Quantpedia in June 2026
We hope you’re having a wonderful start to the summer! Here’s a quick overview of what’s new in Quantpedia Pro over the past few weeks.
One of the biggest recent additions is the new Live Strategies section, which has been added to the main menu. This new area is designed to become the central hub for a growing suite of reporting tools based on live and paper trading strategies rather than historical backtests. As with our existing workflow, users can connect their own live or paper trading algorithms by entering the unique strategy hash generated by QuantConnect, allowing the strategy to be linked directly to the Live Strategies reporting interface on Quantpedia. Once connected, these live strategies can also be combined into portfolios, enabling users to analyze their aggregated performance and risk characteristics alongside individual strategy reporting.
At launch, the Live Strategies section features two strategies currently running on our QuantConnect servers: Active Dual Momentum GTAA and Dual Momentum Allocation between Physical Gold and Bitcoin, we introduced a new Dual Momentum GTAA Report in Quantpedia Pro. The first available report embeds QuantConnect’s comprehensive live strategy report, providing real-time insights into the strategy’s equity curve, margin utilization, current portfolio holdings, trading statistics, and other key performance metrics. This is only the beginning of the Live Strategies ecosystem. Over the coming months, we plan to gradually expand it into a complete performance and risk management toolkit for portfolios composed of live and paper trading strategies—not just historical backtests. This evolution moves Quantpedia Pro another step closer to becoming a comprehensive monitoring platform for managing live investment portfolios.
Secondly, don’t miss our latest YouTube interview featuring the winners of the Quantpedia Awards 2026. In this episode, I sit down with Michael Robbins, Professor at Columbia University, to interview Timo Wiedemann and Heiner Beckmeyer from the University of Münster about their award-winning paper, All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns.
Together, we discuss how their novel machine learning approach enhances traditional momentum investing by assigning different weights to historical return observations instead of treating them equally. We also explore the practical implications of their research for quantitative investors, the key insights behind their methodology, and why momentum strategies may continue to offer attractive opportunities despite their recent headwinds. We hope you enjoy the conversation!
And finally, let’s also quickly recapitulate Quantpedia Premium development:
- 14 new Quantpedia Premium strategies have been added to our database.
- 3 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 contains, in total, over 960 strategies with out-of-sample backtests/codes.
Additionally, 8 new research reviews were published on the Quantpedia blog in the previous month:
Dual vs. Single Momentum in Commodities: Enhancing Risk-Adjusted Returns through Absolute Trend Filtering
Author: Cyril Dujava
Title: Dual vs. Single Momentum in Commodities: Enhancing Risk-Adjusted Returns through Absolute Trend Filtering
Why Most Portfolios Are Under Diversified
Author: David Mesicek
Title: Why Most Portfolios Are Under Diversified
Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy Discovery
Author: Sona Beluska
Title: Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy Discovery
Why Mean-Variance Optimization Breaks Down
Author: Vertox
Title: Why Mean-Variance Optimization Breaks Down
Understanding Investment Products Through Factor Analysis and Replication
Author: David Mesicek
Title: Understanding Investment Products Through Factor Analysis and Replication
Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity Anomalies
Author: Vlad Rodeski
Title: Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity Anomalies
Silicon vs. Satoshi: Tactical Asset Rotation Between NASDAQ-100 and Bitcoin
Author: Cyril Dujava
Title: Silicon vs. Satoshi: Tactical Asset Rotation Between NASDAQ-100 and Bitcoin
Quantpedia API as an On-Demand Factor Database
Author: David Mesicek
Title: Quantpedia API as an On-Demand Factor Database
Yours …
Radovan Vojtko
CEO & Head of Research
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