Hello all,

Welcome to Quantpedia Days 2024, and celebrate with us the crossing of a new threshold. Our database now consists of over 1000 strategies, with over 760 of them backtested by the Quantpedia team. And from 24th May until 31st May 2024, we have something special for you.

New ideas and innovations are often the result of discussion and teamwork. Most of the time, traders, portfolio managers, and data analysts are part of a professional team or friendly group of other quants. In Quantpedia, we want to improve cooperation and the generation of trading strategy ideas in such small teams.

Therefore, you can now subscribe to any of our services, be it 3-, 12- or 36-months Quantpedia Prime, Premium, or Pro subscription, and get the same 2nd subscription for your co-worker or fellow researcher for free. Quantpedia’s 1+1 Special Offer is valid until 31st May 2024, but only for new subscriptions or re-subscriptions. So, get your Quantpedia Prime, Premium, or Pro and contact us and ask for 2nd account after you subscribe.

Additionally, a lot of you are probably curious about who will be the winner of the first season of our Quantpedia Awards 2024 competition. All of the judges have already delivered their ranking to us, so follow our social channels -> Facebook Group, Facebook Page, Twitter, Linkedin, Medium, or Youtube, and your curiosity will be satisfied on Monday, 27th of May 2024, when the final standing will be announced. Up until that time, you may try to guess as this is the top 10 (sorted alphabetically 😉 ), from which the judges were selecting the final top 5. Do you have your favourite among them?

A/ A Profitable Day Trading Strategy For The U.S. Equity Market
Authors: Carlo Zarattini, Andrea Barbon, Andrew Aziz

B/ Can ChatGPT Generate Stock Tickers to Buy and Sell for Day Trading?
Author: Sangheum Cho

C/ Currency Investing Over Recent Centuries
Author: Joseph Chen

D/ Identifying Risk Factor Regimes with Machine Learning: Implications for Tactical Asset Allocation
Author: Sheikh Sadik

E/ Momentum is Still There Conditional on Volatility-Amplified Pessimism
Authors: Soroush Ghazi, Mark Schneider, Jack Strauss

F/ Multi-Factor Timing with Deep Learning
Authors: Paul Cotturo, Fred Liu, Robert Proner

G/ Pre-Refunding Announcement Gains in U.S. Treasurys
Authors: Chen Wang, Kevin Zhao

H/ Temporal Mixture Density Networks for Enhanced Investment Modeling
Authors: Fong Lam, Jennifer Chan

I/ Volatility Managed Multi-Factor Portfolios
Authors: Christoph Reschenhofer, Josef Zechner

J/ Volatility-Managed Volatility Trading
Author: Aoxiang Yang

Best regards,

Radovan Vojtko
CEO, Quantpedia

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