{"id":38202,"date":"2025-01-08T23:34:26","date_gmt":"2025-01-08T22:34:26","guid":{"rendered":"https:\/\/quantpedia.com\/?p=38202"},"modified":"2025-06-04T14:26:03","modified_gmt":"2025-06-04T12:26:03","slug":"quantpedia-in-december-2024","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-december-2024\/","title":{"rendered":"Quantpedia in December 2024"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello and Happy New Year 2025 to all!<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Firstly<\/strong>, let&#8217;s quickly review December&#8217;s updates on Quantpedia. In December, we enhanced Quantpedia&#8217;s <strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/#savings-plan-analysis\" title=\"\">Saving Plan Analysis<\/a><\/strong> report by introducing two new tables that provide in-depth sensitivity analysis for investing and savings plans. Leveraging 100 years of historical data, the tables model a user&#8217;s Model portfolio performance and analyze the probability of achieving a desired rate of return across various investment horizons. The first table focuses on lump-sum investments, displaying the likelihood of exceeding required returns (0% to 10%) over time frames ranging from 1 to 20 years. The second table extends this analysis to recurring investments, offering insights into the probabilities of surpassing targeted internal rates of return (IRR) over the same horizons. These additions provide a more comprehensive understanding of portfolio performance under different scenarios..<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1013\" height=\"931\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2025\/01\/Picture-454-Sensitivity-Table.png\" alt=\"\" class=\"wp-image-38212\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2025\/01\/Picture-454-Sensitivity-Table.png 1013w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2025\/01\/Picture-454-Sensitivity-Table-300x276.png 300w\" sizes=\"(max-width: 1013px) 100vw, 1013px\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Secondly<\/strong>, we introduced our new YouTube video series <strong><a href=\"https:\/\/www.quantbeats.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">QuantBeats<\/a><\/strong>. Together with <a href=\"https:\/\/www.linkedin.com\/in\/danhubscher\/\" target=\"_blank\" rel=\"noreferrer noopener\">Dan Hubscher<\/a>, we plan to focus on expert interviews, cutting-edge quant strategies, and insights into the evolving world of quantitative finance. <a href=\"https:\/\/www.youtube.com\/watch?v=ve38kiK3iQQ\" title=\"\">In the first episode<\/a>, we introduced ourselves, explained our vision for the show, and gave listeners a glimpse into what to expect from the podcast. <a href=\"https:\/\/www.youtube.com\/watch?v=tUNS1OBtuhE\" title=\"\">In the second episode<\/a>, we introduced the first external guest\u2014<a href=\"https:\/\/www.linkedin.com\/in\/alex-gillula-b4823619a\/\" title=\"\">Alex Gillula<\/a> from Tocaya Capital Management, discussed Alex&#8217;s journey to quant portfolio management, how traders can use three key high-level signals to build better portfolios, the role of AI in strategy development, and how market-neutral approaches can capture alpha. Both episodes are live on YouTube, the 3rd episode is in post-production, and we sincerely invite you all to follow us on our <a href=\"https:\/\/www.youtube.com\/@quant-beats\" title=\"\">Youtube<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/105727276\" title=\"\">Linkedin<\/a>, <a href=\"https:\/\/www.facebook.com\/people\/QuantBeats\/61570064364958\/\" title=\"\">FB<\/a>, <a href=\"https:\/\/x.com\/quantbeats\" title=\"\">Twitter<\/a>, and\/or <a href=\"https:\/\/bsky.app\/profile\/quantbeats.bsky.social\" title=\"\">Bluesky<\/a> links.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"688\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2025\/01\/Picture-451-QuantBeats-Podcast-Mockup-1024x688.png\" alt=\"\" class=\"wp-image-38214\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2025\/01\/Picture-451-QuantBeats-Podcast-Mockup-1024x688.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2025\/01\/Picture-451-QuantBeats-Podcast-Mockup-300x202.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2025\/01\/Picture-451-QuantBeats-Podcast-Mockup.png 1536w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<ul class=\"wp-block-list\">\n<li>9 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>8 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>over 820<\/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\/top-ten-blog-posts-on-quantpedia-in-2024\/\" title=\"\">Top Ten Blog Posts on Quantpedia in 2024<\/a><\/strong><br><strong>Author<\/strong>: Team Quantpedia<br><strong>Title<\/strong>:&nbsp;Top Ten Blog Posts on Quantpedia in 2024<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/front-running-seasonality-in-us-stock-sectors\/\" title=\"\">Front-Running Seasonality in US Stock Sectors<\/a><\/strong><br><strong>Author:<\/strong> Sona Beluska<br><strong>Title:<\/strong> Front-Running Seasonality in US Stock Sectors<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/design-choices-in-ml-and-the-cross-section-of-stock-returns\/\" title=\"\">Design Choices in ML and the Cross-Section of Stock Returns<\/a><\/strong><br><strong>Authors:<\/strong> Minghui Chen, Matthias X. Hanauer, and Tobias Kalsbach<br><strong>Title:<\/strong> Design choices, machine learning, and the cross-section of stock returns<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/can-we-use-active-share-measure-as-a-predictor\/\" title=\"\">Can We Use Active Share Measure as a Predictor?<\/a><\/strong><br><strong>Authors:<\/strong> Sona Beluska<br><strong>Title:<\/strong> Can We Use Active Share Measure as a Predictor?<\/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 and Happy New Year 2025 to all!<\/p>\n<p>Let&#8217;s quickly review December&#8217;s updates:<\/p>\n<p>\u2013 An enhancement of the Saving Plan Analysis report<br \/>\n&#8211; A new Youtube video series &#8211; QuantBeats<br \/>\n\u2013 9 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 8 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-38202","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/38202","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=38202"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/38202\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=38202"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=38202"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=38202"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}