Top Ten Blog Posts on Quantpedia in 2020

Once again, let us use the turn of the year for a short recapitulation of posts on our blog. Apart from other things we do (which we will summarize in our next blog post in a few days), we have published around over 50 short blog posts / recherches of academic papers on this blog during the last year. We want to use this opportunity to summarize 10 of them, which were the most popular (based on Google Analytics tool). Maybe you will be able to find something you have not read yet …

Nbr. 10: What is the Bitcoin’s Risk-Free Interest Rate – cryptocurrency themes are usually popular, so it’s not a surprise, that our analysis of Bitcoin’s risk-free rate made it into the top 10

Nbr. 9: Backtesting ESG Factor Investing Strategies – Socially Responsible Investing is more and more popular, so again, no surprise here

Nbr. 8: Trend Breaks in Trend-Following Strategies – nice paper showing the way how to improve trend-following strategies during unfavourable periods

Nbr. 7: Multi-Asset Skewness Trading Strategy – trading strategies based on higher moments of statistical distributions (volatility, skewness, kurtosis) are among our favourite

Nbr. 6: YTD Performance of Crisis-Hedge Strategies – 2020 was a coronavirus crisis year, and a lot of people were interested to see how some of the crisis hedge strategies performed in the middle of the crisis

Nbr. 5: How Do Investment Strategies Perform After Publication – one of the most common questions we encounter is related to the performance of trading strategies post-publication

Nbr. 4: Trading Index – TRIN Formula Calculation & Trading Strategy in Python – a short QuantInsti paper related to TRIN trading indicator

Nbr. 3: Cryptocurrency Volatility Index – an interesting research paper with a methodology to build “Cryptocurrency VIX Index”

Nbr. 2: Hierarchical Risk Parity – a summary of popular research paper on a risk parity enhancement

Nbr. 1: Working With High-Frequency Tick Data – Cleaning the Data – it seems that HFT is and always will be one of the most popular topics

Have a successful New Year 2021 …



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