{"id":13940,"date":"2021-08-04T00:13:36","date_gmt":"2021-08-03T22:13:36","guid":{"rendered":"https:\/\/quantpedia.com\/?p=13940"},"modified":"2025-06-04T14:31:17","modified_gmt":"2025-06-04T12:31:17","slug":"quantpedia-in-july-2021","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-july-2021\/","title":{"rendered":"Quantpedia in July 2021"},"content":{"rendered":"

Hello all,<\/p>\n\n\n\n

It has become a small tradition to summarize what have we accomplished in the last month. So what you can look forward to? <\/p>\n\n\n\n

The most interesting developments are our two new Quantpedia Pro<\/strong><\/a> reports – we call them “Market Segments<\/strong>” and “Strategy Segments<\/strong>“. The main goal of both reports is to give you the possibility to quickly assess the current state of different segments of financial markets. The “Market Segment<\/strong>” shows 1M, YTD and 12M Performance of traditional passive market factors in 8 different sections – equity sectors, styles, regions, countries, commodities, currencies, fixed income and alternatives.<\/p>\n\n\n\n

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The “Strategy Segments<\/strong>” report is dedicated especially for quants as it shows the performance of the 5 best (and worst) systematic model trading strategies out of our database. Charts show 1M, YTD and 12M Performance of Equity Long-Short<\/strong>, Trend Following<\/strong>, Crisis Hedge<\/strong>, Day<\/strong> y Swing Trading<\/strong>, ETF Trading<\/strong> y Crypto Trading<\/strong> strategies. Both reports are updated on a monthly basis, and we hope they will help our users to orientate in the actual landscape of quantitative trading strategies.<\/p>\n\n\n\n

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And now, let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development: 11 new Quantpedia Premium strategies<\/a> have been added to our database, and 10 new related research papers have been included in existing Premium strategies during the last month. Additionally, we have produced 10 new backtests written in QuantConnect code<\/a>. Our database currently contains over 460 strategies with out-of-sample backtests\/codes.<\/p>\n\n\n\n

Plus, we have redesigned our “Quantpedia Explains<\/a>” subpage, which now contains short demo videos of Quantpedia Pro service and multiple case studies. In the following blog post<\/a>, you may read a quick recapitulation of five quick market\/portfolio insights built from Quantpedia Pro reporting. <\/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

Book Value in Modern Era<\/a><\/strong>
Autores:<\/strong> Ki-Soon Choi, Eric C. So and Charles C. Y. Wang
T\u00edtulo:<\/strong> Going by the Book: Valuation Ratios and Stock Returns<\/p>\n\n\n\n

Do SPACs Generate Abnormal Returns?<\/a><\/strong>
Autores:<\/strong> Eason Chong, Emily Zhong, Fannie Li, Qianyi Li, Saharsh Agrawal and Qingquan Zhang
T\u00edtulo:<\/strong> Comprehensive Study of Special-Purpose Acquisition
Company (SPAC): An Investment Perspective<\/p>\n\n\n\n

Man vs. Machine: Stock Analysis<\/a><\/strong>
Autores:<\/strong> Sean Cao, Wei Jiang, Junbo L. Wang and Baozhong Yang
T\u00edtulo:<\/strong> From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses<\/p>\n\n\n\n

Introduction to CPPI \u2013 Constant Proportion Portfolio Insurance<\/a><\/strong>
Author:<\/strong> Daniela Hanicova
T\u00edtulo:<\/strong> Introduction to CPPI \u2013 Constant Proportion Portfolio Insurance<\/p>\n\n\n\n

Stay safe \u2026<\/p>\n\n\n\n

Radovan Vojtko
CEO & Head of Research<\/p>\n\n\n\n

\n\n\n\n

\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

\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

What have we accomplished in the last month? <\/p>\n

\u2013 11 new Quantpedia Premium strategies<\/strong><\/a> have been added to our database
\n\u2013 10 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 10 new backtests written in QuantConnect code<\/strong><\/a>
\n\u2013 Two new Quantpedia Pro<\/strong><\/a> reports – “Market Segments” and “Strategy Segments”
\n\u2013 Redesigned “Quantpedia Explains<\/strong><\/a>” subpage now contains both short demo videos and multiple case studies.
\n\u2013 And finally, four new blog posts that you may find interesting have been published on our Quantpedia blog<\/strong><\/a> in the previous month<\/p>","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-13940","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/13940","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/comments?post=13940"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/13940\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=13940"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=13940"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=13940"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}