Quantpedia - Radovan Vojtko
@quantpedia.bsky.social
Quantpedia - The Encyclopedia of Quantitative & Algo Trading Strategies - we process academic research into trading ideas ... Risk Disclosure: http://quantpedia.com/risk
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
quantpedia.com/can-we-use-u...
#government #shutdown #trump #investment #analysis #quant #trading #fintwit
December 19, 2025 at 7:24 AM
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
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
quantpedia.com/can-we-blame...
#fintwit #quant #finance #stockmarket
December 15, 2025 at 3:56 PM
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
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
www.youtube.com/watch?v=Bfrz...
#quantbeats #quant #trading #machinelearning #ai #alpha #fintwit
Episode 06 - S. Ghatak: From Government Tech to Quant Alpha
YouTube video by Quantbeats
www.youtube.com
December 10, 2025 at 5:07 PM
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
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
quantpedia.com/alternative-...
#quant #fintwit #trading
December 2, 2025 at 3:31 PM
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
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
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
November 27, 2025 at 9:43 AM
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
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
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
November 17, 2025 at 9:42 AM
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
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.com/how-to-desig...
#macd #bitcoin #trading #strategy #quant #fintwit
November 13, 2025 at 2:48 PM
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
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
November 10, 2025 at 9:25 PM
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
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
quantpedia.com/how-to-value...
#MSTR #Microstrategy #quant #fintwit
November 3, 2025 at 3:37 PM
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
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
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
October 30, 2025 at 11:44 AM
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
quantpedia.com/cryptocurren...
#quant #fintwit #crypto #trading
October 24, 2025 at 12:27 PM
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
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
quantpedia.com/the-end-of-m...
#quant #trading #fintwit #etf
October 20, 2025 at 8:25 AM
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
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.com/can-technolo...
#quant #technology
October 16, 2025 at 7:33 AM
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.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
– 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
October 10, 2025 at 12:43 PM
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
– 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
quantpedia.com/golds-rally-...
#fintwit #quant #gold #GDX
October 3, 2025 at 9:50 AM
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
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
quantpedia.com/hedging-tail...
#VIX #trading #quant #fintwit #hedging #ETF
September 29, 2025 at 9:51 AM
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
quantpedia.com/cross-sectio...
#quant #fintwit #forex #trading #strategies
September 26, 2025 at 1:39 PM
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
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
quantpedia.com/leveraged-et...
#quant #fintwit
September 22, 2025 at 12:29 PM
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
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
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
September 19, 2025 at 1:13 PM
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
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
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
September 12, 2025 at 7:26 AM
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
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
quantpedia.com/surprisingly...
#fintwit #quant #bitcoin #crypto #trading #strategy
September 8, 2025 at 2:27 PM
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
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
August 28, 2025 at 12:46 PM
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
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
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
August 22, 2025 at 9:16 AM
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
quantpedia.com/quantifying-...
#quant #fintwit
August 18, 2025 at 9:33 AM
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
quantpedia.com/quantifying-...
#quant #fintwit