![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/10\/Picture-432-Optimization-Report.png\")
<\/figure>\n\n\n\nRisk-Return Chart highlights the Model portfolio and the five portfolios with the best return\/risk ratio. Afterward, the performance table includes standard metrics like return, volatility, max drawdown, Sharpe ratio, and car\/max DD, listing the Model portfolio and the top five optimized portfolios along with their asset compositions and weights.<\/p>\n\n\n\n
\n\n\n\n
- \n
- 11 new Quantpedia Premium strategies<\/a> have been added to our database<\/li>\n\n\n\n
- 12 new related research papers have been included in existing Premium strategies during the last month<\/li>\n\n\n\n
- 7 new backtests were written in QuantConnect code<\/a>. Our database currently now contains over 800<\/strong> strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\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
Valuing Stocks With Earnings<\/a><\/strong>
Authors<\/strong>: Sebastian Hillenbrand and Odhrain McCarthy
Title<\/strong>: Valuing Stocks With Earnings<\/p>\n\n\n\nETF Re-balancing and Hedge Fund Front-Running Trades<\/a><\/strong>
Authors:<\/strong> Wang, George Jiaguo and Yao, Yaqiong and Yelekenova, Adina
Title:<\/strong> ETF Rebalancing, Hedge Fund Trades, and Capital Market<\/p>\n\n\n\nWhat Drives Crypto Asset Prices?<\/a><\/strong>
Authors:<\/strong> Austin Adams, Markus Ibert, and Gordon Liao
Title:<\/strong> What Drives Crypto Asset Prices?<\/p>\n\n\n\nHow to Improve Commodity Momentum Using Intra-Market Correlation<\/a><\/strong>
Authors:<\/strong> Margareta Pauchlyova
Title:<\/strong> How to Improve Commodity Momentum Using Intra-Market Correlation<\/p>\n\n\n\nRevisiting Trend-following and Mean-reversion Strategies in Bitcoin<\/a><\/strong>
Authors:<\/strong> Sona Beluska
Title:<\/strong> Revisiting Trend-following and Mean-reversion Strategies in Bitcoin<\/p>\n\n\n\nYours \u2026<\/p>\n\n\n\n
Radovan Vojtko
CEO & Head of Research<\/p>\n\n\n\n
\n\n\n\nAre 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
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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
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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 Optimization Report
\n\u2013 11 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 12 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 7 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-36375","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/36375","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=36375"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/36375\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=36375"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=36375"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=36375"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}