{"id":31142,"date":"2023-12-27T13:07:38","date_gmt":"2023-12-27T12:07:38","guid":{"rendered":"https:\/\/quantpedia.com\/?p=31142"},"modified":"2025-06-04T14:02:48","modified_gmt":"2025-06-04T12:02:48","slug":"top-ten-blog-posts-on-quantpedia-in-2023","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/top-ten-blog-posts-on-quantpedia-in-2023\/","title":{"rendered":"Top Ten Blog Posts on Quantpedia in 2023"},"content":{"rendered":"<p class=\"wp-block-paragraph\"><strong>As usual, at this time of the year, let us do a short recapitulation of posts on our blog in the previous 12 months. We have published over 75 short analyses of academic papers and our own research articles on this blog in 2023. We want to use this opportunity to summarize 10 of them, which were the most popular (based on the Google Analytics tool). The top 10 is really diverse; maybe you will be able to find something you have not read yet \u2026<\/strong><\/p>\n\n\n\n<center>Video summary:<\/center>\n\n\n\n<div style=\"height:20px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\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=\"Top 10 Trading Strategy Ideas on Quantpedia in 2023 - Quantpedia Explains (Trading Strategies)\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/Gmiwl1YUS9o?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\"><strong>Nbr. 10:<\/strong> <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/price-momentum-or-factor-momentum-what-leads-what\/\">Price Momentum or Factor Momentum: What Leads What?<\/a><\/strong> \u2013 contributes to the never-ending debate of the chicken-or-egg problem of what comes first &#8211; does the stock price momentum originate from the factor momentum?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 9: <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/bert-model-bidirectional-encoder-representations-from-transformers\/\">BERT Model \u2013 Bidirectional Encoder Representations from Transformers<\/a>&nbsp;\u2013&nbsp;<\/strong>our introduction to one of the most popular Natural Language Processing model<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 8:<\/strong> <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/optimal-market-making-models-with-stochastic-volatility\/\">Optimal Market Making Models with Stochastic Volatility<\/a><\/strong> \u2013 shows the optimal prices for HFT to execute the limit buy and sell orders where a stochastic volatility model generates the mid prices of the assets in the market<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 7:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/the-seasonality-of-bitcoin\/\">The Seasonality of Bitcoin<\/a><\/strong> \u2013 this article explores potential seasonal patterns related to Bitcoin, focusing on whether these patterns are influenced by factors such as current market trends or the level of volatility in the market<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 6: <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/an-introduction-to-machine-learning-research-related-to-quantitative-trading\/\">An Introduction to Machine Learning Research Related to Quantitative Trading<\/a>&nbsp;<\/strong>\u2013 discusses what machine learning is, how it can be used in quantitative trading, and how has the popularity of ML strategies increased over the years<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 5:<\/strong> <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>&nbsp;\u2013 explores the commodity skewness trading strategy and performs the battery of robustness tests to see how sensitivity analysis changes overall results<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 4:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/what-can-we-extract-from-the-financial-influencers-advice\/\">What Can We Extract From the Financial Influencers\u2019 Advice?<\/a><\/strong>&nbsp;\u2013 what\u2019s the real value of the Financial Influencers\u2019 advice, and can we extract useful information from their opinions?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 3:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/avoid-equity-bear-markets-with-a-market-timing-strategy-part-1\/\">Avoid Equity Bear Markets with a Market Timing Strategy Part 1<\/a>, <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/avoid-equity-bear-markets-with-a-market-timing-strategy-part-2\/\">2<\/a>, <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/avoid-equity-bear-markets-with-a-market-timing-strategy-part-3\/\">3<\/a>, y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/avoid-equity-bear-markets-with-a-market-timing-strategy-revisiting-our-research\/\">revisit<\/a><\/strong>&nbsp;\u2013 is our popular series of articles where our goal was to construct a market timing strategy that would reliably sidestep the equity market during bear markets<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 2:&nbsp;<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> \u2013 a test of the out-of-sample decay of trading strategies with hard data \u2013 our regularly updated database of replicated quant strategies<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 1:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/can-we-backtest-asset-allocation-trading-strategy-in-chatgpt\/\">Can We Backtest Asset Allocation Trading Strategy in ChatGPT?<\/a> &amp; <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/hello-chatgpt-can-you-backtest-strategy-for-me\/\">Hello ChatGPT, Can You Backtest Strategy for Me?<\/a><\/strong> \u2013 our hugely popular blog posts in which we tried to persuade ChatGPT to become a data analyst for us<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Have a successful New Year 2024 \u2026<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Yours,<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Team <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quantpedia-mission\/\" target=\"_blank\" rel=\"noreferrer noopener\">Quantpedia.com<\/a><\/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-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><strong>As usual, at this time of the year, let us do a short recapitulation of posts on our blog in the previous 12 months. We have published over 75 short analyses of academic papers and our own research articles on this blog in 2023. We want to use this opportunity to summarize 10 of them, which were the most popular (based on the Google Analytics tool). The top 10 is really diverse; maybe you will be able to find something you have not read yet \u2026<\/strong><\/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-31142","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/31142","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=31142"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/31142\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=31142"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=31142"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=31142"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}