And now, let’s move to our Quantpedia Pro<\/a> subscription offering news. <\/p>\n\n\n\n Our clients often mentioned one particular report as something they would love to see in the Quantpedia Pro – it’s the Markowitz Portfolio Optimization<\/strong>, and we are really happy that we can announce that it’s ready \ud83d\ude42 <\/p>\n\n\n\n What does it offer?<\/a> It allows you to see classical risk vs. return charts that display how your selected Model Portfolio<\/strong> performs in comparison to other optimal portfolios built from the same individual components. You can review Tangency portfolio <\/strong>\u2013 the so-called optimal portfolio that realizes the highest possible Sharpe ratio, Minimum Variance portfolio <\/strong>\u2013 portfolio with the lowest risk and Maximum Return portfolio,<\/strong> the Efficient Frontier<\/strong> (a hyperbola representing portfolios with all the different combinations of assets that result into efficient portfolios), and Capital Market Line<\/strong> \u2013 that represents a portfolios of different combinations of a risk-free asset and a Tangency Portfolio. Additionally, our report shows portfolio weights along the Efficient Frontier.<\/p>\n\n\n\n The Markowitz Portfolio Optimization<\/a><\/strong> report charts are displayed for various periods (actual 12-months period, the longest available period, and periods that contain various significant market drawdowns) and for various constraints (long-only portfolio, 0% to 50% weights, -50 to 50% weights and no constraints). We will again publish a short article about all of the math & methods behind this report in a few days.<\/p>\n\n\n\n Plus, two new additional Quantpedia Pro<\/a> reports are again related to the Risk Parity<\/strong> portfolio allocation strategies<\/a>. In April, we implemented the Naive Risk Parity<\/strong> method and May was dedicated to the implementation of Equal Risk Contribution<\/strong> y Maximum Diversification<\/strong> methods. All Risk Parity methods contain similar charts (equity curves, performance table, risk contributions, volatility contributions), plus we have added two new charts – marginal risk contribution and diversification ratio over time.<\/p>\n\n\n\n And finally, four new blog posts that you may find interesting have been published on our Quantpedia blog<\/a> in the previous month:<\/p>\n\n\n\n Measuring Financial Investors Presence in Commodities<\/a><\/strong> Pump and Dump in Cryptocurrencies<\/a><\/strong> ESG Incidents and Shareholder Value<\/a><\/strong> <\/a>Risk Parity Asset Allocation<\/a><\/strong> Stay safe \u2026<\/p>\n\n\n\n Radovan Vojtko \u00bfBuscas m\u00e1s estrategias para leer? Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra Blog<\/a> o Evaluador<\/a><\/strong>.<\/p>\n\n\n\n \u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Premium? Consulta C\u00f3mo funciona Quantpedia<\/a>, nuestra misi\u00f3n<\/a> y Oferta de precios premium<\/a>.<\/strong><\/p>\n\n\n\n \u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Pro? Compru\u00e9balo descripci\u00f3n<\/a>, mirar videos<\/a>, revisar capacidades de generaci\u00f3n de informes<\/a> y visite nuestro oferta de precios<\/a>.<\/strong><\/p>\n\n\n\n \u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n \u00bfTe gustar\u00eda tener acceso gratuito a? nuestros servicios<\/a>? Entonces, Abre una cuenta con Lightspeed.<\/a> y disfrute de un a\u00f1o de Quantpedia Premium sin costo alguno.<\/strong><\/p>\n\n\n\n O s\u00edguenos en:<\/strong><\/p>\n\n\n\n Facebook Grupo<\/a>, Facebook P\u00e1gina<\/a>, Gorjeo<\/a>, LinkedIn<\/a>, Medio<\/a> o YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":" Hello all,<\/p>\n Let’s first very quickly recapitulate Quantpedia Premium development in the previous month: Ten new Quantpedia Premium strategies<\/strong><\/a> 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 11 new backtests written in QuantConnect code<\/strong><\/a>. Our database currently contains over 440 strategies with out-of-sample backtests\/codes.<\/p>\n![\"Markowitz](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2021\/06\/Untitled-311-Markowitz-Optimization-1-1024x839.jpg\")
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Autores:<\/strong> Zeno Adams, Solene Collot and Davide Rossi
Titles:<\/strong> Measuring Financial Investor Presence through Term Structure Anomalies<\/p>\n\n\n\n
Autores:<\/strong> Anirudh Dhawan and T\u0101lis J. Putni\u0146\u0161 & Tao Li, Donghwa Shin and Baolian Wang & Jiahua Xu and Benjamin Livshits
T\u00edtulo:<\/strong> A New Wolf in Town? Pump-and-Dump Manipulation in Cryptocurrency Markets & Cryptocurrency Pump-and-Dump Schemes & The Anatomy of a Cryptocurrency Pump-and-Dump Scheme<\/p>\n\n\n\n
Author:<\/strong> Simon Glossner
T\u00edtulo:<\/strong> ESG Incidents and Shareholder Value<\/p>\n\n\n\n
Author:<\/strong> Daniela Hanicova
T\u00edtulo:<\/strong> Risk Parity Asset Allocation<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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