Hello and welcome to our September recap!
We are pleased to announce a significant technical upgrade to our Portfolio Manager, a pivotal tool for our Quantpedia Pro clients. In response to our clients’ feedback and demands, this upgrade introduces a notable enhancement to the platform’s capabilities. Following this update, clients can now create and store multiple distinct portfolios, offering unparalleled flexibility in portfolio management. Prior to this enhancement, clients were limited to maintaining only two portfolios, one for model portfolio and another for benchmark. However, with the new upgrade, our clients can now create and manage as many portfolios as required, with effortless capabilities for modification, saving, and loading of both model portfolios and benchmarks.
We believe this enhancement will provide our clients with invaluable versatility in their portfolio analysis, reaffirming our dedication to continuously improving our client’s experience.
Let’s also quickly recapitulate Quantpedia Premium development:
Additionally, 6 new articles were published on the Quantpedia blog in the previous month:
The Seasonality of Bitcoin
Authors: Juliana Javorska, Radovan Vojtko
Title: The Seasonality of Bitcoin
Language Analysis of Federal Open Market Committee Minutes
Authors: Agam Shah and Suvan Paturi and Sudheer Chava
Title: Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis
Analysis of Price-Based Quantitative Strategies for Country Valuation
Authors: Cyril Dujava, Radovan Vojtko
Title: Analysis of Price-Based Quantitative Strategies for Country Valuation
Are Commodities a Good Investment? It Depends on the Country
Authors: Vianney Dequiedt, Mathieu Gomes, Kuntara Pukthuanthong, Benjamin Williams
Title: Commodity Dependence and Optimal Asset Allocation
An Introduction to Machine Learning Research Related to Quantitative Trading
Authors: Ivana Dragonova
Title: An Introduction to Machine Learning Research Related to Quantitative Trading
Time-Varying Equity Premia with a High-VIX Threshold
Authors: Naresh Bansal and Chris T. Stivers
Title: Time-varying Equity Premia with a High-VIX Threshold and Sentiment
Plus, we have some quick info for those that were unable to attend our online conference/webinar called “A systematic approach to ESG investing“, which we co-organized with StarQube. The recording of the complete event is now available on YouTube at the following link:
Yours …
Radovan Vojtko
CEO & Head of Research
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