The year 2020 has been really challenging for everybody. Coronavirus pandemic hit the economy and personal lives. Luckily, Quantpedia is a completely virtual company, and we were able to adjust to a completely new situation and continue our research as usual.
We have enlarged our database to 580 trading strategies and expanded our research focus to cover also emerging market region. We also continued building of out-of-sample backtests for a subset of Quantpedia strategies. We have produced 180 new out-of-sample curves in the last year, and our database currently contains 390 strategies with such codes/backtests. Over 200 of them are periodically updated on a monthly basis.
There is one more significant project we have been working on for the whole year 2020. I will not write about it now, but I hope I would be able to unveil more in February, so stay tuned …
Thank you all for your support, and we all wish you a successful 2021 – personally and also financially …
Radovan Vojtko & Team of Quantpedia.com
PS: If you are looking for a few more articles to read, as usual, here are previous month’s blog posts, that you may find interesting:
Senators vs Santa’s Reindeer
Authors: William Belmont, Maxwell Grozovsky, Bruce Sacerdote, Ranjan Sehgal and Ian Van Hoek
Title: Senators vs Santa’s Reindeer: 2020 Stock Picking Roundup
Large Cap Analysis
Author: PHILOSOPHICAL ECONOMICS
Title: CUSTOM REPORT: U.S. LARGE INDEX
ESG and CEO Turnover
Author: Gonul Colak, Timo Korkeamaki and Niclas Oskar Meyer
Title: ESG and CEO Turnover
Trading Index (TRIN) – Formula, Calculation & Trading Strategy in Python
Authors: Chainika Thakar, Rekhit Pachanekar
Title: Trading Index (TRIN) – Formula, Calculation & Strategy in Python
The Active vs Passive: Smart Factors, Market Portfolio or Both?
Author: Matus Padysak
Title: The Active vs Passive: Smart Factors, Market Portfolio or Both?
Market Makers and Extreme Price Movements
Authors: Jonathan Brogaard, Konstantin Sokolov and Jiang Zhang
Title: How do Extreme Price Movements End?
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