{"id":29196,"date":"2023-09-08T12:19:01","date_gmt":"2023-09-08T10:19:01","guid":{"rendered":"https:\/\/quantpedia.com\/?p=29196"},"modified":"2025-06-04T14:04:24","modified_gmt":"2025-06-04T12:04:24","slug":"quantpedia-in-august-2023","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-august-2023\/","title":{"rendered":"Quantpedia in August 2023"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello and welcome to our August recap!<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Our trusted&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#basic-overview\" target=\"_blank\" rel=\"noreferrer noopener\">Basic Overview<\/a>&nbsp;report has long been a cornerstone of the Model Portfolio performance evaluation for&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" target=\"_blank\" rel=\"noreferrer noopener\">Quantpedia Pro subscribers<\/a>. However, we had a feeling that a deeper examination of the individual components of the portfolio would be desired. Therefore, over August, we worked on the new&nbsp;<strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-analysis\/component-analysis\/\">Component Analysis<\/a><\/strong>&nbsp;report that shows performance analysis of the individual components that make up your portfolio within our Portfolio Manager tool.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"769\" height=\"983\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/09\/Picture-308-Component-Analysis.png\" alt=\"\" class=\"wp-image-29201\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/09\/Picture-308-Component-Analysis.png 769w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/09\/Picture-308-Component-Analysis-235x300.png 235w\" sizes=\"(max-width: 769px) 100vw, 769px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">We made this feature visually attractive and added all of the important charts that are used in the standardized reports &#8211; <strong>actual portfolio allocation<\/strong>, <strong>risk allocation<\/strong> (based on the past 12-month volatility contribution of individual components into the overall portfolio risk),<strong> performance, and contributions of the individual portfolio components<\/strong> y <strong>year-over-year and summary performance tables<\/strong>.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img decoding=\"async\" width=\"750\" height=\"679\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/09\/Picture-309-Component-Analysis-v2.png\" alt=\"\" class=\"wp-image-29202\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/09\/Picture-309-Component-Analysis-v2.png 750w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/09\/Picture-309-Component-Analysis-v2-300x272.png 300w\" sizes=\"(max-width: 750px) 100vw, 750px\" \/><\/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>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>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 now contains <strong>over 700<\/strong> strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 5 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\/performance-of-factor-strategies-in-india\/\">Performance of Factor Strategies in India<\/a><\/strong><br><strong>Authors<\/strong>: Joshy Jacob and K P Pradeep and Jayanth Rama Varma<br><strong>Title<\/strong>:&nbsp;Performance of Quality Factor in Indian Equity Market<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/dissecting-the-performance-of-low-volatility-investing\/\">Dissecting the Performance of Low Volatility Investing<\/a><\/strong><br><strong>Autores:<\/strong> Bernhard Breloer, Martin Kolrep, Thorsten Paarmann, and Viorel Roscovan<br><strong>T\u00edtulo:<\/strong> Dissecting the Performance of Low Volatility Investing<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/predicting-stock-market-performance-with-the-global-anomaly-index\/\">Predicting Stock Market Performance with the Global Anomaly Index<\/a><\/strong><br><strong>Autores:<\/strong> Fuwei Jiang, Hongkui Liu, Guohao Tang, Jiasheng Yu<br><strong>T\u00edtulo:<\/strong> Global Mispricing Matters<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/avoid-equity-bear-markets-with-a-market-timing-strategy-revisiting-our-research\/\">Avoid Equity Bear Markets with a Market Timing Strategy \u2013 Revisiting Our Research<\/a><\/strong><br><strong>Autores:<\/strong> Ladislav Durian and Radovan Vojtko<br><strong>T\u00edtulo:<\/strong> Avoid Equity Bear Markets with a Market Timing Strategy<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/technical-analysis-report-methodology-double-bottom-country-trading-strategy\/\">Technical Analysis Report Methodology + Double Bottom Country Trading Strategy<\/a><\/strong><br><strong>Autores:<\/strong> Cyril Dujava, Filip Kal\u00fas and Radovan Vojtko<br><strong>T\u00edtulo:<\/strong> Double Bottom Country Trading Strategy<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">Plus, we have a two other announcements:<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>One of our recent papers (<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4397638\"><strong>Avoid Equity Bear Markets with a Market Timing Strategy<\/strong><\/a>) has been independently tested and verified by <strong><a href=\"https:\/\/allocatesmartly.com\/?aff=12239\">AllocateSmartly<\/a><\/strong> in their recent article <a href=\"https:\/\/allocatesmartly.com\/testing-trendycmacro-from-durian-and-vojtko-of-quantpedia\/?aff=12239\"><strong>Testing \u201cTrendYCMacro\u201d from \u010eurian and Vojtko of Quantpedia<\/strong><\/a>. We consider it a real honor to have one of Quantpedia&#8217;s strategies tracked this way &#8230;<\/li>\n\n\n\n<li>We would like to sincerely invite you to an online conference\/webinar that we co-organize with&nbsp;<a href=\"https:\/\/starqube.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">StarQube<\/a>. The webinar starts on <strong>September 21st (Thursday) at 4 pm CET (10 am EST)<\/strong>, and our topic of discussion is &#8220;<a href=\"https:\/\/starqube.hubspotpagebuilder.com\/a-systematic-approach-to-esg-investing\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>A systematic approach to ESG investing<\/strong><\/a>&#8220;. So we will discuss quant&#8217;s view of ESG investing, data, infrastructure, research etc. Feel free to join us; it would be quite interesting \ud83d\ude42<\/li>\n<\/ol>\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 Component Analysis report for <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\"><strong>Quantpedia Pro<\/strong><\/a> subscribers<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 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 5 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<br \/>\n&#8211; we present an independent <a href=\"https:\/\/allocatesmartly.com\/testing-trendycmacro-from-durian-and-vojtko-of-quantpedia\/\"><strong>test of Quantpedia&#8217;s strategy<\/strong><\/a> by AllocateSmartly<br \/>\n&#8211; and finally, we would like to invite you to <a href=\"https:\/\/starqube.hubspotpagebuilder.com\/a-systematic-approach-to-esg-investing\"><strong>&#8220;A systematic approach to ESG investing&#8221;<\/strong><\/a> webinar we co-organize<\/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-29196","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/29196","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=29196"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/29196\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=29196"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=29196"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=29196"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}