{"id":28009,"date":"2023-07-07T23:30:48","date_gmt":"2023-07-07T21:30:48","guid":{"rendered":"https:\/\/quantpedia.com\/?p=28009"},"modified":"2025-06-04T14:26:44","modified_gmt":"2025-06-04T12:26:44","slug":"quantpedia-in-june-2023","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-june-2023\/","title":{"rendered":"Quantpedia in June 2023"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello all,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">We spent June mostly tidying up and improving existing reports based on the requests we gathered over the last few months (and we didn&#8217;t have time to implement them due to May&#8217;s changes in the backend). We added over 20 new charts and tables, so let&#8217;s quickly review the new content\u2026<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">The first update is related to the <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#etf-replication\">ETF Replication report<\/a><\/strong>. We extended the multi-factor model to look for a long-only combination of ETFs replicating the selected Model Portfolio.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"735\" height=\"933\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/07\/Picture-298-ETF-Replication-Long-Only.png\" alt=\"\" class=\"wp-image-28028\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-ETF-Replication-Long-Only.png 735w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-ETF-Replication-Long-Only-236x300.png 236w\" sizes=\"(max-width: 735px) 100vw, 735px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">The second update is related to the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#complementary-strategies\"><strong>Complementary Strategies<\/strong><\/a> report &#8211; we added equity curves to tables listing suggestions for complements to your model portfolio.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img decoding=\"async\" width=\"1024\" height=\"837\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Complementary-Strategies-Report-1024x837.png\" alt=\"\" class=\"wp-image-28029\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Complementary-Strategies-Report-1024x837.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Complementary-Strategies-Report-300x245.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Complementary-Strategies-Report.png 1031w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">Next, we added equity curves also into the <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#trend-reversal-analysis\">Trend\/Reversal Analysis<\/a><\/strong> report. It can help you to assess the overlay strategies better.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img decoding=\"async\" width=\"1024\" height=\"776\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Trend-Reversal-Analysis-1024x776.png\" alt=\"\" class=\"wp-image-28030\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Trend-Reversal-Analysis-1024x776.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Trend-Reversal-Analysis-300x227.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Equity-Curves-for-Trend-Reversal-Analysis.png 1031w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">We also updated the <strong>Crisis Analysis<\/strong> reports (<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#equity-crisis\">equity<\/a>, <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#commodity-crisis\">commodity<\/a>, y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#fixed-income-crisis\">fixed income<\/a>) and added analysis related to the Russian invasion of Ukraine.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"598\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/07\/Picture-298-Crisis-Analysis-report-update-1024x598.png\" alt=\"\" class=\"wp-image-28032\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Crisis-Analysis-report-update-1024x598.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Crisis-Analysis-report-update-300x175.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Crisis-Analysis-report-update.png 1201w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">And lastly, for easier analysis and visualization, we added equity curves also to the <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#seasonality-analysis\">Seasonality Analysis<\/a><\/strong> report.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"827\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/07\/Picture-298-Seasonality-Equity-Curves-1024x827.png\" alt=\"\" class=\"wp-image-28033\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Seasonality-Equity-Curves-1024x827.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Seasonality-Equity-Curves-300x242.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/07\/Picture-298-Seasonality-Equity-Curves.png 1029w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">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>12 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>12 new related research papers have been included in existing Premium strategies during the last month<\/li>\n\n\n\n<li>7 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 670 strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 4 new articles were published on the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Quantpedia blog<\/a> in the previous month:<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/combining-gold-bonds-and-low-volatility-stocks\/\">Combining Gold, Bonds and Low Volatility Stocks<\/a><\/strong><br><strong>Authors<\/strong>: Pim van Vliet and Harald Lohre<br><strong>Title<\/strong>:&nbsp;The Golden Rule of Investing<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/why-naively-pursuing-premiums-at-the-industry-and-country-levels-often-does-not-add-value\/\">Why Naively Pursuing Premiums at the Industry and Country Levels Often Does Not Add Value<\/a><\/strong><br><strong>Autores:<\/strong> Audrey Dong, Mia Huang, and Mamdouh Medhat<br><strong>T\u00edtulo:<\/strong> Few and Far Between: Why Pursuing Premiums at the Industry and Country Levels Does Not Add Value<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/which-investors-drive-factor-returns\/\">Which Investors Drive Factor Returns?<\/a><\/strong><br><strong>Author:<\/strong> Morad Elsaify<br><strong>T\u00edtulo:<\/strong> Which Investors Drive Factor Returns?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/esg-ratings-disagreement-in-2023\/\"><strong>ESG Ratings Disagreement in 2023<\/strong><\/a><br><strong>Autores:<\/strong> Paul Ehling and Lars Qvigstad S\u00f8rensen<br><strong>T\u00edtulo:<\/strong> Portfolio Choice with ESG Disagreement<\/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 Extensions of 5 <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\"><strong>Quantpedia Pro<\/strong><\/a> reports<br \/>\n\u2013 12 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 12 new related research papers have been included in existing Premium strategies during the last month<br \/>\n\u2013 Additionally, we have produced 7 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, 4 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-28009","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/28009","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=28009"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/28009\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=28009"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=28009"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=28009"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}