What are the Strategy Grading charts depicting?<\/p>\n\n\n\n
Dots (ETFs\/strategies) that are located more in the top right corner are the ones that were the most valuable for the portfolio construction over the selected time period. They had the highest risk-adjusted performance (Sharpe ratio measure) and the lowest correlation to all of the other peers. On the other hand, dots that are located more in the bottom left corner were less useful from the perspective of the portfolio construction.<\/p>\n\n\n\n How can we use this report in the day-to-day portfolio management workflow?<\/p>\n\n\n\n A location of the dot that represents the selected Model Portfolio shows how it fares against its peers (be it ETFs or systematic trading strategies). We can see which ETFs\/strategies can be a useful addition to the portfolio (those that are located more to the top right corner), and if we analyze the individual components of the portfolio, we can also see which were detrimental to the overall risk-return characteristic of the Model Portfolio.<\/p>\n\n\n\n Let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n Additionally, 5 new articles were published on the Quantpedia blog<\/a> in the previous month, 3x analysis of academic research paper and 2x Quantpedia study<\/strong>:<\/p>\n\n\n\n And here are links to 3x analysis of research papers:<\/strong><\/p>\n\n\n\n How to Deal With Missing Financial Data<\/a><\/strong> Time Series Variation in the Factor Zoo<\/a><\/strong> An Investor\u2019s Guide to Cryptocurrencies<\/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 the Strategy Grading![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/03\/Picture-266-Model-Portfolio-vs-ETFs.png\")
<\/figure>\n\n\n\n
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Authors<\/strong>: Svetlana Bryzgalova, Sven Lerner, Martin Lettau and Markus Pelger
Title<\/strong>: Missing Financial Data<\/p>\n\n\n\n
Autores:<\/strong> Hendrik Bessembinder, Aaron Burt, and Christopher M. Hrdlicka
T\u00edtulo:<\/strong> Time Series Variation in the Factor Zoo<\/p>\n\n\n\n
Autores:<\/strong> Harvey, Campbell R. and Abou Zeid, Tarek and Draaisma, Teun and Luk, Martin and Neville, Henry and Rzym, Andre and van Hemert, Otto
T\u00edtulo:<\/strong> An Investor\u2019s Guide to Crypto<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\u2013 10 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 11 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 7 new backtests written in QuantConnect<\/strong><\/a> code
\n\u2013 And finally, 3+2 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-25029","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/25029","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=25029"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/25029\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=25029"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=25029"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=25029"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}