The Model Portfolio vs. Asset Universe (Volatility Adjusted) Performances<\/strong> charts – depict the equity curve of your selected Model Portfolio<\/a><\/strong> against its peers (ETFs or Quantpedia’s systematic trading strategies<\/a>). The chart that shows volatility-adjusted performance rescales competing strategies to the same volatility as the selected Model Portfolio; therefore, it better shows how your portfolio fares against alternatives on a risk-adjusted basis. Of course, the higher the equity curve of your portfolio is, the better.<\/p>\n\n\n\n The Sharpe Ratio Percentile Curve<\/strong> chart displays in another way how your Model Portfolio (and its constituents) fares against ETFs or Quantpedia’s systematic trading strategies<\/a>.<\/p>\n\n\n\n The Asset Universe Clustering<\/strong> uses the Partitioning Around Medoids<\/a> clustering method to find the clusters in the universe of ETFs (or Quantpedia’s systematic trading strategies<\/a>) and shows how related is the Model Portfolio<\/strong><\/a> to its alternatives.<\/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, 4x analysis of academic research paper and 1x Quantpedia study<\/strong>:<\/p>\n\n\n\n And here are links to 4x analysis of research papers:<\/strong><\/p>\n\n\n\n Are Funds Flows Influenced by Mortality?<\/a><\/strong> Political Beliefs Matter for Fund Managers<\/a><\/strong> Evaluating Factor Models in China<\/a><\/strong> Price Momentum or Factor Momentum: What Leads What?<\/a><\/strong> Yours \u2026<\/p>\n\n\n\n Radovan Vojtko Are you looking for more strategies to read about? Sign up for our newsletter<\/a> or visit our Blog<\/a> or Screener<\/a><\/strong>.<\/p>\n\n\n\n Do you want to learn more about Quantpedia Premium service? Check how Quantpedia works<\/a>, our mission<\/a> and Premium pricing offer<\/a>.<\/strong><\/p>\n\n\n\n Do you want to learn more about Quantpedia Pro service? Check its description<\/a>, watch videos<\/a>, review reporting capabilities<\/a> and visit our pricing offer<\/a>.<\/strong><\/p>\n\n\n\n Are you looking for historical data or backtesting platforms? Check our list of Algo Trading Discounts<\/a><\/strong>.<\/p>\n\n\n\n Would you like free access to our services<\/a>? Then, open an account with Lightspeed<\/a> and enjoy one year of Quantpedia Premium at no cost.<\/strong><\/p>\n\n\n\n Or follow us on:<\/strong><\/p>\n\n\n\n Facebook Group<\/a>, Facebook Page<\/a>, Twitter<\/a>, Linkedin<\/a>, Medium<\/a> or Youtube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":" Hello all,<\/p>\n What have we accomplished in the last month?<\/p>\n \u2013 An extension of the Strategy Grading Quantpedia Pro<\/strong><\/a> report![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/05\/Picture-280-Model-portfolio-vs-other-strategies.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/05\/Picture-280-Model-portfolio-vs-other-strategies-clustering.png\")
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Authors<\/strong>: Alok Kumar, Ville Rantala, Claudio Rizzi
Title<\/strong>: Mortality, Mutual Fund Flows, and Asset Prices<\/p>\n\n\n\n
Authors:<\/strong> Will Cassidy and Blair Vorsatz
Title:<\/strong> Partisanship and Portfolio Choice: Evidence from Mutual Funds<\/p>\n\n\n\n
Authors:<\/strong> Zhiyong Li and Xiao Rao
Title:<\/strong> Evaluating Asset Pricing Models: A Revised Factor Model for China<\/p>\n\n\n\n
Authors:<\/strong> Nusret Cakici, Christian Fieberg, Daniel Metko, Adam Zaremba
Title:<\/strong> Factor Momentum Versus Stock Price Momentum: A Revisit<\/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 12 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 8 new backtests written in QuantConnect<\/strong><\/a> code
\n\u2013 And finally, 4+1 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-26405","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/26405","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=26405"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/26405\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=26405"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=26405"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=26405"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}