Hello all,

In August, our plan was to build a new “Dashboard” feature on Quantpedia, designed to serve as a centralized hub for subscribers who are just beginning their journey into quantitative trading. The Dashboard provides easy access to key resources, including introductory videos about Quantpedia, a structured study path, and recommended algorithmic trading strategies for beginners. By curating these essential tools in one place, we aim to offer a smoother onboarding experience, guiding users as they explore and deepen their understanding of quantitative research and trading methodologies.

Secondly, based on the readers’ request, we upgraded the Pragmatic Asset Allocation report, in which we will also monitor the adjusted PAA methodology using the amended Yield Curve signal, as outlined in the article A Few Thoughts on Pragmatic Asset Allocation. We assume that in the long run, the performance of both versions will be nearly identical, although individual investments and positions may differ in the short run.

And as usual, let’s also quickly recapitulate Quantpedia Premium development:

• 11 new Quantpedia Premium strategies have been added to our database
• 9 new related research papers have been included in existing Premium strategies during the last month
• 7 new backtests were written in QuantConnect code. Our database currently now contains nearly 800 strategies with out-of-sample backtests/codes.

Additionally, 4 new research articles were published on the Quantpedia blog in the previous month:

Insights from the Geopolitical Sentiment Index made with Google Trends
Authors: Shaun Desai, Dominik Cisar
Title: Insights from the Geopolitical Sentiment Index made with Google Trends

Overnight Reversal Effects in the High-Yield Market
Authors: Cyril Dujava
Title: Overnight Reversal Effects in the High-Yield Market

Lunch Effect in the U.S. Stock Market Indices
Authors: Cyril Dujava
Title: Lunch Effect in the U.S. Stock Market Indices

Payout-Adjusted CAPE
Author: James White and Victor Haghani
Title: Introducing P-CAPE: Incorporating the Dividend Payout Ratio Improves Investors’ Favorite Estimator of Stock Market Returns

Yours …

Radovan Vojtko
CEO & Head of Research

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