Quantpedia’s goal is to help our readers to get insight into academical financial research related to quantitative and algorithmic trading. Our main product offering, the Quantpedia’s Premium database of algo/quant/systematic trading strategies, is tailored to an advanced audience.
But we also have readers who are beginners or aspiring quants and are looking for a complete educational package with a lot of explanation. Therefore, we have partnered with the QuantInsti and created a new tutorial course from beginners to an intermediate audience.
Academic research provides the inspiration for the development of new investment and trading strategies or a piece of professional knowledge, where you can understand how different hedge funds and other institutions structure and build their portfolios. Based on this, you can develop your strategies on a higher level.
The course focus is on seasonal/event-driven trading strategies in equity, fixed income and volatility markets. It explores eight calendar anomalies, gives fundamental reasons behind anomalies existence and shows how to combine them into one multi-strategy portfolio.
We are not indifferent to the current situation. The composite event-driven seasonal strategy shows you how to shield your seasonal strategies in extreme events like Coronavirus crisis.
Feel welcome to explore this new Quantpedia’s offering …
