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Quantpedia in October 2024
Hi there and welcome to our October recap!
Our October precedence was to boost Quantpedia’s reporting and align our requirements extra intently with these generally utilized by hedge funds and institutional buyers. So, what’s new? The Fundamental Overview report now contains considerably extra superior statistical measures, resembling portfolio skewness, kurtosis, upside and draw back volatility, beta to benchmark and equities, correlation to benchmarks, and efficiency consistency indicators. These new insights and visualizations, together with charts evaluating the mannequin portfolio’s return high quality to important benchmarks, supply all our Prime/Premium/Professional customers a extra complete view of portfolio efficiency..
Moreover, 5 new analysis articles have been revealed on the Quantpedia weblog within the earlier month:
How one can Enhance ETF Sector MomentumAuthor: Sona BeluskaTitle: How one can Enhance ETF Sector Momentum
Pre-Vacation Impact in CommoditiesAuthor: Cyril DujavaTitle: Pre-Vacation Impact in Commodities
Quick Sellers: Knowledgeable Liquidity SuppliersAuthors: Amit Goyal, Adam V. Reed, Esad Smajlbegovic, and Amar SoebhagTitle: Stealthy Shorts: Knowledgeable Liquidity Provide
How one can Construct Imply Reversion Methods in CurrenciesAuthors: Sona BeluskaTitle: How one can Construct Imply Reversion Methods in Currencies
The Influence of Methodological Decisions on Machine Studying PortfoliosAuthors: Vaibhav Lalwani, Vedprakash Meshram, and Varun JindalTitle: The impression of Methodological selections on Machine Studying Portfolios
Yours …
Radovan VojtkoCEO & Head of Analysis
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