QuantBeats Episode 08 is Live!
Jiři Mrkva breaks down how he builds systematic crypto strategies, why automation beats emotional decision-making, and how robust quant systems can run in the background.
www.youtube.com/watch?v=QogV...
#quant #trading #strategies #crypto #algotrading
However, during market crises or extended bear markets, many strategies become synchronized. Portfolios built from pro cyclical strategies experience drawdowns. This creates a need for strategies that behave differently during stress periods.
quantpedia.com/finding-and-...
#quant #crisis #hedge
By identifying whether the Fed is in a tightening, easing, or neutral phase, investors can improve their expectations about the near-term evolution of the yield curve.
quantpedia.com/2-year-notes...
#quant #trading #strategy #fed #monetary #policy
This research examines the critical quantitative investment problem of systematic tactical allocation to international equity mandates—specifically Europe, Australasia, and the Far East (EAFE)—amidst conjectured macroeconomic regime transitions.
quantpedia.com/systematic-a...
#quant #investing
When an ETF is liquid but its underlying assets are difficult to price in real time, temporary dislocations between market price and intrinsic value can arise, particularly during periods of elevated volatility.
quantpedia.com/evaluating-r...
#quant #arbitrage #trading #strategy
Calendar strategies are not designed to operate as standalone trading systems. Their primary role is within a portfolio, where their structural properties become relevant rather than their individual performance metrics.
quantpedia.com/combining-ca...
#trading #quant #strategy #fintwit
Quantpedia in January 2026
– 3 new volatility-based filters for the Trading Edge Analysis
– 7th episode of QuantBeats
– Quantpedia Awards 2026 is back!
– 11 new Quantpedia Premium strategies
– 8 new related papers
– 9 new backtests
– 5 new blogs
quantpedia.com/quantpedia-i...
#quant #trading
QuantBeats Episode 07 is Live!
David Kaiser walks through his evolution from fundamental analyst to quant value investor, explaining how rules-based portfolios help investors survive long periods when value is out of favor.
www.youtube.com/watch?v=VAeU...
#quant #value #investing #quantbeats
It has now been two highly volatile years since we first published our paper on Pragmatic Asset Allocation, making this an opportune moment to review the strategy’s performance over the past year.
quantpedia.com/pragmatic-as...
#quant #trading #strategy #gold #stocks #treasuries
Volatile episodes routinely revive debate within the quantitative community about structural drivers of intraday instability, with particular attention paid to the growing prominence of S&P 500 zero-days-to-expiration (0DTE) options.
quantpedia.com/do-sp500-0dt...
#0DTE #options #trading #quant
Who Is the Counterparty to the Pro-Cyclical Investors
Dealer banks absorb the vast majority of the net flow coming from asset managers. Other active liquidity sources, such as principal trading firms and hedge funds, play only minor roles.
quantpedia.com/who-is-the-c...
#trading #quant #liquidity
Is The Optimal Long-term Portfolio Share of Bitcoin Negative?
The crypto-enthusiast’s mantra—“just add Bitcoin and watch the efficient frontier fly”—runs into a hard empirical wall ...
quantpedia.com/is-the-optim...
#quant #trading #bitcoin #crypto #investing
Market concentration has become one of the most discussed structural risks in today’s equity markets. Many investors worry that history is repeating itself and that extreme concentration today implies disappointment tomorrow.
quantpedia.com/the-fallacy-...
#fintech #quant #trading #magnificent7
Top Ten Blog Posts on Quantpedia in 2025
Over the past 12 months, we published nearly 70 short analyses of academic papers and our own research articles. So let’s summarize 10 of them, which were the most popular ...
quantpedia.com/top-ten-blog...
#quant #trading #fintwit #finance #algotrading
U.S. government shutdowns are a recurring political event that often dominate headlines — but do they actually translate into meaningful signals for investment decisions?
quantpedia.com/can-we-use-u...
#government #shutdown #trump #investment #analysis #quant #trading #fintwit
Over the past seven decades, U.S. equity-market volatility has roughly doubled. A new paper argues that this change is not driven by macroeconomics but by the dramatic growth of index-level trading (futures, ETFs, index funds).
quantpedia.com/can-we-blame...
#fintwit #quant #finance #stockmarket
From government tech to quantitative finance, Sid Ghatak breaks down how decades of AI and data engineering shaped a unique approach to finding alpha. Join us in the 6th episode of our quant podcast ...
www.youtube.com/watch?v=Bfrz...
#quantbeats #quant #trading #machinelearning #ai #alpha #fintwit
In this article, we examine the Producer Price Index (PPI) for the Corrugated and Solid Fiber Box Manufacturing industry. Our motivation is to evaluate this index’s effectiveness as a signal for the SPY, sector-specific ETFs, and Amazon (AMZN)
quantpedia.com/alternative-...
#quant #fintwit #trading
Systematic Edges in Prediction Markets
This article reviews common systematic edges in prediction markets, illustrates their practical application and highlights the potential for profitable trading.
quantpedia.com/systematic-e...
#kalshi #polymarket #quant #trading #strategies #prediction #markets
Leveraged ETFs in Asset Allocation: Opportunity or Trap?
Our objective is to examine if, and how, leveraged ETFs can be systematically integrated into portfolio construction so that their benefits can be captured while mitigating their inherent risks.
quantpedia.com/leveraged-et...
#quant #fintwit
In this study, we apply concepts from technical analysis to construct and refine a trend-following strategy for Bitcoin, progressing step by step from a simple MACD setup toward an improved multi-timeframe model.
quantpedia.com/how-to-desig...
#macd #bitcoin #trading #strategy #quant #fintwit
Quantpedia in October 2025
What have we accomplished in the last month?
– Updated architecture for Quantpedia’s AI Assistant
– 12 new Quantpedia Premium strategies
– 7 new related research papers
– 9 new backtests
– 5 new blog posts
quantpedia.com/quantpedia-i...
#quant #trading #fintwit #chatbot
The premium — the gap between MicroStrategy’s equity value and the market value of its Bitcoin holdings — has puzzled analysts, defied traditional valuation logic, and raised the question: why does it not close through arbitrage?
quantpedia.com/how-to-value...
#MSTR #Microstrategy #quant #fintwit
Thanksgiving and Christmas Trading Strategies
Our findings suggest that seasonal consumer spending influences financial markets, with Amazon benefiting around Thanksgiving and gold during Christmas.
quantpedia.com/thanksgiving...
#quant #trading #strategy #fintwit #amazon #amzn #gold #gld
Cryptocurrencies have matured from experimental curiosities into a viable investable asset class. A recent paper summarizes ten facts from the literature that show cryptocurrencies share important similarities with traditional markets.
quantpedia.com/cryptocurren...
#quant #fintwit #crypto #trading
Our strategy highlights systematic style rotations—shifts in value versus growth exposures, as proxied by the IVE–IVW spread—and documents dislocations between real-estate and broad-equity benchmarks, as measured by the IYR–SPY spread.
quantpedia.com/the-end-of-m...
#quant #trading #fintwit #etf
The U.S. equity market has periodically been dominated by a few technology-driven stocks, most recently the so-called “Magnificent Seven.” Our study investigates the potential to exploit technology sector dominance using momentum-based strategies
quantpedia.com/can-technolo...
#quant #technology
Quantpedia in September 2025
– Parametrization 4 reports
– 20 new strategies
– 5 new related papers
– 7 new backtests
– 5 new blog posts
– Plus you are all invited to a new Quantpedia webinar – Unlocking the Power of Calendar and Seasonal Strategies,
quantpedia.com/quantpedia-i...
#quant #fintwit
Gold has been in the headlines lately and many institutional investors often turn to gold mining stocks to gain indirect exposure to gold’s price. Unfortunately, over the long run, gold mining shares structurally underperform physical gold.
quantpedia.com/golds-rally-...
#fintwit #quant #gold #GDX
Extreme market events, once perceived as statistical outliers, have become a central concern for investors. Using VIXY ETF, we will present and test a range of hedging strategies designed to protect portfolios under stress.
quantpedia.com/hedging-tail...
#VIX #trading #quant #fintwit #hedging #ETF
