Quantpedia in August 2025

12.September 2025

Hello all,

Welcome again to Quantpedia’s monthly recapitulation.

Firstly, a new update to the Quantpedia Pro service. In August, we parametrized 2 of our reports – Trading Edge and Technical Analysis. The goal was once again simple – to increase the flexibility and ease of use. You can now define tour own parameters for the score of the most used indicators, load any custom equity curve, or use ETFs from our list, or any Quantpedia strategy, that we backtested (or any Model portfolio that’s the combination of these three parts) and run an automated analysis whether there are short-term patterns in the performance (short term trends, reversals, or bounces near the technical levels). These short-term signals can then serve as the foundation for an overlay strategy, helping to pinpoint periods when your Model portfolio has a higher probability of outperformance.

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

12 new Quantpedia Premium strategies have been added to our database
11 new related research papers have been included in existing Premium strategies during the last month
9 new backtests were written in QuantConnect code. Our database currently now contains over 850 strategies with out-of-sample backtests/codes.

Additionally, 5 new research articles were published on the Quantpedia blog in the previous month:

Quantifying Global Real Estate Returns Over Centuries
Author: Paul Schmelzing
Title: Global Housing Returns, Discount Rates, and the Emergence of the Safe Asset, 1465-2024

The Best Strategies for FX Hedging
Authors: Pedro Castro et al.
Title: The Best Strategies for FX Hedging

How Can We Explain the Low-Risk Anomaly?
Authors: Seokwoo Lee and Matthew Linn
Title: Pass-through Mutual Funds, Flow of Funds, and Low-Risk Anomaly

Bitcoin ETFs in Conventional Multi-Asset Portfolios
Author: David Belobrad
Title: Bitcoin ETFs in Conventional Multi-Asset Portfolios

Surprisingly Profitable Pre-Holiday Drift Signal for Bitcoin
Author: Cyril Dujava
Title: Surprisingly Profitable Pre-Holiday Drift Signal for Bitcoin

Yours …

Radovan Vojtko
CEO & Head of Research

Are you looking for more strategies to read about? Sign up for our newsletter or visit our Blog or Screener.

Do you want to learn more about Quantpedia Premium service? Check how Quantpedia works, our mission and Premium pricing offer.

Do you want to learn more about Quantpedia Pro service? Check its description, watch videos, review reporting capabilities and visit our pricing offer.

Are you looking for historical data or backtesting platforms? Check our list of Algo Trading Discounts.

Would you like free access to our services? Then, open an account with Lightspeed and enjoy one year of Quantpedia Premium at no cost.

Or follow us on:

Facebook Group, Facebook Page, Twitter, Linkedin, Medium or Youtube

Share on Refer to a friend

We’ve already analysed tens of thousands of financial research papers and identified more than 700 attractive trading systems together with hundreds of related academic papers.

Browse Strategies