Quantpedia’s Course

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

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