Hello all,
Welcome to Quantpedia Days 2025, and celebrate with us. At Quantpedia, we believe that the relentless pursuit of knowledge and ingenuity is what drives progress in the world of quantitative finance. It’s the reason why Quantpedia exists — to empower you with better tools, deeper insights, and high-quality strategy research.
To celebrate that mission, from the year 2024, we and our partners are supporting our annual Quantpedia Awards Competition, where creativity meets rigorous quant work. But that’s not all…
From May 23rd until June 1st, 2025, we’re also bringing back our special Quantpedia Days 1+1 Offer to support collaboration in the quant community.
We know that the best ideas often emerge in small teams — among traders, researchers, analysts, and portfolio managers working together. So, to foster this spirit of cooperation, we’re offering a free 2nd subscription for your teammate, colleague, or fellow quant when you subscribe to any of our services.
Whether it’s a 3-, 12-, or 36-month Quantpedia Prime, Premium, or Pro subscription, you’ll get a second license free to share with someone you work or brainstorm with. This 1+1 Special Offer is available for new subscriptions and re-subscriptions until June 1st, 2025. So, get your Quantpedia Prime, Premium, or Pro and contact us and ask for 2nd account after you subscribe.
Additionally, you are probably already curious about who will be the winner of the second season of our Quantpedia Awards 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 Tuesday, 27th of May 2025, when the final standing will be announced. Until then, you may again try to guess as this is the top 10 (sorted alphabetically by lead author names), from which the judges were selecting the final top 5. Which paper is your favourite among them? 🙂
A/ The Aggregated Equity Risk Premium
Authors: Azevedo, Vitor and Riedersberger, Christoph and Velikov, Mihail
B/ Intraday Option Reversals: Return Predictability and Market Efficiency
Authors: Beckmeyer, Heiner and Filippou, Ilias and Zhou, Guofu and Zhou, Zhaoque
C/ The Unintended Consequences of Rebalancing
Authors: Harvey, Campbell R. and Mazzoleni, Michele and Melone, Alessandro
D/ Portfolio Optimization Using Deep Learning with Risk Aversion Utility Function
Authors: Kubo, Kenji and Nakagawa, Kei
E/ EvoPort: An Evolutionary Framework for Portfolio Optimization via Randomized Alpha Discovery and Ensemble-Based Allocation
Authors: Nguyen Van Thanh, Nguyen Thi Hau
F/ Piotroski’s F-Score in the Chinese Stock Market
Author: Shi, Chuan
G/ End-of-Day Reversal
Authors: Soebhag, Amar and Baltussen, Guido and Da, Zhi
H/ Genetic Asset Management (GAM)
Authors: Trequattrini, Michael and Trombetta, Giovanni
I/ Beat the Market, An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
Authors: Zarattini, Carlo and Aziz, Andrew and Barbon, Andrea
J/ A Century of Profitable Industry Trends
Authors: Zarattini, Carlo and Antonacci, Gary
Best regards,
Radovan Vojtko
CEO, Quantpedia
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