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

Leveraged ETFs in Asset Allocation: Opportunity or Trap? Our objective is to examine if, and how, leveraged ETFs can be systematically integrated into portfolio construction so that their benefits can be captured while mitigating their inherent risks. quantpedia.com/leveraged-et... #quant #fintwit

In this study, we apply concepts from technical analysis to construct and refine a trend-following strategy for Bitcoin, progressing step by step from a simple MACD setup toward an improved multi-timeframe model. quantpedia.com/how-to-desig... #macd #bitcoin #trading #strategy #quant #fintwit

Quantpedia in October 2025 What have we accomplished in the last month? – Updated architecture for Quantpedia’s AI Assistant – 12 new Quantpedia Premium strategies – 7 new related research papers – 9 new backtests – 5 new blog posts quantpedia.com/quantpedia-i... #quant #trading #fintwit #chatbot

The premium — the gap between MicroStrategy’s equity value and the market value of its Bitcoin holdings — has puzzled analysts, defied traditional valuation logic, and raised the question: why does it not close through arbitrage? quantpedia.com/how-to-value... #MSTR #Microstrategy #quant #fintwit

Thanksgiving and Christmas Trading Strategies Our findings suggest that seasonal consumer spending influences financial markets, with Amazon benefiting around Thanksgiving and gold during Christmas. quantpedia.com/thanksgiving... #quant #trading #strategy #fintwit #amazon #amzn #gold #gld

Cryptocurrencies have matured from experimental curiosities into a viable investable asset class. A recent paper summarizes ten facts from the literature that show cryptocurrencies share important similarities with traditional markets. quantpedia.com/cryptocurren... #quant #fintwit #crypto #trading

Our strategy highlights systematic style rotations—shifts in value versus growth exposures, as proxied by the IVE–IVW spread—and documents dislocations between real-estate and broad-equity benchmarks, as measured by the IYR–SPY spread. quantpedia.com/the-end-of-m... #quant #trading #fintwit #etf

The U.S. equity market has periodically been dominated by a few technology-driven stocks, most recently the so-called “Magnificent Seven.” Our study investigates the potential to exploit technology sector dominance using momentum-based strategies quantpedia.com/can-technolo... #quant #technology

Quantpedia in September 2025 – Parametrization 4 reports – 20 new strategies – 5 new related papers – 7 new backtests – 5 new blog posts – Plus you are all invited to a new Quantpedia webinar – Unlocking the Power of Calendar and Seasonal Strategies, quantpedia.com/quantpedia-i... #quant #fintwit

Gold has been in the headlines lately and many institutional investors often turn to gold mining stocks to gain indirect exposure to gold’s price. Unfortunately, over the long run, gold mining shares structurally underperform physical gold. quantpedia.com/golds-rally-... #fintwit #quant #gold #GDX

Extreme market events, once perceived as statistical outliers, have become a central concern for investors. Using VIXY ETF, we will present and test a range of hedging strategies designed to protect portfolios under stress. quantpedia.com/hedging-tail... #VIX #trading #quant #fintwit #hedging #ETF

Currency strategies often appear simple on the surface – go long high-yielding currencies, short low-yielding ones, or take a position on the U.S. dollar. But these trades actually mix two distinct components... quantpedia.com/cross-sectio... #quant #fintwit #forex #trading #strategies

Leveraged ETFs offer amplified exposure to the S&P 500, promising high returns but exposing investors to volatility drag. We propose a filter that adjusts ETF exposure based on the relationship between short-term volatility and implied volatility. quantpedia.com/leveraged-et... #quant #fintwit

What Drives the Excess Bond Premium? The Excess Bond Premium (EBP – the portion of corporate bond spreads not explained by default risk), a key metric in quantitative finance for gauging credit spreads, has long been a subject of intense scrutiny... quantpedia.com/what-drives-... #fintwit #quant

Quantpedia in August 2025 What have we accomplished in the last month? - Parametrization of the Trading Edge and Technical Analysis reports – 12 new Quantpedia Premium strategies – 11 new related research papers – 9 new backtests – 5 new blog posts quantpedia.com/quantpedia-i... #quant #fintwit

Our article investigates whether the classic pre-holiday effect applies to Bitcoin and assesses the extent to which it can be amplified by an attention-grabbing momentum filter based on local price highs. quantpedia.com/surprisingly... #fintwit #quant #bitcoin #crypto #trading #strategy

Some risk-averse investors do not like to hold cryptocurrencies in their portfolios strategically; however, they may be open to investing in crypto-linked assets on a tactical level. quantpedia.com/bitcoin-etfs... #quant #fintwit #bito #ibit #fbtc #gbtc #bitcoin

How Can We Explain the Low-Risk Anomaly? Pass-through mutual funds, which aim to replicate the performance of specific indices, play a crucial role in this context by channeling investor flows and potentially influencing asset prices through demand pressure. quantpedia.com/how-can-we-e... #quant

The Best Strategies for FX Hedging Among the most critical challenges in FX is the design of robust hedging strategies to mitigate exposure to volatile currency movements. How does the financial industry deal with this task? quantpedia.com/the-best-str... #quant #fintwit #forex #trading #strategy

Global Housing Returns, Discount Rates, and the Emergence of the Safe Asset, 1465-2024 provides a comprehensive historical overview of real estate yields, offering overview of real estate returns not just over a few decades but over several centuries. quantpedia.com/quantifying-... #quant #fintwit

Our central thesis is that gold, owing to its dual role as a universal wealth reservoir and status symbol, experiences concentrated, holiday-induced buying pressure that yields persistent and economically material drift in the GLD ETF. quantpedia.com/cultural-cal... #quant #gold #fintwit

QuantBeats Episode 5 is Live! We discuss how to use big data and ML to detect market turning points before they hit the headlines and how high-conviction signals and a global asset lens can help traders and portfolio managers make smarter, faster decisions. www.youtube.com/watch?v=eMld... #quant

Sunspots as a Natural Signal for Trading Wheat Futures? When it comes to forecasting commodity prices, traders usually turn to weather patterns, supply-demand data, or economic indicators—but what if the sun itself could offer a clue? quantpedia.com/sunspots-as-... #quant #fintwit #trading

What if some modern investment funds operate on dynamics that, closely resemble Ponzi-like behavior? Certain actively managed funds inflate their own performance — and in doing so, unwittingly mislead investors chasing past returns. quantpedia.com/how-to-ident... #fintwit #quant #trading #investing

In the recent paper “The Memorization Problem”, the authors highlight a key issue: when LLMs are tested on historical data within their training window, their accuracy may not reflect real forecasting ability, but rather memorization of past outcomes. quantpedia.com/the-memoriza... #quant #fintwit

How Fragile is Liquidity? Although the average bid–ask spread has declined, the kurtosis and skewness of the spread have increased. What does this imply? Markets appear more liquid; however, liquidity evaporates more rapidly during stress events. quantpedia.com/how-fragile-... #quant #finsky

Quantpedia in June 2025 – Parameter tayloring – New embeds – 4th episode of QuantBeats – Reminder of the exclusive Lightspeed offer – 12 new Quantpedia Premium strategies – 10 new related papers – 7 new backtests – 4 new blog posts quantpedia.com/quantpedia-i... #quant #fintwit #quantedia

Scheduled corporate events induce market reactions that can be analyzed to reveal predictable return patterns. In this work, we focus on examining the return drift exhibited by technology stocks in the days surrounding their respective conferences. quantpedia.com/an-empirical... #quant #fintech

What matters most isn’t the level or direction of the machine learning model’s forecast but how much it differs from a simple, price-based benchmark—such as a naive moving average signal. When that gap is wide, it often reveals hidden mispricings. quantpedia.com/can-we-profi... #quant #fintwit #ai

Over the past decade and a half, the US equities have set the hard-to-beat benchmark. Nearly all of the other countries, no matter if small or big, emerging or developed, have lagged behind. However, what are the forces behind this outperformance? quantpedia.com/why-most-mar... #quant #fintwit

In this article, we introduce a simpler absolute valuation model for stock indexes: a valuation ratio based solely on the inflation-adjusted total return of the index, offering a streamlined and transparent approach to index valuation. quantpedia.com/absolute-val... #fintwit #quant

Quantpedia in May 2025 –Added support for EUR-denominated ETFs –Winners of the Quantpedia Awards 2025 -A Lightspeed offer to obtain 12 FREE MONTHS of Quantpedia –11 new Quantpedia strategies –11 new related papers –7 new backtests –5 new blog posts quantpedia.com/quantpedia-i... #fintwit #quant

Our research study of the central banks revealed a pre-announcement drift, underscoring the anticipatory nature of equity markets ahead of key policy events and potential opportunities for trading. But are such price drifts unique to the FED and ECB? quantpedia.com/pre-announce... #quant #fintwit

Can We Finally Use ChatGPT as a Quantitative Analyst? Over a year has passed since our first experiments. With all the current hype around the usefulness of large language models (LLMs), we believe it’s the right time to critically revisit this topic. quantpedia.com/can-we-final... #quant #fintwit

Quantpedia Awards 2025 – Winners Announcement This is the moment we have been waiting for, and today, we would like to acknowledge the accomplishments of the researchers behind innovative studies in quant trading. So, what do the top five look like? quantpedia.com/quantpedia-a... #fintwit #quant

Quantpedia Days 2025 – Subscribe to any of our services and get the 2nd subscription for free – The winner of Quantpedia Awards 2025 will be announced on Tuesday, 27th May 2025 – What’s your favorite paper from the presented top 10? quantpedia.com/quantpedia-d... #quant #fintwit #trading

Building machine learning models for trading is full of nuances, and one important but often overlooked question is: what exactly should we try to predict—the direction of the next market move or the actual value of the asset’s return? quantpedia.com/is-machine-l... #quant #fintwit

What can we expect from investing across asset classes over the long run? That’s the kind of question the “Long-Run Asset Returns“ paper tackles—offering a look at how stocks, bonds, real estate, and commodities have performed over the past 200 years. quantpedia.com/what-can-we-... #fintwit #quant

Are Sector-Specific ML Models Better? It's a question of a recent paper that suggests that the optimal solution lies somewhere in between: a “Hybrid” model that is aware of industry structures but still trained on the full cross-section of stocks. quantpedia.com/are-sector-s... #fintwit #quant

Quantpedia in April 2025 – A new Black-Litterman Portfolio Optimization – A ranking phase of the Quantpedia Awards 2025 competition with a $25.000 prize pool is unfolding – 10 new strategies – 6 new related papers – 9 new backtests – 5 new blogs quantpedia.com/quantpedia-i... #fintwit #quant

Given the challenging market conditions so far in 2025, we believe it is an ideal time to revisit the Pragmatic Asset Allocation framework. quantpedia.com/revisiting-p... #quant #fintwit #trump #trading #strategy

QUANTPEDIA AWARDS 2025 – Countdown Just little over 24 hours remain until the end of the deadline for QUANTPEDIA AWARDS 2025. Join the competition now! Alternatively, please help us spread the word and let people in your professional network know! quantpedia.com/quantpedia-a... #quant #fintwit

Short-Term Correlated Stress Reversal Trading We demonstrate that using signals from the correlated assets to detect stress events can enhance the timing and robustness of reversal trades in equities. quantpedia.com/short-term-c... #quant #fintwit #trump #reversal #recession #trading #strategy

As the world’s attention shifts from the US-centric equity markets to international equity markets (which strongly outperform on the YTD basis), we could review some interesting anomalies and patterns that exist outside of the United States. quantpedia.com/uncovering-t... #quant #fintwit #ecb #fed