This blog post will give you a short recapitulation of the five quick market/portfolio insights built from Quantpedia Pro reporting.
– Gold displays a strong seasonal tendency in returns in days around US public holidays.
– The performance of Bitcoin is usually the worst during the same time as stock market experiences the bear market.
– Cryptocurrency market correlation slowly increases, and we can’t rule out the financialization of the crypto market (the same process that happened in commodities approximately ten years ago).
– Skewness-based trading strategies could serve as a practical hedge/diversification during stock market drawdowns
– We show the main attribute of most of the risk parity portfolios – lower total returns but significantly lower risk measures.