The summer is usually a less hectic time, but we in Quantpedia continue our development, and we prepared and tested the new ETF Replication report for you.
Our ETF Replication report for Quantpedia Pro is similar in nature to the “Multi-Factor Analysis” report. It enables you to decompose your custom model portfolio (built from a custom combination of Quantpedia’s trading strategies, passive market factors, and your uploaded equity curves) into elementary investment factors using our multi-factor regression analysis but using just ETFs as underlying factors. Therefore, this report allows you to find which ETFs you can use if you want to passively replicate any 3rd party mutual/hedge fund, trading strategy, or custom portfolio. Of course, the passive holding of ETFs can’t replicate all funds/strategies, but if it’s possible, our ETF Replication report will uncover it for you.
Additionally, 4 new articles were published on the Quantpedia blog in the previous month, 3x analysis of academic research papers and 1x Quantpedia study:
Takeover Factor Explains the Size Effect Authors: Sara Easterwood, Jeffry Netter, Bradley Paye, Michael Stegemoller Title: Taking Over the Size Effect: Asset Pricing Implications of Merger Activity
Yours …
Radovan Vojtko CEO & Head of Research
Are you looking for more strategies to read about? Visit our Blog or Screener.
Quantpedia is The Encyclopedia of Quantitative Trading Strategies
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.
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