![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2025\/10\/Picture-523-One-Day-Shocks-Parametrization-1024x759.png\")
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<\/figure>\n\n\n\nOur next priority was to upgrade the AI layer of the Screener<\/a> (our chatbot\/assistant). Over the last few months, we dug deeper into the new designs of AI assistants. We are finalizing the rework of the current version and are on track to get it live at the beginning of November. We are really looking forward to this improvement and the new capabilities it will offer\u2026<\/p>\n\n\n\n Secondly<\/strong>, we would like to invite you to the webinar Unlocking the Power of Calendar and Seasonal Strategies<\/a><\/strong>, jointly organized by Quantpedia and Lightspeed Financial Services Group<\/a><\/strong>. We plan to discuss how the seasonal and calendar time-based return patterns work, their advantages and risks, methods for identifying and testing them, and how to combine seasonal strategies across asset classes for a diversified portfolio. <\/p>\n\n\n\n By the way, you can still open an account with at least $10,000 in equity using promo code QUANT25<\/a> and you will be entitled to the exclusive 12 FREE MONTHS of Quantpedia Premium subscription service (which normally costs $599<\/a>).<\/strong><\/p>\n\n\n\n And thirdly<\/strong>, 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 Gold\u2019s Rally and the Gold Mining Stocks Trap<\/a><\/strong> Hedging Tail Risk with Robust VIXY Models<\/a><\/strong> Cross-Sectional and Dollar Components of Currency Risk Premia<\/a><\/strong> Leveraged ETFs in Low-Volatility Environments<\/a><\/strong> What Drives the Excess Bond Premium?<\/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 Parametrization of the One Day Shocks & 100yrs Historical Events, Volatility Targeting, Correlation Analysis, and Portfolio Rebalancing reports
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Authors<\/strong>: Dirk G. Baur, Lichoo Tay, and Allan Trench
Title<\/strong>:\u00a0Gold Shares Underperform Gold Bullion<\/p>\n\n\n\n
Author:<\/strong> David Belobrad
Title:<\/strong> Hedging Tail Risk with Robust VIXY Models<\/p>\n\n\n\n
Author:<\/strong> Vahid Rostamkhani
Title:<\/strong> Currency Risk Premia and (Many) Fundamentals Connected in the Long-run<\/p>\n\n\n\n
Author:<\/strong> Sona Beluska
Title:<\/strong> Leveraged ETFs in Low-Volatility Environments<\/p>\n\n\n\n
Authors:<\/strong> Kevin Benson, et al.
Title:<\/strong> Understanding the Excess Bond Premium<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\n\n\n
\nHello all,<\/p>\n
\n\u2013 20 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 5 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\u2013 Plus you are all invited to a new Quantpedia webinar – Unlocking the Power of Calendar and Seasonal Strategies
\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-42705","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/42705","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=42705"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/42705\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=42705"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=42705"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=42705"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}