{"id":18370,"date":"2022-04-06T16:24:30","date_gmt":"2022-04-06T14:24:30","guid":{"rendered":"https:\/\/quantpedia.com\/?p=18370"},"modified":"2025-06-04T14:35:52","modified_gmt":"2025-06-04T12:35:52","slug":"quantpedia-in-march-2022","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-march-2022\/","title":{"rendered":"Quantpedia in March 2022"},"content":{"rendered":"

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

As every month, let me recapitulate the work that we did on Quantpedia in March. <\/p>\n\n\n\n

Firstly<\/strong>, I would like to show you the new export feature in the Quantpedia Pro<\/a> service. Now you can download data as .csv or .xlsx from each Quantpedia Pro report chart<\/a> for your further analysis<\/strong>. This way, you can use any calculation performed by Quantpedia Pro (be it Markowitz optimization<\/a>, VaR<\/a>, DCA<\/a>, risk parity<\/a>, CPPI<\/a>, volatility targeting<\/a>, clustering<\/a> o multi-factor analysis<\/a>) and use it as an input in your work.<\/p>\n\n\n\n

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Secondly<\/strong>, we simplified the integration of the Quantpedia Pro<\/a> service with the Quantconnect backtesting engine<\/a>. Now you can very easily upload the equity curve of any trading strategy that you backtested in Quantconnect into Quantpedia Pro<\/strong> and then use that strategy as a building block for modeling your multi-factor portfolio. Or you can investigate the trading strategy’s correlation<\/a> to other factors, perform multi-factor regression<\/a>, inspect the strategy’s seasonality<\/a>, trend\/reversal<\/a> overlay, inflation sensitivity<\/a>, crisis analysis<\/a>, and much more. <\/p>\n\n\n\n

How can you do it? When you have a strategy written in the Quantconnect environment, just go to the Results tab, then to the Share tab, press the button to share results, and copy the strategy’s link. <\/p>\n\n\n\n

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Then you can paste the link into the Quantpedia Pro import window. <\/p>\n\n\n\n

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We will import only the backtest strategy’s equity curve; we do not have access to your trading rules or any actual underlying information about realized trades. Only the daily percentual performance of your strategy is uploaded and used to re-create your strategy’s equity curve, which is then used for further analysis.<\/p>\n\n\n\n

Thirdly<\/strong>, we have a new Quantpedia Pro report for you. In response to higher inflation, the whole world surely moves to a higher interest rate environment. Our new Fixed Income Phases Analysis<\/strong> report will offer you a glimpse into the behavior of your trading strategy or your custom multi-strategy multi-asset portfolio in reaction to moves in the fixed income market. You can analyze past, forward performance, and correlation, plus see how your strategy or portfolio moves in different fixed income market regimes.<\/p>\n\n\n\n

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Let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n