The PAA Report starts with a comparison of the performance of the asset allocation model to the MSCI World benchmark. The next part outlines the model’s portfolio composition over the last ten quarters and visualizes how the portfolio is split into four tranches. Afterward, it zooms in and shows the model’s positions on a monthly basis in the last few months and the intended allocation shortly into the future. Users can use the report as a proxy for the model global asset allocation that’s built with the goal of capital preservation, low turnover, tax efficiency, and diversification in mind.<\/p>\n\n\n\n Secondly<\/strong>, as usual, we would like to remind all of you of our Quantpedia Awards 2024<\/strong><\/a> competition. Time flies extremely fast<\/strong>, and just 3 weeks are left until the end of the submission deadline (30th of April). Do not forget to join our race for a $15.000 prize pool<\/strong> \ud83d\ude42<\/p>\n\n\n\n Thirdly<\/strong>, we have a short announcement from one of\u00a0our partners<\/strong><\/a>. Deltaray’s MesoSim<\/a><\/strong> is an options strategy simulator with unique flexibility and performance. You can create, backtest, and optimize options and trading strategies on equity indexes and crypto options at a lightning-fast speed. Now, it’s integrated with ChatGPT to assist users in creating backtest job definitions. Exclusively, our readers can use the coupon code\u00a0MESOSPRING<\/strong>\u00a0to obtain a $60 discount for Yearly Standard and Advanced Subscriptions<\/strong><\/a>.<\/p>\n\n\n\n And as usual, let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n Additionally, 5 new research articles were published on the Quantpedia blog<\/a> in the previous month:<\/p>\n\n\n\n Systematic Hedging of the Cryptocurrency Portfolio<\/a><\/strong> Portfolio Diversification Including Art as an Alternative Asset<\/a><\/strong> Which Stock Return Predictors Reflect Mispricing and Which Risk-Premia?<\/a><\/strong> Cryptocurrency Market Dynamics Around Bitcoin Futures Expiration Events<\/a><\/strong> Music Sentiment and Stock Returns around the World<\/a><\/strong> Yours \u2026<\/p>\n\n\n\n Radovan Vojtko Are you looking for more strategies to read about? Sign up for our newsletter<\/a> or visit our Blog<\/a> or Screener<\/a><\/strong>.<\/p>\n\n\n\n Do you want to learn more about Quantpedia Premium service? Check how Quantpedia works<\/a>, our mission<\/a> and Premium pricing offer<\/a>.<\/strong><\/p>\n\n\n\n Do you want to learn more about Quantpedia Pro service? Check its description<\/a>, watch videos<\/a>, review reporting capabilities<\/a> and visit our pricing offer<\/a>.<\/strong><\/p>\n\n\n\n Are you looking for historical data or backtesting platforms? Check our list of Algo Trading Discounts<\/a><\/strong>.<\/p>\n\n\n\n Would you like free access to our services<\/a>? Then, open an account with Lightspeed<\/a> and enjoy one year of Quantpedia Premium at no cost.<\/strong><\/p>\n\n\n\n Or follow us on:<\/strong><\/p>\n\n\n\n Facebook Group<\/a>, Facebook Page<\/a>, Twitter<\/a>, Linkedin<\/a>, Medium<\/a> or 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 Pragmatic Asset Allocation report![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/04\/Picture-400-PAA-Chart.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/04\/Picture-400-PAA-Composition.png\")
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Authors<\/strong>: Cyril Dujava, Radovan Vojtko
Title<\/strong>: Systematic Hedging of the Cryptocurrency Portfolio<\/p>\n\n\n\n
Authors:<\/strong> Diana Barro, Antonella Basso, Stefania Funari, and Guglielmo Alessandro Visentin
Title:<\/strong> Portfolio Diversification Including Art as an Alternative Asset<\/p>\n\n\n\n
Author:<\/strong> Jonas Frey
Title:<\/strong> Which Stock Return Predictors Reflect Mispricing?<\/p>\n\n\n\n
Authors:<\/strong> Cyril Dujava, Radovan Vojtko
Title:<\/strong> Cryptocurrency Market Dynamics Around Bitcoin Futures Expiration Events<\/p>\n\n\n\n
Authors:<\/strong> Alex Edmans, Adrian Fernandez-Perez, Alexandre Garel, and Ivan Indriawan
Title:<\/strong> Music Sentiment and Stock Returns Around the World<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\u2013 A reminder for Quantpedia Awards 2024 competition with a $15.000 prize pool
\n– MesoSim discount announcement
\n\u2013 11 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 8 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 9 new backtests written in QuantConnect<\/strong><\/a> code
\n\u2013 5 new blog posts that you may find interesting have been published on our Quantpedia blog<\/strong><\/a> in the previous month
\n<\/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-33654","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/33654","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=33654"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/33654\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=33654"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=33654"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=33654"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}