{"id":35295,"date":"2024-08-10T12:23:39","date_gmt":"2024-08-10T10:23:39","guid":{"rendered":"https:\/\/quantpedia.com\/?p=35295"},"modified":"2025-06-04T14:03:50","modified_gmt":"2025-06-04T12:03:50","slug":"quantpedia-in-july-2024","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-july-2024\/","title":{"rendered":"Quantpedia in July 2024"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello all,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Welcome again to Quantpedia\u2019s monthly recapitulation.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Firstly<\/strong>, a new <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" target=\"_blank\" rel=\"noreferrer noopener\">Quantpedia Pro<\/a><\/strong> update. We continue on our path to improve our new <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-analysis\/attribution-analysis\/\" target=\"_blank\" rel=\"noreferrer noopener\">Attribution Analysis<\/a><\/strong> report. Over the last few weeks, we expanded the first step in the report, the detection of the asset classes, into three groups &#8211; equity-like, fixed-income-like, and others. This is one of the most common ways portfolios (and benchmarks) are split into individual segments. You can now run an attribution analysis of the outperformance (or underperformance) of your model portfolio against the benchmark and check the results using both types of asset class detection: A\/ equity-like, other assets or B\/ equity-like, fixed-income-like, and other assets.<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"753\" height=\"801\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/08\/Picture-422-Attribution-Analysis-more-assets.png\" alt=\"\" class=\"wp-image-35298\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/08\/Picture-422-Attribution-Analysis-more-assets.png 753w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/08\/Picture-422-Attribution-Analysis-more-assets-282x300.png 282w\" sizes=\"(max-width: 753px) 100vw, 753px\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">And as usual, 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>12 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>7 new related research papers have been included in existing Premium strategies during the last month<\/li>\n\n\n\n<li>7 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 800<\/strong> strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 4 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\/outperforming-equal-weighting\/\" title=\"\">Outperforming Equal Weighting<\/a><\/strong><br><strong>Authors<\/strong>: Antonello Cirulli and Patrick S. Walker<br><strong>Title<\/strong>:&nbsp;Outperforming Equal Weighting<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/the-expected-returns-of-machine-learning-strategies\/\" title=\"The Expected Returns of Machine-Learning Strategies\">The Expected Returns of Machine-Learning Strategies<\/a><\/strong><br><strong>Authors:<\/strong> Vitor Azevedo, Christopher Hoegner and Mihail Velikov<br><strong>Title:<\/strong> The Expected Returns on Machine-Learning Strategies<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/combining-discretionary-and-algorithmic-trading\/\" title=\"\">Combining Discretionary and Algorithmic Trading<\/a><\/strong><br><strong>Authors:<\/strong> Carlo Zarattini and Marios Stamatoudis<br><strong>Title:<\/strong> The Power Of Price Action Reading<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/designing-robust-trend-following-system\/\" title=\"\">Designing Robust Trend-Following System<\/a><\/strong><br><strong>Author:<\/strong> Dobromir Tzotchev<br><strong>Title:<\/strong> Designing Robust Trend-following System: Behind the Scenes of Trend-following<\/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>Are you looking for more strategies to read about? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/sign-up-for-our-newsletter\/\">Sign up for our newsletter<\/a> or visit our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Blog<\/a> or <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener\">Screener<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-65925002-6290-4d3b-b5cd-f3a277851ec8\"><strong>Do you want to learn more about Quantpedia Premium service? Check <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/\">how Quantpedia works<\/a>, <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About\">our mission<\/a> and <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Premium pricing offer<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-34bf63ae-5a22-40a3-aeb4-769374e833d8\"><strong>Do you want to learn more about Quantpedia Pro service? Check its <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">description<\/a>, watch <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-explains\/\">videos<\/a>, review <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">reporting capabilities<\/a> and visit our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">pricing offer<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-21942b3a-14d9-4c0f-b8ef-04d64675e253\"><strong>Are you looking for historical data or backtesting platforms? Check our list of&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/links-tools\/?category=algo-trading-discounts\">Algo Trading Discounts<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Would you like free access to <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">our services<\/a>? Then, <a href=\"https:\/\/lightspeed.com\/lp\/quantpedia-lightspeed-financial-services-group-one-free-year-promotion\" title=\"\">open an account with Lightspeed<\/a> and enjoy one year of Quantpedia Premium at no cost.<\/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>Or follow us on:<\/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\">Group<\/a>, Facebook <a href=\"https:\/\/www.facebook.com\/quantpedia\/\">Page<\/a>, <a href=\"https:\/\/twitter.com\/quantpedia\">Twitter<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/quantpedia\">Linkedin<\/a>, <a href=\"https:\/\/quantpedia.medium.com\/\">Medium<\/a> or <a href=\"https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg\">Youtube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p>Hello all,<\/p>\n<p>What have we accomplished in the last month?<\/p>\n<p>\u2013 An extension of the Attribution Analysis report for Quantpedia Pro clients<br \/>\n\u2013 12 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\u2013 7 new related research papers have been included in existing Premium strategies during the last month<br \/>\n\u2013 Additionally, we have produced 7 new backtests written in <a href=\"https:\/\/www.quantconnect.com\/?utm_source=sdkfjssdfgsdm5qwlks8323dslkdfjsx246s30dlsaaslgk&#038;ref=radovanvojtko\"><strong>QuantConnect<\/strong><\/a> code<br \/>\n\u2013 4 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<\/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-35295","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/35295","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=35295"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/35295\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=35295"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=35295"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=35295"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}