We would like to warn you against fraudulent activities of the webpage Quantpedia.in that pretends to be Quantpedia's subsidiary in India.
Quantpedia.com doesn't have any subsidiaries in India. We also do not offer any investment products, asset management services, forex robots, or managed accounts. Quantpedia.com is solely a quant research company, and we provide our services only through the Quantpedia.com website.
We really do not recommend investing or trading with Quantpedia.in as a significant number of their clients have contacted us with complaints that their invested funds have been defrauded.
We continue with the automatization of repetitive portfolio management tasks (as we did in August with the Trading Edge report); therefore, we spent September building three new Quantpedia Pro reports that help to accelerate multi-strategy research – Cross-Sectional Momentum Management, Time-Series Moving Average Management, and Cross-Asset Volatility Targeting. As always, users can select any combination of ETFs, custom equity curves, and Quantpedia Premium strategies in the Portfolio Manager section and then look for new strategy allocation overlays.
A Cross-Sectional Momentum Management report applies momentum and contrarian strategy overlay signals based on the performance of the underlying. Suppose the user picks a list of ETFs as his model portfolio. In that case, he can easily automatically recreate and test cross-sectional momentum strategies in the spirit of popular momentum asset allocation or sector rotation academic papers. Or he can select a list of trading strategies as underlying and test factor momentum overlays.
Time-Series Moving Average Management report applies trend and contrarian strategy overlays in the time-series fashion. So if a user selects multiple ETFs as underlying, he can look for new CTA-like strategies or asset class trend-following systems. Or he can again test these rules on a list of individual strategies as overlays.
The last new report, Cross-Asset Volatility Targeting, is similar to the Cross-Sectional Momentum Management report, but we decided to apply the volatility adjustment/targeting because of the possibility of significant differences between the volatilities of our underlying strategies (or ETFs) selected in the Portfolio Manager. Equalizing the volatility contributions allows for the same chances for all strategies (ETFs) to appear in the top/bottom portfolio based on their performance.
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