[ad_1]
Quantpedia in July 2024
Hey all,
Welcome once more to Quantpedia’s month-to-month recapitulation.
Firstly, a brand new Quantpedia Professional replace. We proceed on our path to enhance our new Attribution Evaluation report. Over the previous couple of weeks, we expanded step one within the report, the detection of the asset courses, into three teams – equity-like, fixed-income-like, and others. This is among the most typical methods portfolios (and benchmarks) are break up into particular person segments. Now you can run an attribution evaluation of the outperformance (or underperformance) of your mannequin portfolio towards the benchmark and test the outcomes utilizing each sorts of asset class detection: A/ equity-like, different property or B/ equity-like, fixed-income-like, and different property.
And as typical, let’s additionally rapidly recapitulate Quantpedia Premium improvement:
Moreover, 4 new analysis articles had been revealed on the Quantpedia weblog within the earlier month:
Outperforming Equal WeightingAuthors: Antonello Cirulli and Patrick S. WalkerTitle: Outperforming Equal Weighting
The Anticipated Returns of Machine-Studying StrategiesAuthors: Vitor Azevedo, Christopher Hoegner and Mihail VelikovTitle: The Anticipated Returns on Machine-Studying Methods
Combining Discretionary and Algorithmic TradingAuthors: Carlo Zarattini and Marios StamatoudisTitle: The Energy Of Worth Motion Studying
Designing Strong Development-Following SystemAuthor: Dobromir TzotchevTitle: Designing Strong Development-following System: Behind the Scenes of Development-following
Yours …
Radovan VojtkoCEO & Head of Analysis
Are you on the lookout for extra methods to examine? Go to our Weblog or Screener.
Do you need to be taught extra about Quantpedia Professional service? Examine its description, watch movies, assessment reporting capabilities and go to our pricing provide.
Do you need to know extra about us? Examine how Quantpedia works and our mission.
Are you on the lookout for historic knowledge or backtesting platforms? Examine our record of Algo Buying and selling Reductions.
Or comply with us on:
Fb Group, Fb Web page, Twitter, Linkedin, Medium or Youtube
Share onLinkedInTwitterFacebookCheck with a buddy
[ad_2]
Source link
