{"id":29633,"date":"2023-10-06T17:09:35","date_gmt":"2023-10-06T15:09:35","guid":{"rendered":"https:\/\/quantpedia.com\/?p=29633"},"modified":"2025-06-04T14:20:42","modified_gmt":"2025-06-04T12:20:42","slug":"quantpedia-in-september-2023","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-september-2023\/","title":{"rendered":"Quantpedia in September 2023"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello and welcome to our September recap!<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">We are pleased to announce a significant technical upgrade to our <strong>Portfolio Manager<\/strong>, a pivotal tool for our <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Quantpedia Pro<\/a><\/strong> clients. In response to our clients&#8217; feedback and demands, this upgrade introduces a notable enhancement to the platform&#8217;s capabilities. Following this update, <strong>clients can now create and store multiple distinct portfolios<\/strong>, offering unparalleled flexibility in portfolio management. Prior to this enhancement, clients were limited to maintaining only two portfolios, one for model portfolio and another for benchmark. However, <strong>with the new upgrade, our clients can now create and manage as many portfolios as required, with effortless capabilities for modification, saving, and loading of both model portfolios and benchmarks.<\/strong> <\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"898\" height=\"688\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2023\/10\/Picture-319-Multiple-Model-Portfolios.png\" alt=\"\" class=\"wp-image-29636\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/10\/Picture-319-Multiple-Model-Portfolios.png 898w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2023\/10\/Picture-319-Multiple-Model-Portfolios-300x230.png 300w\" sizes=\"(max-width: 898px) 100vw, 898px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">We believe this enhancement will provide our clients with invaluable versatility in their portfolio analysis, reaffirming our dedication to continuously improving our client&#8217;s experience.<\/p>\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>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 now contains <strong>nearly 710<\/strong> strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 6 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\/the-seasonality-of-bitcoin\/\">The Seasonality of Bitcoin<\/a><\/strong><br><strong>Authors<\/strong>: Juliana Javorska, Radovan Vojtko<br><strong>Title<\/strong>:&nbsp;The Seasonality of Bitcoin<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/language-analysis-of-federal-open-market-committee-minutes\/\">Language Analysis of Federal Open Market Committee Minutes<\/a><\/strong><br><strong>Autores:<\/strong> Agam Shah and Suvan Paturi and Sudheer Chava<br><strong>T\u00edtulo:<\/strong> Trillion Dollar Words: A New Financial Dataset, Task &amp; Market Analysis<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/analysis-of-price-based-quantitative-strategies-for-country-valuation\/\">Analysis of Price-Based Quantitative Strategies for Country Valuation<\/a><\/strong><br><strong>Autores:<\/strong> Cyril Dujava, Radovan Vojtko<br><strong>T\u00edtulo:<\/strong> Analysis of Price-Based Quantitative Strategies for Country Valuation<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/are-commodities-a-good-investment-it-depends-on-the-country\/\">Are Commodities a Good Investment? It Depends on the Country<\/a><\/strong><br><strong>Autores:<\/strong> Vianney Dequiedt, Mathieu Gomes, Kuntara Pukthuanthong, Benjamin Williams<br><strong>T\u00edtulo:<\/strong> Commodity Dependence and Optimal Asset Allocation<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/an-introduction-to-machine-learning-research-related-to-quantitative-trading\/\"><strong>An Introduction to Machine Learning Research Related to Quantitative Trading<\/strong><\/a><br><strong>Autores:<\/strong> Ivana Dragonova<br><strong>T\u00edtulo:<\/strong> An Introduction to Machine Learning Research Related to Quantitative Trading<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/time-varying-equity-premia-with-a-high-vix-threshold\/\">Time-Varying Equity Premia with a High-VIX Threshold<\/a><\/strong><br><strong>Autores:<\/strong> Naresh Bansal and Chris T. Stivers<br><strong>T\u00edtulo:<\/strong> Time-varying Equity Premia with a High-VIX Threshold and Sentiment<\/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 some quick info for those that were unable to attend our online conference\/webinar called \u201c<strong>A systematic approach to ESG investing<\/strong>\u201c, which we co-organized with&nbsp;<a href=\"https:\/\/starqube.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">StarQube<\/a>. The recording of the complete event is now available on YouTube at the&nbsp;<a href=\"https:\/\/www.youtube.com\/watch?v=t-mYYoW3bxA\" target=\"_blank\" rel=\"noreferrer noopener\">following link<\/a>:<\/p>\n\n\n\n<figure class=\"wp-block-embed-youtube wp-block-embed is-type-video is-provider-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio responsive-video wp-embed-aspect-4-3\"><div class=\"wp-block-embed__wrapper\">\n<iframe title=\"A systematic approach to ESG investing - WEBINAR Quantpedia &amp; StarQube\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/t-mYYoW3bxA?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><\/figure>\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 technical upgrade of the Portfolio Manager, users can now create\/store\/manage multiple model portfolios and benchmarks<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 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 6 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; and finally, we would like to announce that the video recording of our \u201cA systematic approach to ESG investing\u201d webinar is now available on YouTube<\/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-29633","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/29633","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=29633"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/29633\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=29633"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=29633"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=29633"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}