![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2025\/06\/Picture-498-EUR_based-ETFs-1024x495.png\")
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Secondly<\/strong>, we would like to recapitulate the announcement of the winners of the Quantpedia Awards 2025 competition<\/strong><\/a>. Starting from the first place, the top 5 are the following:<\/p>\n\n\n\n 1st Place \u2013 Harvey, Mazzoleni, Melone: The Unintended Consequences of Rebalancing<\/a><\/strong><\/p>\n 2nd Place<\/strong> \u2013 Baltussen, Da, Soebhag: End-of-Day Reversal<\/a><\/strong><\/p>\n 3rd Place<\/strong> \u2013 Beckmeyer, Filippou, Zhou, Zhou: Intraday Option Reversals: Return Predictability and Market Efficiency<\/a><\/strong><\/p>\n 4th Place<\/strong> \u2013 Zarattini, Aziz, Barbon: Beat the Market, An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)<\/a><\/strong><\/p>\n 5th Place<\/strong> \u2013 Azevedo, Riedersberger, Velikov: The Aggregated Equity Risk Premium<\/a><\/strong><\/p>\n\n\n\n Congratulations to all our winners!<\/strong> And for all that contemplate joining our competition in the future, we can promise that Quantpedia Awards will return back in the year 2026! So follow our social media channels for updates…<\/p>\n\n\n\n Thirdly<\/strong>, we would like to announce a new cooperation between Quantpedia and Lightspeed Financial Services Group<\/a><\/strong> – a New Jersey-based broker-dealer, provider of low-latency securities trading technology, API access directly through the Lightspeed Connect API, or the Lightspeed Connect API @ Interactive Brokers, and risk management services for professional traders and institutions. They offer trading in equities, futures, and options on multiple venues. What have we prepared for you?<\/strong><\/p>\n\n\n\n If you open an account with at least $10,000 in equity using promo code QUANT25<\/span><\/a>, you will be entitled to the exclusive 12 FREE MONTHS of Quantpedia Premium subscription service<\/span> (which normally costs $599<\/a>). Take this opportunity to combine the power of the Lightspeed Trading execution and Quantpedia’s research!<\/strong><\/p>\n\n\n\n At last, 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 Are Sector-Specific Machine Learning Models Better Than Generalists?<\/a><\/strong> What Can We Expect from Long-Run Asset Returns?<\/a><\/strong> Is Machine Learning Better in Prediction of Direction or Value?<\/a><\/strong> Can We Finally Use ChatGPT as a Quantitative Analyst?<\/a><\/strong> Pre-Announcement Drift for BoE, BoJ, SNB: Do Markets Move Before the Word Is Out?<\/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":" What have we accomplished in the last month?<\/p>\n \u2013 Added support for EUR-denominated ETFs
\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2025\/06\/Picture-499-Lightspeed-refferral-program-1024x540.png\")
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Authors<\/strong>: Hanauer, Matthias Xaver and Soebhag, Amar and Stam, Marc and Hoogteijling, Tobias,
Title<\/strong>: Do Machine Learning Models Need to Be Sector Experts?<\/p>\n\n\n\n
Authors:<\/strong> David Chambers, Elroy Dimson, Antti Ilmanen, Paul Rintam\u00e4ki
Title:<\/strong> Long-Run Asset Returns<\/p>\n\n\n\n
Authors:<\/strong> Albert Bo Zhao, Tingting Cheng, Yitong Shang
Title:<\/strong> Direction is More Important than Speed: A Comparison of Direction and Value Prediction of Stock Excess Returns<\/p>\n\n\n\n
Authors:<\/strong> David Belobrad, Radovan Vojtko
Title:<\/strong> Can We Finally Use ChatGPT as a Quantitative Analyst?<\/p>\n\n\n\n
Authors:<\/strong> Cyril Dujava
Title:<\/strong> Pre-Announcement Drift for BoE, BoJ, SNB: Do Markets Move Before the Word Is Out?<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\nHello all,<\/p>\n
\n\u2013 Winners of the Quantpedia Awards 2025 competition were announced
\n\u2013 An exclusive Lightspeed offer to obtain 12 FREE MONTHS of Quantpedia Premium has been unveiled
\n\u2013 11 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 11 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
\n<\/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":[],"class_list":["post-41267","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/41267","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=41267"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/41267\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=41267"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=41267"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=41267"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}