Quantpedia in July 2023

Hello all,

Amidst the warmth of the summer season, we couldn’t resist delving into a somewhat controversial topic – Technical Analysis – for our new Quantpedia Pro report. We understand that this subject sparks debates, but hey, it’s summer. So, why not take a break from the norm and ride the waves 🙂 Who knows, we might just catch a refreshing perspective on this contentious subject. Plus, we fulfill our promise to some of our clients to add some more technical analysis tools. But we promise that we will be more conservative in the next month 🙂

What does the new report offer? We analyze individual assets/investments selected for the Model Portfolio in the Portfolio Manager and look out for the double bottoms, double tops, and trend-line formations that we then plot into the chart. An article with the whole methodology of how to identify double tops and bottoms, plus an example of the trading strategy based on those patterns, will be published on our blog at the end of this week.

We understand that the absolute majority of our clients are pure quants (as we are) and are looking only at raw data and numbers. But still, some visuals can, from time to time, deliver different perspectives on the markets.


Let’s also quickly recapitulate Quantpedia Premium development:

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

Beta-Adjusting Factor Returns
Author: David Blitz
Title: The Cross-Section of Factor Returns

Optimal Market Making Models with Stochastic Volatility
Authors: Burcu Aydoğan, Ömür Uğur, and Ümit Aksoy
Title: Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset

Top Models for Natural Language Understanding (NLU) Usage
Author: Lukas Zelieska
Title: Top Models for Natural Language Understanding (NLU) Usage

Exploring the Factor Zoo with a Machine-Learning Portfolio
Authors: Sak, H. and Chang, M. T., and Huang, T.
Title: Exploring the Factor Zoo With A Machine-Learning Portfolio

How Well Do Factor Investing Funds Replicate Academic Factors?
Authors: Martijn Cremers, Yuekun Liu, and Timothy B. Riley
Title: Factor Investing Funds: Replicability of Academic Factors and After-Cost Performance

Yours …

Radovan Vojtko
CEO & Head of Research


Are you looking for more strategies to read about? Visit our Blog or Screener.

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

Do you want to know more about us? Check how Quantpedia works and our mission.

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


Or follow us on:

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

Share onRefer to a friend

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in

    MORE INFO
    We boasts a total prize pool of $15,000
    Quantpedia Days Bring 1+1 Special Offer
    MORE INFO
    Quantpedia Days
    SUBSCRIBE TO NEWSLETTER AND GET:
    - bi-weekly research insights -
    - tips on new trading strategies -
    - notifications about offers & promos -
    Subscribe