{"id":15707,"date":"2021-10-22T16:02:36","date_gmt":"2021-10-22T14:02:36","guid":{"rendered":"https:\/\/quantpedia.com\/?p=15707"},"modified":"2025-06-04T14:26:32","modified_gmt":"2025-06-04T12:26:32","slug":"on-the-creativity-collecting-and-design-of-systematic-trading-strategies","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/on-the-creativity-collecting-and-design-of-systematic-trading-strategies\/","title":{"rendered":"On the Creativity, Collecting and Design of Systematic Trading  Strategies"},"content":{"rendered":"<p class=\"wp-block-paragraph\"><strong><a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/\" target=\"_blank\">Quantpedia<\/a>&nbsp;started ten years ago in October 2011, and it was built out of necessity. The following article is a short recollection of the journey it has traveled. It&#8217;s a thought on the connection between creativity and our need to collect, analyze and categorize abstract ideas and how does it all help in the design of systematic trading strategies. <\/strong><\/p>\n\n\n<p><\/p><center>Video summary:<\/center><p><\/p>\n<figure class=\"wp-block-embed-youtube wp-block-embed is-type-video is-provider-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio responsive-video wp-embed-aspect-4-3\">\n<div class=\"wp-block-embed__wrapper\">\n<iframe title=\"A New Return Asymmetry Trading Strategy for Commodities - Quantpedia Explains (Trading Strategies)\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/S6jcqtgNdg8?list=PLxHtPNfvTm82UAYawJjOsdgM1zQ7c2T76\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div>\n<\/figure>\n\n\n<p class=\"wp-block-paragraph\">When I started my professional trading and investing journey, I was extremely curious. I digested every book related to trading that I could grasp. After I ran out of books, I started reading academic research articles that seemed much shorter and more information-dense. Academic research is usually very dry if we compare it to the usual 300-400 pages long book. But it&#8217;s much more packed with information, and that information efficiency was very attractive for me. But after I read 30 papers, I forgot what was written in the first one. So I started writing notes and organizing all of the trading strategy ideas and their characteristics and descriptions into a simple structure. After several years I had an extensive list of notes, and the first version of Quantpedia was born out of that notes in 2011.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">At that moment, I didn&#8217;t fully understand why I wrote notes and organized them. I was just overfilled with a stream of information, and I had to create a structure to make sense out of it. Only after a few years of collecting papers  I started to realize what I was doing. I started to see similarities between Quantpedia and other collections. I realized that my passion for collecting abstract ideas &#8211; systematic descriptions of trading strategies &#8211; is similar to the passion of other collectors. Entomologists collect bugs, poets collect old books, writers collect murder stories, painters look for old paintings, psychologists collect patient case studies. <a href=\"https:\/\/blog.bookstellyouwhy.com\/bid\/230018\/umberto-eco-as-consummate-book-collector\">Umberto Eco<\/a>, <a href=\"https:\/\/lithub.com\/10-famous-book-hoarders\/\">Ernest Hemingway<\/a>, and <a href=\"https:\/\/www.ianfleming.com\/ian-fleming-book-collector\/\">Ian Fleming<\/a> were famous book collectors; <a href=\"http:\/\/www.ilovelibraries.org\/article\/lucasfilm-research-library\">George Lucas<\/a> still is a famous collector of anything related to film-making. <a href=\"https:\/\/www.acollectedman.com\/blogs\/journal\/andy-warhol-collector\">Andy Warhol<\/a> was an art collector, and <a href=\"https:\/\/www.artsy.net\/article\/artsy-editorial-inside-weird-magical-collections-artists\">he was not the only one<\/a>. All around the world, people are collecting. So why do we do it?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">For me, the creative process of building a new idea was always connected to the inspiration that comes from somebody else&#8217;s work. It is sometimes said that modern civilization is built on the backs of our predecessors. Innovation is built on top of the knowledge we have already acquired.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large is-resized\"><img decoding=\"async\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2021\/10\/Picture-120-Quantpedia-as-an-Inspiration-748x1024.png\" alt=\"\" class=\"wp-image-15719\" width=\"187\" height=\"256\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/Picture-120-Quantpedia-as-an-Inspiration-748x1024.png 748w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/Picture-120-Quantpedia-as-an-Inspiration-219x300.png 219w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/Picture-120-Quantpedia-as-an-Inspiration.png 935w\" sizes=\"(max-width: 187px) 100vw, 187px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">I always used Quantpedia as a library of building tools &#8211; an adult version of Lego that I can utilize to build something new. I can break individual strategy ideas into smaller parts, bend them, mix them together and build something unique. That &#8220;Bend, Break, Blend&#8221; process is exactly what David Eagleman described in his book &#8220;<a rel=\"noreferrer noopener\" href=\"https:\/\/www.amazon.com\/Runaway-Species-human-creativity-remakes\/dp\/1936787520\" target=\"_blank\">The Runaway Species<\/a>&#8220;. What I subconsciously did is natural to all people. Our desire to collect things and abstract concepts is a necessary ingredient in our quest for creativity. <strong>The good original idea (painting, song, trading strategy etc.) is usually in a sweet spot on the creativity curve between ordinary (common) ideas that already exist and absolutely freakish ideas that are maybe original but totally useless. <\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large is-resized\"><img fetchpriority=\"high\" decoding=\"async\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2021\/10\/Picture-119-Creativity-Curve-1024x704.png\" alt=\"\" class=\"wp-image-15717\" width=\"512\" height=\"352\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/Picture-119-Creativity-Curve-1024x704.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/Picture-119-Creativity-Curve-300x206.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/Picture-119-Creativity-Curve.png 1280w\" sizes=\"(max-width: 512px) 100vw, 512px\" \/><figcaption class=\"wp-element-caption\"><strong>The Creativity Curve<\/strong><\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">So to find that good and original idea (for example, for a new trading strategy), we must first have a very extensive collection of what already exists. We must know where the boundary is to push it a little further into the sweet spot of a new idea that&#8217;s creative but not too far-fetched. That&#8217;s what the Quantpedia is for me &#8211; the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/\"><strong>library<\/strong><\/a>, the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\"><strong>playbox<\/strong><\/a>, and the tool for finding an <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quantpedia-as-an-inspiration\/\"><strong>inspiration<\/strong><\/a>. I sincerely hope that it&#8217;s also for you, our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">readers<\/a>, and our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">clients<\/a>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">After a few years, I realized that I needed help in my &#8220;collecting of ideas&#8221;. So I hired colleagues to help me fuel my research passion and desire for a wide collection of trading building blocks, and after that, Quantpedia started to mature.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large is-resized\"><img decoding=\"async\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2021\/10\/GROUP-PHOTO-1024x556.png\" alt=\"\" class=\"wp-image-15722\" width=\"512\" height=\"278\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/GROUP-PHOTO-1024x556.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/GROUP-PHOTO-300x163.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/GROUP-PHOTO-1536x834.png 1536w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2021\/10\/GROUP-PHOTO-2048x1112.png 2048w\" sizes=\"(max-width: 512px) 100vw, 512px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">What will the next 10 years bring for Quantpedia? My team and I have a few plans to help us fulfill <a href=\"https:\/\/test.quantpedia.local\/quantpedia-mission\/\">our mission<\/a> &#8211; <strong>to bolster creativity and process academic research into a more user-friendly form to help anyone looking for new trading strategy ideas<\/strong>. We want to make the process of bending, breaking, and blending easier for you. So stay tuned \ud83d\ude09<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Yours,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Radovan Vojtko<br>CEO &amp; Head of Research<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-854363cc-8450-4dc0-a06a-c737766e9431\"><strong>Are you looking for more strategies to read about? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/sign-up-for-our-newsletter\/\">Sign up for our newsletter<\/a> or visit our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Blog<\/a> or <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener\">Screener<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-65925002-6290-4d3b-b5cd-f3a277851ec8\"><strong>Do you want to learn more about Quantpedia Premium service? Check <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/\">how Quantpedia works<\/a>, <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About\">our mission<\/a> and <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Premium pricing offer<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-34bf63ae-5a22-40a3-aeb4-769374e833d8\"><strong>Do you want to learn more about Quantpedia Pro service? Check its <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">description<\/a>, watch <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-explains\/\">videos<\/a>, review <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">reporting capabilities<\/a> and visit our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">pricing offer<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-21942b3a-14d9-4c0f-b8ef-04d64675e253\"><strong>Are you looking for historical data or backtesting platforms? Check our list of&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/links-tools\/?category=algo-trading-discounts\">Algo Trading Discounts<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Would you like free access to <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">our services<\/a>? Then, <a href=\"https:\/\/lightspeed.com\/lp\/quantpedia-lightspeed-financial-services-group-one-free-year-promotion\" title=\"\">open an account with Lightspeed<\/a> and enjoy one year of Quantpedia Premium at no cost.<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-4c45d6c9-c8dd-4283-8743-bf573cfa4d45\"><strong>Or follow us on:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-476e95ed-31a5-4c4d-b701-5203f9fb2e24\"><strong>Facebook <a href=\"https:\/\/www.facebook.com\/groups\/quantstrategies\">Group<\/a>, Facebook <a href=\"https:\/\/www.facebook.com\/quantpedia\/\">Page<\/a>, <a href=\"https:\/\/twitter.com\/quantpedia\">Twitter<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/quantpedia\">Linkedin<\/a>, <a href=\"https:\/\/quantpedia.medium.com\/\">Medium<\/a> or <a href=\"https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg\">Youtube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p><strong><a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/\" target=\"_blank\">Quantpedia<\/a>\u00a0started ten years ago in October 2011, and it was built out of necessity. The following article is a short recollection of the journey it has traveled. It&#8217;s a thought on the connection between creativity and our need to collect, analyze and categorize abstract ideas and how does it all help in the design of systematic trading strategies.<\/strong><\/p>","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[158,159],"class_list":["post-15707","post","type-post","status-publish","format-standard","hentry","category-uncategorized","tag-case-study","tag-own-research"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/15707","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=15707"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/15707\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=15707"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=15707"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=15707"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}