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Secondly<\/strong> \u2013 a new Quantpedia Pro<\/a><\/strong> development \u2013 the automatic detection of equity-like assets<\/strong>. We use our list of factors and multi-factor analysis methodology<\/a> to identify the main drivers of performance for each component of the Model Portfolio (and Benchmark)<\/a> and then use this information in combination with the correlation of each component to equity proxies to find out which of the components exhibit equity-like behavior<\/strong>. This feature is now available in the Basic Overview<\/a> report and can be used to gauge how the Model Portfolio is underweight\/overweight on equity risk in comparison to its Benchmark.<\/p>\n\n\n\n And, what is the additional use case, you may ask? Well, it is the precursor to something that’s over the horizon – the performance attribution analysis. But let’s have a discussion of this topic next month \ud83d\ude09<\/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 Active vs. Passive Life Cycle Savings Strategies<\/a><\/strong> Trading Arbitrage Portfolios Based on Image Representations<\/a><\/strong> What\u2019s the Size of the Risk Premia (from the Analysts\u2019 Perspective)<\/a><\/strong> 800 Years on the Financial Markets<\/a><\/strong> Corporate Bond Factors: Replication Failures and a New Framework<\/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<\/strong><\/a> – winners announcement![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/06\/Picture-415-Equity-like-Assets-Detection-1024x838.png\")
<\/figure>\n\n\n\n
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Author<\/strong>: Margareta Pauchlyova
Title<\/strong>:\u00a0Active vs. Passive Life Cycle Savings Strategies<\/p>\n\n\n\n
Author:<\/strong> Niklas Paluszkiewicz
Title:<\/strong> From Pixels to Profits: Trading Arbitrage Portfolios based on Image Representations<\/p>\n\n\n\n
Authors:<\/strong> Pascal B\u00fcsing and Hannes Mohrschladt
Title:<\/strong> Risk Premia \u2013 The Analysts\u2019 Perspective<\/p>\n\n\n\n
Authors:<\/strong> Bryan Taylor
Title:<\/strong> Five Financial Eras<\/p>\n\n\n\n
Authors:<\/strong> Jens Dick-Nielsen, Peter Feldh\u00fctter, Lasse Heje Pedersen, Christian Stolborg
Title:<\/strong> Corporate Bond Factors: Replication Failures and a New Framework<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\u2013 Automatic detection of equity-like assets
\n\u2013 12 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 10 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<\/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-34274","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/34274","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=34274"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/34274\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=34274"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=34274"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=34274"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}