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Secondly<\/strong> – a new Quantpedia Pro<\/a><\/strong> development – the Risk Monitor Report<\/strong> allows our users to supervise risk in the individual components of the Model Portfolio<\/a><\/strong>. In the first part, the report displays the rolling 20-day volatility of individual portfolio components and their contribution to the total portfolio risk. <\/p>\n\n\n\n The volatility is not the only variable that contributes to the risk; therefore, afterward, the next chart shows the development of the rolling 3-month correlation of the individual components over time. At the end of the report, the summary table presents important metrics for individual components and for the portfolio as a whole \u2013 mean and current volatilities, contributions, mean and current correlations, and current + maximal drawdowns..<\/p>\n\n\n\n Thirdly<\/strong>, we would like to spread the word about the interesting product from\u00a0our partner vBase<\/a>, that have built a lightweight solution for making financial signal data, backtests, strategies, etc., more trustworthy<\/a> and thus more valuable by making them auditory point-in-time and transparently tracking relevant metadata. We are actively researching the integration of their time-stamping into the backtested strategies.<\/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 Private vs. Public Investment Strategies<\/a><\/strong> ESG Investing during Calm and Crisis Periods<\/a><\/strong> Can Google Trends Sentiment Be Useful as a Predictor for Cryptocurrency Returns?<\/a><\/strong> Impact of Business Cycles on Machine Learning Predictions<\/a><\/strong> FX Carry + Value + Momentum Strategies over Their 200+ Year History<\/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 Quantpedia Awards 2024 competition update – Grading Phase![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/05\/Picture-409-Risk-Monitor.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/05\/Picture-410-Risk-Monitor-2.png\")
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Author<\/strong>: Xiang Xu
Title<\/strong>:\u00a0Private vs. Public Investment Strategies: Reported and Real-World Performance<\/p>\n\n\n\n
Authors:<\/strong> Henk Berkman and Mihir Tirodkar
Title:<\/strong> ESG Investing During Calm and Crisis: Implied Expected Returns<\/p>\n\n\n\n
Authors:<\/strong> Lukas Zelieska and Cyril Dujava
Title:<\/strong> Can Google Trends Sentiment Be Useful as a Predictor for Cryptocurrency Returns?<\/p>\n\n\n\n
Authors:<\/strong> Li Rong Wang, Hsuan Fu, and Xiuyi Fan
Title:<\/strong> Stock Price Predictability and the Business Cycle Via Machine Learning<\/p>\n\n\n\n
Authors:<\/strong> Joseph Chen
Title:<\/strong> Currency Investing Throughout Recent Centuries<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\u2013 A new Risk Monitor report
\n\u2013 11 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 11 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 8 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<\/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-33892","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/33892","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=33892"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/33892\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=33892"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=33892"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=33892"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}