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.
Strictly Necessary Cookies
Strictly Necessary Cookie should be enabled at all times so that we can save your preferences for cookie settings.
If you disable this cookie, we will not be able to save your preferences. This means that every time you visit this website you will need to enable or disable cookies again.