{"id":17846,"date":"2022-03-04T21:16:20","date_gmt":"2022-03-04T20:16:20","guid":{"rendered":"https:\/\/quantpedia.com\/?p=17846"},"modified":"2025-06-04T14:27:55","modified_gmt":"2025-06-04T12:27:55","slug":"quantpedia-in-february-2022","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-february-2022\/","title":{"rendered":"Quantpedia in February 2022"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello all,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">It has been a very tense period towards the end of February. Like the rest of the world, we were watching how the Ukrainian crisis erupted into a full-fledged war. Ukraine is our neighboring country (as our headquarter is&nbsp;<a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/contact\/\" target=\"_blank\">located in the nearby Slovak Republic<\/a>), and we are not indifferent to this conflict. We can see the tragic consequences, and we strongly denounce this Russian aggression against Ukraine. Therefore, beginning of the 27th of February, the <strong>Quantpedia webpage was blocked for any traffic from the Russian Federation and the Republic of Belarus<\/strong>. Oppressors do not need quant models &#8230;<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Fortunately, we live in a country that&#8217;s not under attack, and we can continue to work, research and write for you, our readers. We published our primer for&nbsp;<a rel=\"noreferrer noopener\" target=\"_blank\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/beware-of-excessive-leverage-introduction-to-kelly-and-optimal-f\/\">Kelly and Optimal F methods<\/a>&nbsp;a few days ago. So how does our new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">Quantpedia Pro<\/a> report, built based on those theories, work?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">As always, you may pick any combination of market, systematic factors, and\/or your own uploaded equity curves and build your model portfolio. Our report will then helps you not to overbet when assessing the maximal leverage that\u2019s rational to employ in your portfolio. You can compare the performance of your default model portfolio to different variants of strategies that employ optimal leverage.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"882\" height=\"339\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/03\/Untitled-326-Terminal-Wealth.jpg\" alt=\"\" class=\"wp-image-17850\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/03\/Untitled-326-Terminal-Wealth.jpg 882w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/03\/Untitled-326-Terminal-Wealth-300x115.jpg 300w\" sizes=\"(max-width: 882px) 100vw, 882px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"867\" height=\"699\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/03\/Untitled-327-Kelly-equity-curve.jpg\" alt=\"\" class=\"wp-image-17851\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/03\/Untitled-327-Kelly-equity-curve.jpg 867w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/03\/Untitled-327-Kelly-equity-curve-300x242.jpg 300w\" sizes=\"(max-width: 867px) 100vw, 867px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">BTW, if you are interested in more money management topics, you may also check our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/position-sizing\/\">Position Sizing<\/a> course, that&#8217;s part of <a href=\"https:\/\/quantra.quantinsti.com\/courses?ref=radovanvojtko1\">QuantInsti Quantra&#8217;s offer<\/a>.<\/p>\n\n\n\n<hr class=\"wp-block-separator\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">Let\u2019s also quickly recapitulate <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\"><strong>Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>11 new&nbsp;<a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPremium=Only+Premium\" target=\"_blank\">Quantpedia Premium strategies<\/a>&nbsp;have been added to our database<\/li><li>15 new related research papers have been included in existing Premium strategies during the last month<\/li><li>10 new <a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener?FilterQuantConnect=With%20QuantConnect%20Code\" target=\"_blank\">backtests were written in QuantConnect code<\/a>. Our database currently contains over 540 strategies with out-of-sample backtests\/codes.<\/li><\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 6 new articles were published on the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Quantpedia blog<\/a> in the previous month, 3x analysis of academic research papers and 3x <strong>Quantpedia studies<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/are-there-seasonal-intraday-or-overnight-anomalies-in-bitcoin\/\">Are There Seasonal Intraday or Overnight Anomalies in Bitcoin?<\/a><\/strong><\/li><li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/whats-the-relation-between-grid-trading-and-delta-hedging\/\">What\u2019s the Relation Between Grid Trading and Delta Hedging?<\/a><\/strong><\/li><li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/beware-of-excessive-leverage-introduction-to-kelly-and-optimal-f\/\">Beware of Excessive Leverage \u2013 Introduction to Kelly and Optimal F<\/a><\/strong><\/li><\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Analysis of research papers:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/should-factor-investors-neutralize-the-sector-exposure\/\"><strong>Should Factor Investors Neutralize the Sector Exposure?<\/strong><\/a><br><strong>Authors<\/strong>: Sina Ehsani, Campbell R. Harvey, and Feifei Li<br><strong>Title<\/strong>:&nbsp; Is Sector-neutrality in Factor Investing a Mistake?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-utilize-anticipated-etf-rebalances\/\"><strong>How to Utilize Anticipated ETF Rebalances<\/strong><\/a><br><strong>Author<\/strong>: Sida Li<br><strong>Title<\/strong>:&nbsp; Should Passive Investors Actively Manage Their Trades?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/cryptocurrency-stablecoins-a-review-of-recent-research\/\"><strong>Cryptocurrency Stablecoins \u2013 A Review of Recent Research<\/strong><\/a><br><strong>Authors<\/strong>: Christian Catalini, Alonso de Gortari and Nihar Shah<br><strong>Title<\/strong>:&nbsp; Some Simple Economics of Stablecoins<br><strong>Authors<\/strong>: Jean Barthelemy, Paul Gardin and Beno\u00eet Nguyen<br><strong>Title<\/strong>:&nbsp; Stablecoins and the real economy<br><strong>Author<\/strong>: Carol Alexander<br><strong>Title<\/strong>:&nbsp; The Tether-Binance Axis and the Great Crypto Crash of 2022<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Yours \u2026<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Radovan Vojtko<br>CEO &amp; Head of Research<\/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>\u00bfBuscas m\u00e1s estrategias para leer? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/sign-up-for-our-newsletter\/\">Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Blog<\/a> o <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener\">Evaluador<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-65925002-6290-4d3b-b5cd-f3a277851ec8\"><strong>\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Premium? Consulta <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/\">C\u00f3mo funciona Quantpedia<\/a>, <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About\">nuestra misi\u00f3n<\/a> y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Oferta de precios premium<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-34bf63ae-5a22-40a3-aeb4-769374e833d8\"><strong>\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Pro? Compru\u00e9balo <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">descripci\u00f3n<\/a>, mirar <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-explains\/\">videos<\/a>, revisar <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">capacidades de generaci\u00f3n de informes<\/a> y visite nuestro <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">oferta de precios<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-21942b3a-14d9-4c0f-b8ef-04d64675e253\"><strong>\u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/links-tools\/?category=algo-trading-discounts\">Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u00bfTe gustar\u00eda tener acceso gratuito a? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">nuestros servicios<\/a>? Entonces, <a href=\"https:\/\/lightspeed.com\/lp\/quantpedia-lightspeed-financial-services-group-one-free-year-promotion\" title=\"\">Abre una cuenta con Lightspeed.<\/a> y disfrute de un a\u00f1o de Quantpedia Premium sin costo alguno.<\/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>O s\u00edguenos en:<\/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\">Grupo<\/a>, Facebook <a href=\"https:\/\/www.facebook.com\/quantpedia\/\">P\u00e1gina<\/a>, <a href=\"https:\/\/twitter.com\/quantpedia\">Gorjeo<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/quantpedia\">LinkedIn<\/a>, <a href=\"https:\/\/quantpedia.medium.com\/\">Medio<\/a> o <a href=\"https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg\">YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p>Hello all,<\/p>\n<p>What have we accomplished in the last month?<\/p>\n<p>\u2013 A new Quantpedia Pro report &#8211; <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/beware-of-excessive-leverage-introduction-to-kelly-and-optimal-f\/\"><strong>Kelly &#038; Optimal F<\/strong><\/a><br \/>\n\u2013 11 new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-premium\/\"><strong>Quantpedia Premium<\/strong><\/a> strategies have been added to our database<br \/>\n\u2013 15 new related research papers have been included in existing Premium strategies during the last month<br \/>\n\u2013 Additionally, we have produced 10 new backtests written in <a href=\"https:\/\/www.quantconnect.com\/?utm_source=sdkfjssdfgsdm5qwlks8323dslkdfjsx246s30dlsaaslgk&#038;ref=radovanvojtko\"><strong>QuantConnect<\/strong><\/a> code<br \/>\n\u2013 And finally, 3+3 new blog posts that you may find interesting have been published on our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\"><strong>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-17846","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/17846","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=17846"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/17846\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=17846"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=17846"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=17846"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}