{"id":27658,"date":"2023-06-11T15:23:10","date_gmt":"2023-06-11T13:23:10","guid":{"rendered":"https:\/\/quantpedia.com\/?p=27658"},"modified":"2025-06-04T14:21:51","modified_gmt":"2025-06-04T12:21:51","slug":"quantpedia-in-may-2023","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-may-2023\/","title":{"rendered":"Quantpedia in May 2023"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello all,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quantpedia-mission\/\">Quantpedia&#8217;s main goal<\/a> has always been to simplify the understanding of academic research related to trading and investing strategies. As time has passed, we have done our best to fulfill our mission, and continuing interest of you, our readers, shows us that we are on the right path. Over the years, the extent of the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?screener_tab=screener-classic&amp;FilterSubscription=Only+Premium\">content<\/a> y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">tools<\/a> that our team built has grown significantly. But the truth is that Quantpedia&#8217;s database and tools have grown so much that for some of our readers, that are just at the beginning of their &#8220;journey of the quant&#8221;, it may be too much. It took us some time to figure out how to support those of you that are interested in quantitative analysis of trading and investment strategies but do not have time or resources to go through hundreds of strategies and backtests, some of them more advanced in nature. And for those, we&#8217;re rolling out a new subscription option, <strong>Quantpedia Prime<\/strong>, that we think you&#8217;ll appreciate.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"470\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/06\/Picture-290-Quantpedia-Prime-introduction-1024x470.png\" alt=\"\" class=\"wp-image-27662\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-290-Quantpedia-Prime-introduction-1024x470.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-290-Quantpedia-Prime-introduction-300x138.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-290-Quantpedia-Prime-introduction.png 1057w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">You can check the full feature comparison on our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">new Pricing page<\/a>. But to summarize, <strong>Quantpedia Prime<\/strong> would serve as the &#8220;<strong>light<\/strong>&#8221; version of <strong>Quantpedia Premium<\/strong> y <strong>Pro<\/strong> offerings. It is tailored mainly to <strong>individual systematic investors, advisors, and quants at the beginning of their learning path<\/strong>. Users will get <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?screener_tab=screener-classic&amp;FilterSubscription=Only+Prime\">access to a subset of Quantpedia Premium trading strategies (~100) that are easier to execute and understand<\/a> (mainly <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?screener_tab=screener-classic&amp;FilterKeywords=asset+class+picking\">tactical asset allocation<\/a>, simple <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?screener_tab=screener-classic&amp;FilterKeywords=market+timing\">market timing<\/a>, y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?screener_tab=screener-classic&amp;FilterKeywords=seasonality\">seasonality<\/a> strategies), plus access to essential modeling tools (<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-manager\/\">Portfolio Manager<\/a>) and a few <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">Quantpedia Pro<\/a> reports.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img decoding=\"async\" width=\"747\" height=\"764\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/06\/Picture-291-Portfolio-Manager.png\" alt=\"\" class=\"wp-image-27666\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-291-Portfolio-Manager.png 747w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-291-Portfolio-Manager-293x300.png 293w\" sizes=\"(max-width: 747px) 100vw, 747px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">The selection of reports available in the&nbsp;<strong>Quantpedia Prime<\/strong>&nbsp;subscription should help users investigate the common asset allocation strategies, check correlations and analyze performance during crisis periods. These are the most common tasks that individual systematic investors, advisors, and students encounter.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img decoding=\"async\" width=\"904\" height=\"574\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/06\/Picture-292-Portfolio-Analysis.png\" alt=\"\" class=\"wp-image-27667\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-292-Portfolio-Analysis.png 904w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/06\/Picture-292-Portfolio-Analysis-300x190.png 300w\" sizes=\"(max-width: 904px) 100vw, 904px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">We have also given access to those seven reports to all&nbsp;<strong>Quantpedia Premium<\/strong>&nbsp;users. It serves as a small tasting sample of how an average&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>Quantpedia Pro report<\/strong><\/a>&nbsp;looks (of which over 30+ additional are available in the&nbsp;<strong>Quantpedia Pro<\/strong>&nbsp;plan \ud83d\ude09 ).<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">This tidying-up in subscription plans was also connected with many other background tasks that are not directly visible, but they served an important purpose of removing calculation inefficiencies and finally removed a few &#8220;IT skeletons&#8221; that were hiding in the closet. I am really happy that this re-engineering is finally behind us, as it allows us to concentrate our efforts on some new exciting things in the pipeline we will unveil for <strong>Quantpedia Pro<\/strong> in the 2nd half of 2023 (<em>cough<\/em>, AI, <em>cough<\/em> \ud83d\ude09 ). So stay tuned\u2026<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">And, in the end, as usual, 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\">\n<li>11 new&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPremium=Only+Premium\" target=\"_blank\" rel=\"noreferrer noopener\">Quantpedia Premium strategies<\/a>&nbsp;have been added to our database<\/li>\n\n\n\n<li>11 new related research papers have been included in existing Premium strategies during the last month<\/li>\n\n\n\n<li>8 new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener?FilterQuantConnect=With%20QuantConnect%20Code\" target=\"_blank\" rel=\"noreferrer noopener\">backtests were written in QuantConnect code<\/a>. Our database currently contains over 680 strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 7 new articles were published on the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Quantpedia blog<\/a> in the previous month, 5x analysis of academic research paper and 2x <strong>Quantpedia study<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/in-sample-vs-out-of-sample-analysis-of-trading-strategies\/\">In-Sample vs. Out-Of-Sample Analysis of Trading Strategies<\/a><\/strong><\/li>\n\n\n\n<li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/evaluation-of-skewness-model-on-22-commodities-futures\/\">An Evaluation of the Skewness Model on 22 Commodities Futures<\/a><\/strong><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>And here are links to 4x analysis of research papers:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/factor-trends-and-cycles\/\">Factor Trends and Cycles<\/a><\/strong><br><strong>Author<\/strong>: Andrew Ang<br><strong>Title<\/strong>:&nbsp;Trends and Cycles of Style Factors in the 20th and 21st Centuries<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/exploration-of-the-arbitrage-co-movement-effect-in-etfs\/\">Exploration of the Arbitrage Co-movement Effect in ETFs<\/a><\/strong><br><strong>Author:<\/strong> John J. Shim<br><strong>T\u00edtulo:<\/strong> Arbitrage Comovement<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/anomaly-discovery-and-arbitrage-trading\/\">Anomaly Discovery and Arbitrage Trading<\/a><\/strong><br><strong>Autores:<\/strong> Xi Dong, Qi Liu, Lei Lu, Bo Sun, and Hongjun Yan<br><strong>T\u00edtulo:<\/strong> Anomaly Discovery and Arbitrage Trading<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-rebalance-smart-beta-strategies-smarter\/\">How to Rebalance Smart Beta Strategies Smarter<\/a><\/strong><br><strong>Autores:<\/strong> Robert D. Arnott, Feifei Li, and Juhani T. Linnainmaa<br><strong>T\u00edtulo:<\/strong> Smart Rebalancing<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/comparison-of-commodity-momentum-strategy-in-the-u-s-and-chinese-markets\/\">Comparison of Commodity Momentum Strategy in the U.S. and Chinese Markets<\/a><\/strong><br><strong>Autores:<\/strong> John Hua Fan and Xiao Qiao<br><strong>T\u00edtulo:<\/strong> Commodity Momentum: A Tale of Countries and Sectors<\/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 Prime subscription + new Quantpedia Premium features<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 11 new related research papers have been included in existing Premium strategies during the last month<br \/>\n\u2013 Additionally, we have produced 8 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, 5+2 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-27658","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/27658","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=27658"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/27658\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=27658"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=27658"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=27658"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}