Quantpedia - The Encyclopedia of Quantitative&Algo Trading Strategies - we process academic research into trading ideas ... Risk Disclosure: https://xitter.cf/t.co/8FW3jOfZUc

Joined April 2018
Radovan Vojtko - CEO of Quantpedia.com retweeted
We tested some interesting recent studies from @Quantpedia related to commodity ETF seasonality. We more than doubled the length of their original tests using relevant index data. Find out which observations survived out-of-sample. Link is in reply to avoid throttling by X🙄
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Radovan Vojtko - CEO of Quantpedia.com retweeted
We know BTC trends hard, but how to extract alpha remains the stuff of legends. So I wanted to share one of my favorite SSRN papers from @quantpedia titled "Seasonality, Trend-following, and Mean reversion in Bitcoin" that provides a simple DIY that doesn't even need excel. 🧵👇
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Radovan Vojtko - CEO of Quantpedia.com retweeted
New strategy test: "Pragmatic Asset Allocation" from Vojtko and Javorská of @Quantpedia The strategy is "tactical" (i.e. changes allocation over time in response to market conditions), but also designed to ensure tax efficiency every year. allocatesmartly.com/pragmati…
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Quantpedia Awards 2024 - Winners Announcement [@Quantpedia] dlvr.it/T7TyY4
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Join the Race: Quantpedia Awards 2024 Await You [@Quantpedia] dlvr.it/T1zQkb
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Cyber Risk and the Cross-Section of Stock Returns In today’s fast world, where information flows freely and transactions happen at the speed of light, the significance of cybersecurity cannot be overstated. But it’s no longer just a concern for IT professionals or tech enthusiasts. The specter of well-documented hacks and phishing incidents casts a long shadow over investors, acting as powerful illustrations of how security breaches, vulnerabilities, and cyber threats can reverberate through financial markets. In this blog post, we’ll delve into the intricate relationship between cybersecurity risk and stock performance, uncovering how these digital hazards can influence financial markets. quantpedia.com/cyber-risk-an… #Hacking #phishing #trading
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Radovan Vojtko - CEO of Quantpedia.com retweeted
New strategy test: "TrendYCMacro" from Durian and Vojtko of @Quantpedia This strategy leverages the idea that trend-following does a good job determining when to switch to defensive assets during economic weakness, but a poor job during economic strength.allocatesmartly.com/testing-…
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Radovan Vojtko - CEO of Quantpedia.com retweeted
We see a future where QuantConnect is the operating system that underpins every investment on the planet. We believe our community will be our best advocates and investors to make it happen. Today, we're opening ownership of QC to our community. Join us qnt.co/invest
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Radovan Vojtko - CEO of Quantpedia.com retweeted
You need to find out how the #ratingagency you are using are calculating the #ESG rating. To avoid being accused of #greenwashing you can’t just use one rating agency. You need to use many of them. @quantpedia shared with #Disruptionbanking disruptionbanking.com/2022/0…
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Radovan Vojtko - CEO of Quantpedia.com retweeted
The specialists at Quantpedia.com look at Automated Trading Edge Analysis using the Hurst Exponent. How do you prepare your models? Have you considered seeing how the specialists at #Quantpedia do it? #AlphaStrategy #PortfolioManager disruptionbanking.com/2022/0…
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Introduction and Examples of Monte Carlo Strategy Simulation [@Quantpedia] dlvr.it/SRK3rT
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Some great insights from @sigtechltd's Angana Jacob and Stuart Broadfoot and @quantpedia's Radovan Vojtko on 'Achieving Reliable Return Projections in Uncertain Times' #QIOnline2022 #CQF #quant #finance #quantitativefinance #portfoliomanagement #quantinsightsconference
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Radovan Vojtko - CEO of Quantpedia.com retweeted
What's the Best Factor for High Inflation Periods? - Part II [@Quantpedia] dlvr.it/SNWfry
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Safe haven: Gold or Bitcoin? We found out today.
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Check out Quantpedia’s newest research paper with analysis using synthetic lending rates based on Cboe Borrow Intensity. bit.ly/3rWSM2R.
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Coming soon! We are excited to announce our upcoming book "Machine Learning In Trading - Step by step implementation of Machine Learning models". Comment down if you want to get an early copy of this book for free. #MachineLearning #FreeBook #AlgoTradingWeek
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Radovan Vojtko - CEO of Quantpedia.com retweeted
The Active vs Passive: Smart Factors, Market Portfolio, or Both? - alphaarchitect.com/?p=60688
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Radovan Vojtko - CEO of Quantpedia.com retweeted
Risk Parity Asset Allocation [@Quantpedia] dlvr.it/RzGmkp
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Radovan Vojtko - CEO of Quantpedia.com retweeted
An Introduction to Volatility Targeting [@Quantpedia] dlvr.it/RvHMSh
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