Quantpedia in August 2026

11.September 2026

Hello all,

We hope you had a great end to the summer, whether August meant a final holiday or a return to the office. Here’s a quick recap of the latest developments we prepared for Quantpedia in the last days of summer…

Firstly, we introduced a new report in the Live Strategies section called Composite Analysis (functionality available for Quantpedia Pro subscription tier).

The new report allows users to combine multiple live strategies into a single virtual portfolio. This can include several of Quantpedia’s default example strategies along with your own live strategies (if they run on QuantConnect infrastructure).

Composite Analysis then provides a consolidated view of the portfolio created from those strategies. Users can track the historical composition of portfolio holdings, analyze performance attribution from individual live strategies, and review a current summary of the portfolio’s aggregate holdings and exposures.

This functionality is particularly useful for investors running several live or paper-trading strategies on QuantConnect servers. Instead of monitoring each strategy independently, Composite Analysis makes it possible to understand the combined exposure and contribution of the entire portfolio of live strategies in one place.

At the same time, we are working on two additional upgrades that we plan to finalize during September.

The first is a new Tax Analysis functionality for trading strategies. Its goal is to help users estimate the after-tax return of a strategy, taking into account the impact taxation can have on realized investment performance. This can be particularly important for strategies with higher turnover or frequent realization of gains. The second improvement will focus on expanding the amount of information available in the Quantpedia Screener and API. In particular, we are working on adding more detailed information related to transaction costs, trading fees, and slippage assumptions. So stay tuned for more updates…

Secondly, we would like to invite you all to the next Uncorrelated Alternative Investments event, Uncorrelated AltsOps 2026.

Uncorrelated conferences bring together niche, capacity-constrained strategies across alternative investments, including hedge funds, crypto, venture capital, private equity, real estate, and private credit. Uncorrelated Alts provides a curated setting that fosters meaningful connections between fund managers and allocators/LPs, emphasizing high-value engagements without the pressure of meeting quotas. Uncorrelated AltsOps is a premier conference dedicated to the critical role of operations within the alternative investment industry. As the significance of fund operations and operational due diligence continues to rise, this event offers a unique platform for investment managers, investor/allocators, and select industry providers to connect, share insights, and discuss best practices.

Reserve October 29th, 2026 in your calendar and register here.

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

11 new Quantpedia Premium strategies have been added to our database.
5 new related research papers have been included in existing Premium strategies during the last month
8 new backtests were written in QuantConnect code. Our database currently contains, in total, over 970 strategies with out-of-sample backtests/codes.

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

Do LLM “Crowds” Produce Investment Signals? An Empirical Test
Author: Steven Edwards
Title: Do LLM “Crowds” Produce Investment Signals? An Empirical Test

Why Average Strategy Performance Can Mislead Portfolio Research
Author: David Mesicek
Title: Why Average Strategy Performance Can Mislead Portfolio Research

Boundaries of Time Series Momentum
Authors: Matti Suominen and Erik Hjalmarsson
Title: Boundaries of Time Series Momentum

Quantpedia API for Peer Group Strategy Analysis
Author: David Mesicek
Title: Quantpedia API for Peer Group Strategy Analysis

Sectoral Intramonth Momentum Cycle: Exploiting Turn-of-the-Month Patterns in Sector ETF Strategies
Author: Cyril Dujava
Title: Sectoral Intramonth Momentum Cycle: Exploiting Turn-of-the-Month Patterns in Sector ETF Strategies

Yours …

Radovan Vojtko
CEO & Head of Research

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