Quantpedia in October 2023

Welcome to our October’s recap blog post!

We at Quantpedia are actively monitoring the latest advancements in the field of artificial intelligence and its potential applications in quantitative finance and trading. We are exploring this topic regularly, and here are just a few articles from the last few months – Hello ChatGPT, Can You Backtest Strategy for Me?, An Introduction to Machine Learning Research Related to Quantitative Trading, or Top Models for Natural Language Understanding (NLU) Usage. Internally, we are conducting rigorous testing of various approaches to incorporate this technology into Quantpedia. In the upcoming months, we will gradually introduce new features stemming from these efforts. Today, we are excited to unveil our first such experimental feature – the Quantpedia chatbot for Quantpedia Pro users, which has been trained on our extensive database of Quantpedia strategies. The chatbot can serve as a quick assistant if you want to orientate in our database. It can recommend new strategies and academic papers of interest or converse about the trading rules or performance.

This is our initial practical feature that cradled out from the experimentation with AI technology, but it’s not the last… There are some other projects under the hood, so stay tuned 😉

Let’s also quickly recapitulate Quantpedia Premium development:

Additionally, 6 new articles were published on the Quantpedia blog in the previous month:

Time Invariant Portfolio Protection
Authors: Gianluca Baglini, Tony Berrada
Title: Time Invariant Portfolio Protection

What’s the Key Factor Behind the Variation in Anomaly Returns?
Authors: Andrea Tamoni and Stanislav Sokolinski and Yizhang Li
Title: Which Investors Drive Anomaly Returns and How?

Hello ChatGPT, Can You Backtest Strategy for Me?
Authors: Cyril Dujava
Title: Hello ChatGPT, Can You Backtest Strategy for Me?

Which Alternative Risk Premia Strategies Works as Diversifiers?
Authors: Antti Suhonen and Kari Vatanen
Title: Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

Estimating Stocks-Bonds Correlation from Long-Term Data
Authors: Roderick Molenaar, Edouard Senechal, Laurens Swinkels, Zhenping Wang
Title: Empirical evidence on the stock-bond correlation

Is It Good to Be Bad? – The Quest for Understanding Sin vs. ESG Investing
Authors: Margareta Pauchlyova, Radovan Vojtko
Title: Is It Good to Be Bad? – The Quest for Understanding Sin vs. ESG Investing

Yours …

Radovan Vojtko
CEO & Head of Research

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