Quantpedia in July 2025
Hello all,
Welcome again to Quantpedia’s monthly recapitulation.
Firstly, a new update to the Quantpedia Pro service. In July, our plan was to enhance the custom equity curve import process in Quantpedia Pro to offer greater flexibility and ease of use. Previously, users were required to adapt their data to fit a strict file format before uploading. With the new update, the import procedure now allows users to define key parameters of their data format—such as decimal separators, date formats, and whether the input represents daily performance, or the equity curve itself, etc.. This improvement streamlines the data upload workflow and makes it easier to use Quantpedia Pro’s full suite of reporting tools on custom strategies.
Secondly, we would like to invite you to watch the 5th episode of our YouTube video series QuantBeats. Liam Boggan and John Mulligan of Quantmatix reveal how to build a “market GPS” using big data and machine learning and detect market turning points before they hit the headlines. They explain how high-conviction signals and a global asset lens help traders and portfolio managers make smarter, faster decisions. A must-watch for anyone exploring the future of quantitative market timing. We also sincerely invite you all to follow us on our YouTube, Linkedin, FB, Twitter, and/or Bluesky links.
Thirdly, as the summer is a great time to relax, lie back, and listen to some podcasts, we would like to let you know that we have also recorded the interview with the Quantpedia Awards 2025 winners, and it’s now available on Quantpedia’s YouTube channel.
And at last, let’s also quickly recapitulate Quantpedia Premium development:
- 10 new Quantpedia Premium strategies have been added to our database
- 9 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 now contains over 840 strategies with out-of-sample backtests/codes.
Additionally, 5 new research articles were published on the Quantpedia blog in the previous month:
How Fragile is Liquidity Across Asset Classes?
Authors: Nihad Aliyev, Matteo Aquilina, Khaladdin Rzayev, Xingyu Sonya Zhu
Title: Through Stormy Seas: How Fragile is Liquidity Across Asset Classes?
The Memorization Problem: Can We Trust LLMs’ Forecasts?
Authors: Alejandro Lopez-Lira, Yuehua Tang, Mingyin Zhu
Title: The Memorization Problem: Can We Trust LLMs’ Economic Forecasts?
How to Identify Ponzi Funds?
Authors: Philippe van der Beck, Jean-Philippe Bouchaud, Dario Villamaina
Title: Ponzi Funds
Sunspots as a Natural Signal for Trading Wheat Futures?
Author: Sona Beluska
Title: Sunspots as a Natural Signal for Trading Wheat Futures?
Cultural Calendars and the Gold Drift: Are Holidays Moving GLD ETF?
Author: Cyril Dujava
Title: Cultural Calendars and the Gold Drift: Are Holidays Moving GLD ETF?
Yours …
Radovan Vojtko
CEO & Head of Research
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