Top Ten Blog Posts on Quantpedia in 2020

Once again, let us use the turn of the year for a short recapitulation of posts on our blog. Apart from other things we do (which we will summarize in our next blog post in a few days), we have published around over 50 short blog posts / recherches of academic papers on this blog during the last year. We want to use this opportunity to summarize 10 of them, which were the most popular (based on Google Analytics tool). Maybe you will be able to find something you have not read yet …

Nbr. 10: What is the Bitcoin’s Risk-Free Interest Rate – cryptocurrency themes are usually popular, so it’s not a surprise, that our analysis of Bitcoin’s risk-free rate made it into the top 10

Nbr. 9: Backtesting ESG Factor Investing Strategies – Socially Responsible Investing is more and more popular, so again, no surprise here

Nbr. 8: Trend Breaks in Trend-Following Strategies – nice paper showing the way how to improve trend-following strategies during unfavourable periods

Nbr. 7: Multi-Asset Skewness Trading Strategy – trading strategies based on higher moments of statistical distributions (volatility, skewness, kurtosis) are among our favourite

Nbr. 6: YTD Performance of Crisis-Hedge Strategies – 2020 was a coronavirus crisis year, and a lot of people were interested to see how some of the crisis hedge strategies performed in the middle of the crisis

Nbr. 5: How Do Investment Strategies Perform After Publication – one of the most common questions we encounter is related to the performance of trading strategies post-publication

Nbr. 4: Trading Index – TRIN Formula Calculation & Trading Strategy in Python – a short QuantInsti paper related to TRIN trading indicator

Nbr. 3: Cryptocurrency Volatility Index – an interesting research paper with a methodology to build “Cryptocurrency VIX Index”

Nbr. 2: Hierarchical Risk Parity – a summary of popular research paper on a risk parity enhancement

Nbr. 1: Working With High-Frequency Tick Data – Cleaning the Data – it seems that HFT is and always will be one of the most popular topics

Have a successful New Year 2021 …

Yours,

Team Quantpedia.com


Are you looking for more strategies to read about? Sign up for our newsletter or visit our Blog or Screener.

Do you want to learn more about Quantpedia Premium service? Check how Quantpedia works, our mission and Premium pricing offer.

Do you want to learn more about Quantpedia Pro service? Check its description, watch videos, review reporting capabilities and visit our pricing offer.


Or follow us on:

Facebook Group, Facebook Page, Twitter, Linkedin, Medium or Youtube

Share onRefer to a friend

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in

    SUBSCRIBE TO OUR NEWSLETTER AND GET:
    1. bi-weekly algo & quant academic research insights
    2. tips on new trading strategies & Quantpedia features
    3. notifications about exclusive Quantpedia offers & promos
    Subscribe
    Subscribe
    SUBSCRIBE TO OUR NEWSLETTER
    and be the first who get:
    - bi-weekly newsletter with academic research insights
    - special report about top strategies each month
    - exclusive discount offers & coupons