Pack for a year ($600)

• Quant Analyzer License ($350)

• EOD Historical Data – All one 6 months package ($480)

• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia

• An opportunity to use the “Quantpedia Awards 2024 – 2nd Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication

3rd Place – Carlo Zarattini, Andrea Barbon, Andrew Aziz: A Profitable Day Trading Strategy For The U.S. Equity Market

• $500 cash award sponsored by Quantpedia

• Quantpedia Pro subscription for 12-months ($800)

• Quantconnect Researcher Pack for a year ($600)

• Quant Analyzer License ($350)

• EOD Historical Data – All one 6 months package ($240)

• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia

• An opportunity to use the “Quantpedia Awards 2024 – 3rd Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication

4th Place – Joseph Chen: Currency Investing Throughout Recent Centuries

• Quantpedia Pro subscription for 3-months ($600)

• Algo Cloud License ($300)

• EOD Historical Data – All World Extended 3 month package ($90)

• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia

• An opportunity to use the “Quantpedia Awards 2024 – 4th Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication

5th Place – Soroush Ghazi, Mark Schneider, Jack Strauss: Momentum is Still There Conditional on Volatility-Amplified Pessimism

• Quantpedia Pro subscription for 3-months ($600)

• Algo Cloud License ($300)

• EOD Historical Data – EOD 3 month package ($60)

• An opportunity to attend (free of charge) one of 26 paid Quantra QuantInsti courses authored by QuantInsti or Quantpedia

• An opportunity to use the “Quantpedia Awards 2024 – 5th Place” badge in the CV, Bio, on personal/company’s webpage, and in the official communication

Congratulations to all our winners! We extend our heartfelt appreciation to all participants for their dedication and ingenuity. Our team will contact all of the winners in the coming week with details about the delivery of the prizes. Until then, keep innovating and inspiring us all. Thank you, and good trading!

Quantpedia Awards 2024 would not be possible without the help of our Partners, and we sincerely invite you to visit them and see their offerings. We would like to thank to all of the following organizations for their support:

Best regards,

Radovan Vojtko
CEO, Quantpedia

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