The Tranching Dilemma
What if a meaningful part of usual trading strategy’s performance has nothing to do with your signal—but simply when you rebalance?
quantpedia.com/the-tranchin...
#trading #strategy #portfolio #quant #financial #markets
Exploiting Mean-Reversion in Decentralized Prediction Markets: Evidence from Polymarket Binary Contracts
quantpedia.com/exploiting-m...
#polymarket #kalshi #prediction #markets #trading #strategy #quant
Trading as a Small Business: What Beginner Investors and Traders Usually Learn Too Late
quantpedia.com/trading-as-a...
#quant #trading #business
Quantpedia in March 2026
– Launch of Quantpedia's API
– Invitation to Uncorrelated Puerto Rico conference
– Quantpedia Awards 2026 reminder
– 11 new Quantpedia Premium strategies
– 7 new related research papers
– 7 new backtests
– 7 new blog posts
quantpedia.com/quantpedia-i...
#quant #trading
Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach
Investors may be approaching a turning point where relative returns between U.S. equities and international markets—especially Emerging Markets (EM)—begin to shift.
quantpedia.com/systematic-t...
#quant #trading
One Year Later: Is ChatGPT Finally Worth Using for Quantitative Analysis?
Newer models are now available (from OpenAI and also other vendors) so can we finally use LLMs to assist with quantitative analysis tasks?
quantpedia.com/one-year-lat...
#chatgpt #claude #openai #anthropic #quant #trading
When Crypto Stopped Diversifying: The ETF Regime Shift
Can crypto still help diversify an equity portfolio—or has that edge disappeared? By comparing periods before and after ETFs, paper shows how the market structure has shifted.
quantpedia.com/when-crypto-...
#quant #bitcoin #etf #crypto
Carbon that has not yet been emitted should not be used to predict stock returns. While this sounds obvious, prior research papers has done exactly that.
quantpedia.com/the-illusion...
#carbon #premium #quant #stock #picking #trading #strategy #esg #investing
The goal of our article is to examine the relationship between small value and large growth stocks using more than 100 years of data and test whether the spread between small value and large growth portfolios shows trends that could help investors switc.
quantpedia.com/timing-value...
#quant
This study examines the effectiveness of several anomaly-based trading strategies applied to the real estate sector represented by the RlEst index from the Fama–French 48 industry portfolios.
quantpedia.com/anomaly-base...
#REITs #quant #trendfollowing #momentum #seasonality #trading #strategies
Quantpedia in February 2026
– Expanded the Trend/Reversal Analysis
– 8th episode of QuantBeats
– Invitation to Future Alpha conference
– Quantpedia Awards 2026 reminder
– 11 new Quantpedia strategies
– 5 new related papers
– 7 new backtests
– 5 new blog posts
quantpedia.com/quantpedia-i...
#quant
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