{"id":38149,"date":"2024-12-30T22:57:01","date_gmt":"2024-12-30T21:57:01","guid":{"rendered":"https:\/\/quantpedia.com\/?p=38149"},"modified":"2025-06-04T14:25:24","modified_gmt":"2025-06-04T12:25:24","slug":"top-ten-blog-posts-on-quantpedia-in-2024","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/top-ten-blog-posts-on-quantpedia-in-2024\/","title":{"rendered":"Top Ten Blog Posts on Quantpedia in 2024"},"content":{"rendered":"<p class=\"wp-block-paragraph\"><strong>The year 2024 is nearly behind us, so it&#8217;s an excellent time for a short recapitulation. In the previous 12 months, we have been busy again (as usual) and have published over 70 short analyses of academic papers and our own research articles. The end of the year is a good opportunity to summarize 10 of them, which were the most popular (based on the Google Analytics ranking). The top 10 is diverse, as usual; once again, we hope that you may find something you have not read yet \u2026<\/strong><\/p>\n\n\n\n<center>Video summary:<\/center>\n\n\n\n<div style=\"height:20px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<figure class=\"wp-block-embed-youtube wp-block-embed is-type-video is-provider-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio responsive-video wp-embed-aspect-4-3\"><div class=\"wp-block-embed__wrapper\">\n<iframe title=\"Top 10 Trading Blogs on Quantpedia in 2024 - Quantpedia Explains (Trading Strategies)\" width=\"800\" height=\"450\" src=\"https:\/\/www.youtube.com\/embed\/gz1DOM94y_Y?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><\/figure>\n\n\n\n<div style=\"height:16px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 10:<\/strong> <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pre-holiday-effect-in-commodities\/\" title=\"\">Pre-Holiday Effect in Commodities<\/a><\/strong> \u2013 historical data reveals a short-term price drift prior to major U.S. holidays in oil and its derivatives, such as gasoline, caused by increased demand<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 9: <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-profitably-trade-bitcoins-overnight-sessions\/\" title=\"\">How To Profitably Trade Bitcoin\u2019s Overnight Sessions?<\/a>&nbsp;\u2013&nbsp;<\/strong>the year 2024 brought renewed interest in cryptocurrencies, and we explored our hypothesis that trading activity in ETF could reveal patterns similar to those seen in traditional markets, where liquidity shifts often impact returns during off-peak hours<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 8:<\/strong> <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-improve-etf-sector-momentum\/\" title=\"\">How to Improve ETF Sector Momentum<\/a><\/strong> \u2013 the alpha of sector momentum strategies has diminished over time, so we tried to introduce an enhanced approach to sector momentum<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 7:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-improve-commodity-momentum-using-intra-market-correlation\/\" title=\"\">How to Improve Commodity Momentum Using Intra-Market Correlation<\/a><\/strong> \u2013 we presented an intra-market correlation filter that can help significantly improve commodity momentum performance<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 6: <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/combining-discretionary-and-algorithmic-trading\/\" title=\"\">Combining Discretionary and Algorithmic Trading<\/a>&nbsp;<\/strong>\u2013 a short analysis of Zarattini and Stamatoudis&#8217;s (2024) research paper shows that the intuition of experienced discretionary traders can enhance the profitability of trading strategies<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 5:<\/strong> <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/designing-robust-trend-following-system\/\" title=\"\">Designing Robust Trend-Following System<\/a><\/strong>&nbsp;\u2013 an intro to Dobromir Tzotchev&#8217;s paper full framework on how to design a robust trend-following strategy step-by-step<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 4:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-build-mean-reversion-strategies-in-currencies\/\" title=\"\">How to Build Mean Reversion Strategies in Currencies<\/a><\/strong> \u2013 our article explores a simple mean reversion trading strategy applied to FX futures, focusing on identifying undervalued and overvalued currencies to generate returns<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 3:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-much-bitcoin-should-we-allocate-to-the-portfolio\/\" title=\"\">How Much Bitcoin Should We Allocate To the Portfolio?<\/a><\/strong>&nbsp;\u2013 while examining Bitcoin&#8217;s whole history may give the impression of a new super asset, we need to set realistic expectations &#8211; therefore, what&#8217;s Bitcoin&#8217;s role in a diversified portfolio?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 2:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pragmatic-asset-allocation-model-for-semi-active-investors\/\" title=\"\">Pragmatic Asset Allocation Model for Semi-Active Investors<\/a><\/strong> &amp; <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/a-few-thoughts-on-pragmatic-asset-allocation\/\" title=\"\">A Few Thoughts on Pragmatic Asset Allocation<\/a><\/strong> \u2013 two introductory articles about the semi-active asset allocation framework that uses trend and yield-curve signals together with crisis hedge investment portfolio <\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Nbr. 1:&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/exploration-of-cta-momentum-strategies-using-etfs\/\" title=\"\">Exploration of CTA Momentum Strategies Using ETFs<\/a><\/strong> \u2013 an analysis of the \u201cCTA proxy strategy\u201d using ETFs across all asset classes and a suggestion for improving the risk-return profile by removing a short leg from some sub-strategies<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Have a successful New Year 2025 \u2026<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Yours,<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Team <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quantpedia-mission\/\" target=\"_blank\" rel=\"noreferrer noopener\">Quantpedia.com<\/a><\/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-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><strong>The year 2024 is nearly behind us, so it&#8217;s an excellent time for a short recapitulation. In the previous 12 months, we have been busy again (as usual) and have published over 70 short analyses of academic papers and our own research articles. The end of the year is a good opportunity to summarize 10 of them, which were the most popular (based on the Google Analytics ranking). The top 10 is diverse, as usual; once again, we hope that you may find something you have not read yet \u2026<\/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":[178,47,84,60,163,147,55,54,51,46,159,59,146,56,48],"class_list":["post-38149","post","type-post","status-publish","format-standard","hentry","category-uncategorized","tag-asset-allocation","tag-asset-class-picking","tag-cryptocurrencies","tag-equity-long-short","tag-factor-allocation","tag-factor-investing","tag-forex-system","tag-fx-anomaly","tag-market-timing","tag-momentum","tag-own-research","tag-reversal","tag-smart-beta","tag-stock-picking","tag-trendfollowing"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/38149","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=38149"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/38149\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=38149"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=38149"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=38149"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}