Quantpedia in May 2026

11.June 2026

Hello everyone …

May at Quantpedia was largely shaped by the evaluation and announcement of our Quantpedia Awards 2026 results. But that certainly does not mean we slowed down on the product side. Inspired by our research articles on 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 report allows users to analyze a tactical asset allocation strategy based on both relative and absolute momentum across a user-defined portfolio of assets. Using weekly Wednesday-rebalanced data, the model ranks assets by a configurable momentum lookback period, selects the top-performing assets, and invests only in those with positive momentum. Users can compare the resulting dual momentum portfolios against an equally weighted Active Portfolio benchmark, evaluate multiple lookback periods and different numbers of selected assets, and review equity curves together with key performance metrics such as annual return, volatility, maximum drawdown, Sharpe ratio, and Calmar ratio..

Secondly, we would like to invite you to watch the 9th episode of our YouTube video series QuantBeats. What happens when markets become unpredictable? David Kaiser breaks down how quantitative value investors rely on data, liquidity, and disciplined portfolio construction instead of reacting to every headline. Discover why a repeatable process, long-term conviction, and systematic decision-making can be powerful advantages in uncertain markets..

Listen to this newest Quantbeats episode, and we also sincerely invite you all to follow us on our YouTube, Linkedin, FB, Twitter, and/or Bluesky links.

Thirdly, for anyone in Newport, Rhode Island, USA during Newport Family Office Week in July, we would like to invite you all to the next Uncorrelated Alternative Investments event, Uncorrelated Newport. Uncorrelated conferences bring together niche, capacity-constrained strategies across alternative investments, including hedge funds, crypto, venture capital, private equity, real estate, and private credit. Uncorrelated Alts provides a curated setting that fosters meaningful connections between fund managers and allocators/LPs, emphasizing high-value engagements without the pressure of meeting quotas.

Reserve July 27th, 2026 in your calendar, and check out the Uncorrelated Newport details here, as follows:

1:30pm – 4:30pm: Manager Growth Series – for fund managers and LPs
5:00pm – 7:00pm: Investors Only Cocktails
7:00pm – 11:00pm: The Big Party – for the wider alternative investment community

You can find further conference information here: Uncorrelated Alts.

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

11 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
7 new backtests were written in QuantConnect code. Our database currently contains, in total, over 950 strategies with out-of-sample backtests/codes.

Additionally, 8 new research reviews were published on the Quantpedia blog in the previous month:

An Index of Commodity Futures Returns Since 1871
Authors: Rajkumar Janardanan, Xiao Qiao, and K. Geert Rouwenhorst
Title: An Index of Commodity Futures Returns Since 1871

Who Profits from Prediction Markets?
Author: Joshua Della Vedova
Title: Who Profits from Prediction Markets? Execution, not Information

A Century Without Data: Reconstructing Emerging Markets Equity History
Author: David Belobrad
Title: A Century Without Data: Reconstructing Emerging Markets Equity History

Active Dual Momentum GTAA Strategy
Author: Sona Beluska
Title: Active Dual Momentum GTAA Strategy

Building an AI Powered Quant Research Assistant with Quantpedia API
Author: David Mesicek
Title: Building an AI Powered Quant Research Assistant with Quantpedia API

Building Meta-Strategies with Quantpedia API
Author: David Mesicek
Title: Building Meta-Strategies with Quantpedia API

How Wise is the Crowd in Prediction Markets
Authors: Deleep, Avaneesh and Lee, John and Bai, Jenny and Suresh, Dhruv and Dhawan, Harsh
Title: How Wise is the Crowd? Bias and Edge in Prediction Markets

Reconstructing a Century of U.S. Corporate Bonds
Authors: Mohammad Ghaderi, Sebastien Plante, Nikolai L. Roussanov, Sang Byung Seo
Title: Reconstructing a Century of U.S. Corporate Bonds: Credit Risk in Historical Perspective

Yours …

Radovan Vojtko
CEO & Head of Research

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