Hello all,
The most significant event on our page in February was the introduction of our new Quantpedia Pro platform. We have received positive feedback so far to it; therefore, feel free to revisit our short article describing the main features of this new service and its design and reporting capabilities.
But naturally, we have not forgotten to do our homework for our other services. So, let us recapitulate last month of Quantpedia’s research. Ten new Quantpedia Premium strategies have been added to our database, and ten new related research papers have been included in existing Premium strategies during the last month.
Additionally, we have produced 12 new backtests written in QuantConnect code. Our database currently contains over 410 strategies with out-of-sample backtests/codes.
Also, three new blog posts, that you may find interesting, have been published on our Quantpedia blog:
Basic Properties of Various Real Asset Portfolios
Autores: Harsh Parikh and Wenbo Zhang
Título: The Diversity of Real Assets: Portfolio Construction for Institutional Investors
Fake Trading on Crypto Exchanges
Autores: Dan Amiram, Evgeny Lyandres and Daniel Rabetti
Título: Competition and Product Quality: Fake Trading on Crypto Exchanges
A Robust Approach to Multi-Factor Regression Analysis
Author: Matus Padysak
Título: A Robust Approach to Multi-Factor Regression Analysis
Stay safe …
Radovan Vojtko
CEO & Head of Research
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