{"id":5152,"date":"2019-10-22T09:26:00","date_gmt":"2019-10-22T07:26:00","guid":{"rendered":"https:\/\/quantpedia.com\/?page_id=5152"},"modified":"2020-02-10T17:08:27","modified_gmt":"2020-02-10T16:08:27","slug":"case-study-how-to-use-quantpedia","status":"publish","type":"page","link":"https:\/\/vvv.quantpedia.com\/es\/case-study-how-to-use-quantpedia\/","title":{"rendered":"Case study – How to use Quantpedia"},"content":{"rendered":"

This is a case study of how to use Quantpedia\u2019s database itself, with an aim to present a possible usage of strategies from our database.<\/strong><\/span><\/p>\n

We will pick several strategies, perform their backtest and create a composite strategy made of building blocks.

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Strategies on Quantpedia.com are presented in a form of “Strategy Reviews”<\/em>. Each strategy consists of several parts. We provide a very short description and fundamental reasons for functionality and performance, risk and various other characteristics extracted from source academic (see example below).<\/em><\/span><\/p>\n

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Each strategy is also described by several keywords. Users can use our Screening tool<\/a> and screen categorised strategies.<\/span><\/p>\n

For the purpose of this show-case, we have decided to focus on one trading style \u2013 seasonal anomalies<\/strong>.<\/span><\/p>\n

The first filter in our screener is \u201cMarkets\u201c, where we have picked equities. Secondly, various characteristics of strategies could be simply found by searching with keywords. In this case, we would choose the keyword \u201eSeasonality\u201c.<\/span><\/p>\n

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Lastly, we would pick \u201cOnly Free\u201c from the Free\/Premium filter. Therefore we picked strategies which are available for free and no subscription is needed to read about them.<\/span><\/p>\n

The four strategies we picked are:<\/span><\/strong><\/p>\n