Quantpedia in July 2024
Hiya 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 lessons, into three teams – equity-like, fixed-income-like, and others. This is likely one of 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 in opposition to the benchmark and test the outcomes utilizing each varieties of asset class detection: A/ equity-like, different belongings or B/ equity-like, fixed-income-like, and different belongings.
And as ordinary, let’s additionally rapidly recapitulate Quantpedia Premium growth:
Moreover, 4 new analysis articles have 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
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