The beginning of the new year is usually a traditional time for recapitulation. The year 2022 was a really challenging one on the financial markets, filled with unexpected events (Russia’s invasion of Ukraine or surge in inflation etc.). But I am again really proud of my whole team for their work as we continue fulfilling our primary mission to process academic research related to quant&algo trading to a more user-friendly form.
The report allows you to investigate which period is the best and which one is the worst for your investment, plus you may compare the performance of your portfolio to all important global investment factors. This way, you can consider whether to tilt the composition of your portfolio to better sync with the current state of the economic cycle. The report uses the out-of-sample methodology for the definition and calculation of the performance of the model portfolio and all investment factors described in the following article.
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