Quantpedia in September 2026

9.October 2026

Hello all,

With autumn underway, we’d like to share the latest developments at Quantpedia. Much of our recent work has been happening behind the scenes, as we focus on deepening our API coverage and improving the quality of our research data. This month, we’re highlighting an addition that brings more context to the evaluation of trading strategies

Firstly, we have extended our Screener and API with two new fields: Transaction Costs and Robustness. The Transaction Costs field indicates whether the strategy performance reported in the source academic paper includes transaction costs and explains what those costs comprise. This helps users distinguish between results reported before and after costs and better understand the assumptions behind the numbers.

The Robustness field summarizes whether the source paper tested the robustness of the trading strategy, which tests were performed, and what their results reveal about the strategy. Together, these additions make it easier to assess the evidence behind published performance, compare research findings, and identify potential limitations before taking a strategy into further testing or implementation.

To access the API, subscribe to Quantpedia Pro, then email us to request activation.

Secondly, Quantpedia Awards 2027 are back with $25,000 in prizes for the top five research papers, including cash, education, and premium research tools! Our new partnership with The Data Driven Market Show brings the winners’ announcement live to Future Alpha 2027 on March 16–17, showcasing outstanding research to a global audience of investment professionals. We’re looking for original ideas backed by sound research and a practical approach to systematic investing. Mark your calendar: the submission deadline is now December 31, 2026, replacing the previous April deadline.

Submit your quantitative investing paper to awards@quantpedia.com and give your research the recognition it deserves!

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

11 new Quantpedia Premium strategies have been added to our database.
7 new related research papers have been included in existing Premium strategies during the last month
8 new backtests were written in QuantConnect code. Our database currently contains, in total, over 980 strategies with out-of-sample backtests/codes.

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

From Barrier Crossings to Terminal Distributions: A Skellam-Based Options Pricing Framework for 0-DTE Markets
Author: Louis Pellathy
Title: From Barrier Crossings to Terminal Distributions: A Skellam-Based Options Pricing Framework for 0-DTE Markets

Do Airline Stocks Take Off Around U.S. Holidays?
Author: Margaréta Pauchlyová
Title: Do Airline Stocks Take Off Around U.S. Holidays?

Building and Testing Trend-Following Strategies on One-Minute SPY Data
Authors: Jakub Demko, David Belobrad
Title: Building and Testing Trend-Following Strategies on One-Minute SPY Data

Can Weakening Morning Order Flow Predict SPY Reversals?
Author: Jakub Demko, David Belobrad
Title: Can Weakening Morning Order Flow Predict SPY Reversals?

A Century of Meme Stocks and the Price of Coordination
Author: Chad Schmerling
Title: A Century of Meme Stocks and the Price of Coordination

Trading the Multi-Asset Drift Around U.S. Elections
Author: Cyril Dujava
Title: Trading the Multi-Asset Drift Around U.S. Elections

Yours …

Radovan Vojtko
CEO & Head of Research

Are you looking for more strategies to read about? Sign up for our newsletter or visit our Blog or Screener.

Do you want to learn more about Quantpedia Premium service? Check how Quantpedia works, our mission and Premium pricing offer.

Do you want to learn more about Quantpedia Pro service? Check its description, watch videos, review reporting capabilities and visit our pricing offer.

Do you want algorithmic access to the full Quantpedia database via the API? Subscribe to Quantpedia Pro, ask for an API key, and explore the in/out-of-sample statistics, source academic papers, and code snippets — ideal for quantitative research, systematic trading workflows, and AI model training.

Are you looking for historical data or backtesting platforms? Check our list of Algo Trading Discounts.

Or follow us on:

Facebook Group, Facebook Page, Telegram, Twitter, Linkedin, Medium or Youtube

Share on Refer to a friend

We’ve already analysed tens of thousands of financial research papers and identified more than 700 attractive trading systems together with hundreds of related academic papers.

Browse Strategies