Quantpedia in June 2025

11.July 2025

Hello all,

Welcome to Quantpedia’s monthly recapitulation. We sincerely hope that our usual short newsletter will provide you with a quick refreshment during your well-deserved summer vacation.

Firstly, a new update to the Quantpedia Pro service. We are slowly rolling out changes to increase the flexibility of calculations for Quantpedia Pro reports and three of our analytical reports are now fully customizable. The Annuity Simulation, Savings Plan Analysis, and Dollar Cost Averaging reports have been enhanced to let you tailor key parameters such as the initial investment amount, analysis period, and monthly contributions.

Additionally, for most of the Quantpedia strategies, we implemented a new equity curve embeds with a new visuals and a lot of additional strategy statistics. We hope you will like it…

Secondly, we would like to invite you to watch the 4th episode of our YouTube video series QuantBeats. Wayne Ferbert from Alpha DNA Investment Management reveals how his firm uses alternative data such as website visits, search trends, and app usage to predict company performance ahead of Wall Street analysts. He explains how machine learning turns this data into real trading signals and how Alpha DNA builds long, hedged, and market-neutral portfolios based on these insights. If you’re curious about how the professionals seek to beat the market using non-traditional data, this episode is a must-watch! We also sincerely invite you all to follow us on our YouTube, Linkedin, FB, Twitter, and/or Bluesky links.

Thirdly, we would like to remind a cooperation between Quantpedia and Lightspeed Financial Services Group – a New Jersey-based broker-dealer, provider of low-latency securities trading technology, API access directly through the Lightspeed Connect API, or the Lightspeed Connect API @ Interactive Brokers, and risk management services for professional traders and institutions.

If you open an account with at least $10,000 in equity using promo code QUANT25, you will be entitled to the exclusive 12 FREE MONTHS of Quantpedia Premium subscription service (which normally costs $599). Take this opportunity to combine the power of the Lightspeed Trading execution and Quantpedia’s research!

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

12 new Quantpedia Premium strategies have been added to our database
10 new related research papers have been included in existing Premium strategies during the last month
7 new backtests were written in QuantConnect code. Our database currently now contains over 840 strategies with out-of-sample backtests/codes.

Additionally, 4 new research articles were published on the Quantpedia blog in the previous month:

Absolute Valuation Models for the Stock Market: Are Indexes Fairly Priced?
Author: Margareta Pauchlyova
Title: Absolute Valuation Models for the Stock Market: Are Indexes Fairly Priced?

Why Most Markets and Styles Have Been Lagging US Equities?
Author: David Blitz
Title: Decomposing Equity Returns: Earnings Growth vs. Multiple Expansion

Can We Profit from Disagreements Between Machine Learning and Trend-Following Models?
Author: David Neven Seruga
Title: Can We Profit from Disagreements Between Machine Learning and Trend-Following Models?

An Empirical Analysis of Conference-Driven Return Drift in Tech Stocks
Author: Cyril Dujava
Title: An Empirical Analysis of Conference-Driven Return Drift in Tech Stocks

Yours …

Radovan Vojtko
CEO & Head of Research

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