Hello all,
Global markets are experiencing heightened uncertainty and increased volatility, driven by the White House’s erratic decisions and unpredictable shifts in economic policy. These turbulent times can serve as a powerful reminder of the importance of preparation. In moments like these, it becomes even clearer how valuable a disciplined, data-driven approach to investing truly is.
The best preparation for uncertainty isn’t reactive—it’s proactive. That’s precisely the reason why we spend so much time, effort, and dedication on quantitative research and building tools for designing resilient portfolios and stress-testing strategies. Our mission is to equip you, our clients, with the tools and insights needed to stay ahead of the curve—so that sharp drawdowns or unexpected policy shifts don’t catch you off guard but instead become challenges you are ready for.
Staying true to our goal of turning academic research in quantitative trading into an easy-to-use form, we’ve successfully completed a major technological milestone. Over the past month, we completed the migration of our flagship products—Quantpedia Screener and Portfolio Analysis Reports—to a brand-new front-end framework. This upgrade not only modernizes the look and feel of our platform, but more importantly, sets the stage for faster and more seamless integration of new features in the future. One of the most immediate benefits is the completely redesigned Screener interface, which now offers improved usability, intuitive filtering, and easier navigation.
And that’s not all. In parallel, we’ve also deepened the connection between the Portfolio Manager and Portfolio Analysis Reports. This tighter integration allows users to more efficiently build and test multi-asset, multi-strategy portfolios, all within a unified experience, from the same screen, without a need to switch between multiple browser tabs.
We’re excited about what’s ahead. These improvements are just the beginning—our enhanced infrastructure paves the way for upcoming features from our development pipeline. One such enhancement, the Black-Litterman Portfolio Optimization, is already in the final stages and will be unveiled within the next month. And more new features will follow soon after …
Secondly, we would like to remind all of you of, that less than 3 weeks remain for participants to join our Quantpedia Awards 2025 competition as deadline at the end of April is here very soon. Do not forget to join our race for a $25.000 prize pool and if you can’t (or do not want to join), then please, share the message around you.
Thirdly, we would like to invite you to watch the 3rd episode of our new YouTube video series QuantBeats. Together with Dan Hubscher, we had a great (and really relevant) discussion with Robert Shumaker and Jerome Kreuser, and we all focused on how to identify market bubble formations, the signals that precede their bursts, and innovative strategies for using bubbles to one’s advantage. We sincerely invite you all to follow us on our YouTube, Linkedin, FB, Twitter, and/or Bluesky links.
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
- 6 new backtests were written in QuantConnect code. Our database currently now contains over 830 strategies with out-of-sample backtests/codes.
Additionally, 6 new research articles were published on the Quantpedia blog in the previous month:
Navigating Market Turmoil with Quantpedia Tools: A Rational Guide for Portfolio Management
Author: Radovan Vojtko
Title: Navigating Market Turmoil with Quantpedia Tools: A Rational Guide for Portfolio Management
Front Running in Country ETFs, or How to Spot and Leverage Seasonality
Author: Sona Beluska
Title: Front Running in Country ETFs, or How to Spot and Leverage Seasonality
How Mega Tech Stocks Impact Factor Strategies
Authors: David Blitz
Title: Implications of Increased Index Concentration for Active Investors
How Global Neutral Rates Impact Currency Carry Strategies?
Authors: Bruno Feunou, Jean-Sebastien Fontaine, and Ingomar Krohn
Title: Twin Stars: Neutral Rates and Currency Risk Premia
Trading the Spread: Bitcoin ETFs vs. Cryptocurrencies Infrastructure ETFs
Authors: David Belobrad
Title: Trading the Spread: Bitcoin ETFs vs. Cryptocurrencies Infrastructure ETFs
The Impact of the Inflation on the Performance of the US Dollar
Authors: Cyril Dujava
Title: The Impact of the Inflation on the Performance of the US Dollar
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.
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Are you looking for historical data or backtesting platforms? Check our list of Algo Trading Discounts.
Do you have an idea for systematic/quantitative trading or investment strategy? Then join Quantpedia Awards 2024!
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