What does the new report offer? We analyze individual assets\/investments selected for the Model Portfolio in the Portfolio Manager and look out for the double bottoms, double tops, and trend-line formations that we then plot into the chart. An article with the whole methodology of how to identify double tops and bottoms, plus an example of the trading strategy based on those patterns, will be published on our blog at the end of this week.<\/p>\n\n\n\n
We understand that the absolute majority of our clients are pure quants (as we are) and are looking only at raw data and numbers. But still, some visuals can, from time to time, deliver different perspectives on the markets.<\/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:<\/p>\n\n\n\n Beta-Adjusting Factor Returns<\/a><\/strong> Optimal Market Making Models with Stochastic Volatility<\/a><\/strong> Top Models for Natural Language Understanding (NLU) Usage<\/a><\/strong> Exploring the Factor Zoo with a Machine-Learning Portfolio<\/a><\/strong> How Well Do Factor Investing Funds Replicate Academic Factors?<\/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 Technical Analysis report for Quantpedia Pro<\/strong><\/a> subscribers![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/08\/Untitled-374-MSCI-Brazil-ETF-1024x412.jpg\")
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Author<\/strong>: David Blitz
Title<\/strong>: The Cross-Section of Factor Returns<\/p>\n\n\n\n
Autores:<\/strong> Burcu Aydo\u011fan, \u00d6m\u00fcr U\u011fur, and \u00dcmit Aksoy
T\u00edtulo:<\/strong> Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset<\/p>\n\n\n\n
Author:<\/strong> Lukas Zelieska
T\u00edtulo:<\/strong> Top Models for Natural Language Understanding (NLU) Usage<\/p>\n\n\n\n
Autores:<\/strong> Sak, H. and Chang, M. T., and Huang, T.
T\u00edtulo:<\/strong> Exploring the Factor Zoo With A Machine-Learning Portfolio<\/p>\n\n\n\n
Autores:<\/strong> Martijn Cremers, Yuekun Liu, and Timothy B. Riley
T\u00edtulo:<\/strong> Factor Investing Funds: Replicability of Academic Factors and After-Cost Performance<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\u2013 11 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 9 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, 5 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-28392","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/28392","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=28392"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/28392\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=28392"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=28392"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=28392"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}