Top Ten Blog Posts on Quantpedia in 2023
As typical, presently of the yr, allow us to do a brief recap of posts on our weblog within the earlier 12 months. We have printed over 75 quick analyzes of educational papers and our personal analysis articles on this weblog in 2023. We wish to use this chance to summarize 10 of them, which have been the most well-liked (primarily based on the Google Analytics software). The prime 10 is de facto various; perhaps it is possible for you to to seek out one thing you haven’t learn but…
Number. 10: Price Momentum or Factor Momentum: What Leads What? – contributes to the unending debate of the chicken-or-egg downside of what comes first – does the inventory worth momentum originate from the issue momentum?
Number. 9: BERT Model – Bidirectional Encoder Representations from Transformers , our introduction to probably the most well-liked Natural Language Processing mannequin
Number. 8: Optimal Market Making Models with Stochastic Volatility – exhibits the optimum costs for HFT to execute the restrict purchase and promote orders the place a stochastic volatility mannequin generates the mid costs of the property out there.
Number. 7: The Seasonality of Bitcoin – this text explores potential seasonal patterns associated to Bitcoin, specializing in whether or not these patterns are influenced by components reminiscent of present market traits or the extent of volatility out there.
Number. 6: An Introduction to Machine Learning Research Related to Quantitative Trading – discusses what machine studying is, how it may be utilized in quantitative buying and selling, and the way has the recognition of ML methods elevated through the years
Number. 5: An Evaluation of the Skewness Model on 22 Commodities Futures – explores the commodity skewness buying and selling technique and performs the battery of robustness assessments to see how sensitivity evaluation modifications total outcomes.
Number. 4: What Can We Extract From the Financial Influencers’ Advice? – what’s the actual worth of the Financial Influencers’ recommendation, and might we extract helpful data from their opinions?
Number. 3: Avoid Equity Bear Markets with a Market Timing Strategy Part 1, 2, 3,and revisit – is our well-liked sequence of articles the place our purpose was to assemble a market timing technique that might reliably sidestep the fairness market throughout bear markets.
Number. 2: In-Sample vs. Out-Of-Sample Analysis of Trading Strategies – a check of the out-of-sample decay of buying and selling methods with laborious knowledge – our repeatedly up to date database of replicated quant methods
Number. 1: Can We Backtest Asset Allocation Trading Strategy in ChatGPT? , Hello ChatGPT, Can You Backtest Strategy for Me? – our massively well-liked weblog posts during which we tried to steer ChatGPT to change into a knowledge analyst for us
Have a profitable New Year 2024…
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