Top Ten Blog Posts on Quantpedia in 2022
As usual, at this time of the year, let us do a short recapitulation of posts on our blog in the previous 12 months. We have published a record 80 short analyses of academic papers and our own research articles on this blog in 2022. We want to use this opportunity to summarize 10 of them, which were the most popular (based on the Google Analytics tool). Maybe you will be able to find something you have not read yet …
Nbr. 10: 100-Years of Multi-Asset Trend-Following – shows how to build a backtest of a multi-asset trend-following strategy over 100 years and analyzes its performance
Nbr. 9: How Often Should We Rebalance Equity Factor Portfolios? – shows what’s the optimal rebalancing frequency for different equity factor investing styles
Nbr. 8: The Buffett Indicator – introduces the market value of the equity to gross domestic product (MVE/GDP) ratio – the favorite Buffet’s indicator to assess the absolute valuation of the US stock market
Nbr. 7: Are There Seasonal Intraday or Overnight Anomalies in Bitcoin? – examines overnight patterns in Bitcoin prices
Nbr. 6: VIX-Yield Curve Cycles May Predict Recessions – a new probit model to estimate the probability of recession
Nbr. 5: What’s the Relation Between Grid Trading and Delta Hedging? – a short study shows the relationship between grid trading strategy and option delta hedging
Nbr. 4: Beware of Excessive Leverage – Introduction to Kelly and Optimal F – our introduction to Kelly and Optimal F methodologies that underlie one from our Quantpedia Pro reports
Nbr. 3: Trend-following and Mean-reversion in Bitcoin – investigation whether the trend-following and mean-reversion principles are effective while trading BTC
Nbr. 2: A Study on How Algorithmic Traders Earn Money – a qualitative study that gives insight into ways how algorithmic traders earn their living
Nbr. 1: How Retail Loses Money in Option Trading – a short article that shows who benefits from mistakes that retail traders make when they trade equity options
Have a successful New Year 2022 …
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