{"id":32209,"date":"2024-02-09T16:21:54","date_gmt":"2024-02-09T15:21:54","guid":{"rendered":"https:\/\/quantpedia.com\/?p=32209"},"modified":"2025-06-04T14:28:16","modified_gmt":"2025-06-04T12:28:16","slug":"quantpedia-in-january-2024","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-january-2024\/","title":{"rendered":"Quantpedia in January 2024"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello all,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">January was a really productive month for us. A lot of things clicked as they should, and we have a lot of announcements for you &#8211; starting with a <strong>new Quantpedia Pro report<\/strong>, continuing with the possibility of <strong>gaining an exclusive 10% discount on our services<\/strong>, an <strong>invitation to a webinar<\/strong>, a reminder of our <strong>Quantpedia Awards 2024<\/strong> competition, and finally, a usual bunch of new articles and backtests.<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">So, <strong>firstly<\/strong>, let&#8217;s start with a new <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-analysis\/savings-plan-analysis-report\/\">Savings Plan Analysis<\/a><\/strong> report. The main goal of this report is to help all users assess how the Model Portfolio (selected in the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-manager\/\">Portfolio Manager<\/a>) would work as an underlying for periodic savings. As usual, at the beginning of the analysis, we use our multifactor model to create a 100-year history of synthetic portfolio based on your Model Portfolio to extend the limited historical time window that\u2019s usually available for most of the ETFs and trading strategies. Afterward, we sample the synthetic equity curve and create approximately one hundred 10-year (120-months) historical time periods that are firstly used to study how the one-time investment into the underlying model portfolio would evolve over time. The results can be reviewed in the table and visualized form at the top of the report, whereby the most recent 10-year time period is highlighted.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full is-resized\"><img fetchpriority=\"high\" decoding=\"async\" width=\"759\" height=\"903\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/02\/Picture-361-Lump-Sum-Investing.png\" alt=\"\" class=\"wp-image-32235\" style=\"width:600px\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-361-Lump-Sum-Investing.png 759w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-361-Lump-Sum-Investing-252x300.png 252w\" sizes=\"(max-width: 759px) 100vw, 759px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">In the next part of the report, we proceed to simulate how the recurring investment of $100 a month (total invested sum of $12.000) would fare over all of the 10-year time periods. <strong>Users can study the whole distribution of the results, be it the final portfolio value, total $ gain, total % gain, or maximal risk over the 10-year periods.<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large is-resized\"><img decoding=\"async\" width=\"1024\" height=\"783\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/02\/Picture-362-Recurring-Investing-1024x783.png\" alt=\"\" class=\"wp-image-32237\" style=\"width:600px\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-362-Recurring-Investing-1024x783.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-362-Recurring-Investing-300x229.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-362-Recurring-Investing.png 1037w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img decoding=\"async\" width=\"607\" height=\"497\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/02\/Picture-363-Recurring-Investing-Distributions.png\" alt=\"\" class=\"wp-image-32238\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-363-Recurring-Investing-Distributions.png 607w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/02\/Picture-363-Recurring-Investing-Distributions-300x246.png 300w\" sizes=\"(max-width: 607px) 100vw, 607px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">This new tool offers you a unique and invaluable perspective on your investment choices. It empowers you to make informed decisions about your savings strategy, ensuring you can confidently choose the most suitable portfolio for your financial goals and maximize your long-term returns.<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Secondly<\/strong>, we would like to ask you for assistance \ud83d\ude42 We work very hard to improve our services, and every month, we bring you new insights from the field of algo\/quant research. <strong>We want to become even better, and for that, we would like to ask you to help us and fill out the <a href=\"https:\/\/docs.google.com\/forms\/d\/1XSYSLlG7hUyx-1oA_W7BbDo4r9v_KyIXN4jJ5J_xS4M\">short Quantpedia&#8217;s survey<\/a> that contains questions that will help us to better plan our work for a longer period of time on a strategic level.<\/strong> Of course, we also value your time, so we would like to offer you a <strong>10% discount coupon<\/strong> that will get every one of you who will fill out the survey. <strong>This coupon code is valid for the next 12 days (until the 21st of February) and applies to all <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Quantpedia Prime\/Premium\/Pro subscriptions<\/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\"><strong>Thirdly<\/strong>, we would like to sincerely invite you to the upcomming online webinar\/webinar where the Quantpedia will be one of the speakers. The title of the webinar would be the <strong><a href=\"https:\/\/us06web.zoom.us\/webinar\/register\/WN_v5fbD_OvQKm4332P85VK4A#\/registration\">ETFs Uncovered: Strategies, Data, and Innovations<\/a><\/strong> and you can gain insights into the world of Exchange-Traded Funds (ETFs). Webinar&#8217;s panel guests (<a href=\"https:\/\/www.linkedin.com\/in\/alphaarchitect\">Wes Gray<\/a> from Alpha Architect, <a href=\"https:\/\/www.linkedin.com\/in\/jack-kimmel-8364a3190\/\">Jack Kimmel<\/a> from the ETF Global, <a href=\"https:\/\/www.linkedin.com\/in\/danhubscher\/\">Dan Hubscher<\/a> from Changing Market Strategies, and me &#8211; <a href=\"https:\/\/www.linkedin.com\/in\/radovan-vojtko-2aa6408\/\">Radovan Vojtko<\/a>, Quantpedia) will discuss the integral <strong>role of ETFs in modern portfolios<\/strong>, covering the <strong>strategic and tactical applications<\/strong>,<strong> differentiation strategies for new ETF products<\/strong>, and the intriguing topic of <strong>Crypto ETFs<\/strong>. Don&#8217;t miss this opportunity and join us on <strong><a href=\"https:\/\/us06web.zoom.us\/webinar\/register\/WN_v5fbD_OvQKm4332P85VK4A#\/registration\">Wednesday Feb 28, 2024, 10am ET (New York) Time<\/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\"><strong>Fourthly<\/strong>, we would like to remind all of you of our\u00a0<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quantpedia-awards-2024\/\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>Quantpedia Awards 2024<\/strong><\/a>\u00a0competition. There is still a lot of time until the end of the submission deadline, but time flies very fast, and the end of April is here very soon. So do not forget to <strong>join our race for a $15.000 prize pool<\/strong> \ud83d\ude42<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">At last, 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>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 740<\/strong> strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 6 new research 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\/how-to-build-a-systematic-innovation-factor-in-stocks\/\">How to Build a Systematic Innovation Factor in Stocks<\/a><\/strong><br><strong>Authors<\/strong>: Margareta Pauchlyova, Radovan Vojtko<br><strong>Title<\/strong>:&nbsp;How to Build a Systematic Innovation Factor in Stocks<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/improving-fx-carry-strategy-with-exotic-currencies-and-the-frontier-markets\/\">Improving FX Carry Strategy with Exotic Currencies and the Frontier Markets<\/a><\/strong><br><strong>Author:<\/strong> \u00c1kos T\u00f6r\u00f6k<br><strong>T\u00edtulo:<\/strong> Exotic Currencies and the Frontier Premium in Foreign Exchange Markets<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/are-cryptocurrencies-exposed-to-traditional-factor-risks\/\">Are Cryptocurrencies Exposed to Traditional Factor Risks?<\/a><\/strong><br><strong>Autores:<\/strong> Guilda Akbari, Adelphe Ekponon, and Zihan Guo<br><strong>T\u00edtulo:<\/strong> Are Cryptocurrencies Exposed to Factor Risk?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/exploration-of-cta-momentum-strategies-using-etfs\/\">Exploration of CTA Momentum Strategies Using ETFs<\/a><\/strong><br><strong>Autores:<\/strong> Margareta Pauchlyova, Radovan Vojtko<br><strong>T\u00edtulo:<\/strong> Exploration of CTA Momentum Strategies Using ETFs<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/machine-learning-execution-time-in-asset-pricing\/\">Machine Learning Execution Time in Asset Pricing<\/a><\/strong><br><strong>Autores:<\/strong> Umit Demirbaga and Yue Xu<br><strong>T\u00edtulo:<\/strong> Machine Learning Execution Time in Asset Pricing<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pragmatic-asset-allocation-model-for-semi-active-investors\/\">Pragmatic Asset Allocation Model for Semi-Active Investors<\/a><\/strong><br><strong>Autores:<\/strong> Radovan Vojtko, Juliana Javorska<br><strong>T\u00edtulo:<\/strong> Pragmatic Asset Allocation Model for Semi-Active Investors<\/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><strong>Hello all,<\/p>\n<p>What have we accomplished in the last month?<\/p>\n<p>&#8211; A new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-analysis\/savings-plan-analysis-report\/\"><strong>Savings Plan Analysis<\/strong><\/a> report<br \/>\n&#8211; 10% discount code for those who help us and fill out our <a href=\"https:\/\/docs.google.com\/forms\/d\/1XSYSLlG7hUyx-1oA_W7BbDo4r9v_KyIXN4jJ5J_xS4M\/viewform?edit_requested=true\"><strong>survey<\/strong><\/a><br \/>\n&#8211; an invitation to the <a href=\"https:\/\/us06web.zoom.us\/webinar\/register\/WN_v5fbD_OvQKm4332P85VK4A#\/registration\"><strong>webinar<\/strong><\/a> &#8211; ETFs Uncovered: Strategies, Data, and Innovations<br \/>\n&#8211; a new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quantpedia-awards-2024\/\"><strong>Quantpedia Awards 2024<\/strong><\/a> competition with a $15.000 prize pool<br \/>\n&#8211; 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&#8211; 12 new related research papers have been included in existing Premium strategies during the last month<br \/>\n&#8211; 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&#8211; 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<\/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-32209","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/32209","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=32209"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/32209\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=32209"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=32209"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=32209"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}