Quantpedia in January 2024 – QuantPedia

Quantpedia in January 2024

Hello all,

January was a extremely productive month for us. Lots of issues clicked as they need to, and we have now plenty of bulletins for you – beginning with a new Quantpedia Pro reportpersevering with with the opportunity of gaining an unique 10% low cost on our companiesand invitation to a webinara reminder of our Quantpedia Awards 2024 competitors, and at last, a standard bunch of latest articles and backtests.

So, firstlylet’s begin with a brand new Savings Plan Analysis report. The principal purpose of this report is to assist all customers assess how the Model Portfolio (chosen within the Portfolio Manager) would work as an underlying for periodic financial savings. As standard, initially of the evaluation, we use our multifactor mannequin to create a 100-year historical past of artificial portfolio based mostly in your Model Portfolio to increase the restricted historic time window that is normally accessible for a lot of the ETFs and buying and selling methods. Afterward, we pattern the artificial fairness curve and create roughly 100 10-year (120-months) historic time durations which might be first used to review how the one-time funding into the underlying mannequin portfolio would evolve over time. The outcomes will be reviewed within the desk and visualized kind on the prime of the report, whereby the newest 10-year time interval is highlighted.

In the following a part of the report, we proceed to simulate how the recurring funding of $100 a month (complete invested sum of $12.000) would fare over all the 10-year time durations. Users can examine the entire distribution of the outcomes, be it the ultimate portfolio worth, complete $ achieve, complete % achieve, or most threat over the 10-year durations.

Quantpedia in January 2024 - QuantPedia
Quantpedia in January 2024 - QuantPedia

This new software provides you a novel and invaluable perspective in your funding selections. It empowers you to make knowledgeable choices about your financial savings technique, making certain you may confidently select essentially the most appropriate portfolio on your monetary objectives and maximize your long-term returns.

Secondlywe want to ask you for help 🙂 We work very exhausting to enhance our companies, and each month, we deliver you new insights from the sphere of algo/quant analysis. We wish to grow to be even higher, and for that, we want to ask you to assist us and fill out the short Quantpedia’s survey that incorporates questions that can assist us to higher plan our work for an extended time frame on a strategic stage. Of course, we additionally worth your time, so we want to give you a 10% low cost coupon that can get each one among you who will fill out the survey. This coupon code is legitimate for the following 12 days (till the twenty first of February) and applies to all Quantpedia Prime/Premium/Pro subscriptions,

thirdly, we want to sincerely invite you to the upcoming on-line webinar/webinar the place the Quantpedia can be one of many audio system. The title of the webinar can be the ETFs Uncovered: Strategies, Data, and Innovations and you’ll achieve insights into the world of Exchange-Traded Funds (ETFs). Webinar’s panel friends (Wes Gray from Alpha Architect, Jack Kimmel from the ETF Global, Dan Hubscher from Changing Market Strategies, and me – Radovan VojtkoQuantpedia) will focus on the integral position of ETFs in trendy portfoliosprotecting the strategic and tactical purposes, differentiation methods for brand spanking new ETF merchandiseand the intriguing matter of Crypto ETFs, Don’t miss this chance and be part of us on Wednesday Feb 28, 2024, 10am ET (New York) Time,

Fourthlywe want to remind all of you of our Quantpedia Awards 2024 competitors. There continues to be plenty of time till the top of the submission deadline, however time flies very quick, and the top of April is right here very quickly. So do not forget to be part of our race for a $15.000 prize pool

At final, let’s additionally rapidly recapitulate Quantpedia Premium improvement:

Additionally, 6 new analysis articles had been revealed on the Quantpedia blog within the earlier month:

How to Build a Systematic Innovation Factor in Stocks
Authors: Margareta Pauchlyova, Radovan Vojtko
Title: How to Build a Systematic Innovation Factor in Stocks

Improving FX Carry Strategy with Exotic Currencies and the Frontier Markets
Author: Akos Turkey
Title: Exotic Currencies and the Frontier Premium in Foreign Exchange Markets

Are Cryptocurrencies Exposed to Traditional Factor Risks?
Author: Guilda Akbari, Adelphe Ekponon, and Zihan Guo
Title: Are Cryptocurrencies Exposed to Factor Risk?

Exploration of CTA Momentum Strategies Using ETFs
Author: Margareta Pauchlyova, Radovan Vojtko
Title: Exploration of CTA Momentum Strategies Using ETFs

Machine Learning Execution Time in Asset Pricing
Author: Umit Demirbaga and Yue Xu
Title: Machine Learning Execution Time in Asset Pricing

Pragmatic Asset Allocation Model for Semi-Active Investors
Author: Radovan Vojtko, Juliana Javorska
Title: Pragmatic Asset Allocation Model for Semi-Active Investors


Radovan Vojtko
CEO & Head of Research

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Do you’ve an thought for systematic/quantitative buying and selling or funding technique? Then be part of Quantpedia Awards 2024,

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