Our report uses Monte Carlo sampling with replacement. We create 100 new alternative histories of your trading strategy (or any model portfolio built in the Portfolio Manager<\/a>) and review the cumulative returns of the simulated strategies and the 95th, 75th, 50th, 25th, 10th, 5th, 1st, and the 0th percentile of the risk and return characteristics. We suggest paying attention and analyzing the worst-case scenarios (10th, 5th, 1st, and the 0th percentile).<\/p>\n\n\n\n Let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n Additionally, 8 new articles were published on the Quantpedia blog<\/a> in the previous month, 3x analysis of academic research papers and 5x Quantpedia studies<\/strong>:<\/p>\n\n\n\n Analysis of research papers:<\/strong><\/p>\n\n\n\n Carbon Futures \u2013 Emerging Asset with Hedging Benefits<\/a><\/strong> How Often Should We Rebalance Equity Factor Portfolios?<\/a><\/strong> Grading and Merging ESG Scores from Multiple Providers<\/a><\/strong> Yours \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 What have we accomplished in the last month?<\/p>\n \u2013 A new Quantpedia Pro<\/strong><\/a> report \u2013 Monte Carlo Analysis![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/06\/Picture-184-Monte-Carlo-report-1024x774.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/06\/Picture-185-Car-and-Volatility-distribution.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/06\/Picture-185-Sharpe-and-Max-DD-distribution.png\")
<\/figure>\n\n\n\n
\n\n\n\n
Authors<\/strong>: Sercan Demiralay, Gaye Hatice Gencer, Selcuk Bayraci
Title<\/strong>: Carbon Credit Futures as an Emerging Asset Hedging, Diversification and Downside Risks<\/p>\n\n\n\n
Author<\/strong>s: Emlyn Flint, Rademeyer Vermaak
Title<\/strong>: Factor Information Decay: A Global Study<\/p>\n\n\n\n
Author<\/strong>: Invest Verte
Title<\/strong>: Invest Verte Framework<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
\n\n\n\n
\n\n\n\n
\n\u2013 9 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 15 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<\/strong><\/a> code
\n\u2013 And finally, 5+3 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-19266","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/19266","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=19266"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/19266\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=19266"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=19266"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=19266"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}