Quantpedia Premium Update – June 30th

Five new strategies have been added. Three new related research paper have been included into existing strategy reviews and six new short free blog posts have been published during last few weeks. Plus, six trading strategies have been backtested in QuantConnect in the previous two weeks.

Continue reading »

Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity Anomalies

An autonomous research agent replicated nine published US-equity anomalies on clean, survivorship-free data. The question is not only what it found (out-of-sample decay is the rule, and on a faithful build none survive — the lone apparent survivor turned out to be a construction error the discipline caught) but whether you can trust an agent to find it, and the checks that decide the answer.

Continue reading »