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Hello all, What have we accomplished in the last month? – Quantpedia Awards 2026 Winners Announcement - A new Dual Momentum report - QuantBeats Episode 09 - Invitation to Uncorrelated Newport – 11 new Quantpedia Premium strategies – 9 new related research papers – 7 new backtests – and finally, 8 new posts on our Quantpedia blog The post Quantpedia in May 2026 first appeared on QuantPedia .

Six new strategies have been added. Four new related research paper have been included into existing strategy reviews and four new short free blog posts have been published during last few weeks. Plus, three trading strategies have been backtested in QuantConnect in the previous two weeks. The post Quantpedia Premium Update – June 10th first appeared on QuantPedia .

How much do we really know about corporate bond returns before the modern data era? Until recently, the answer was: not enough. Most empirical work in corporate bond pricing has relied on relatively short samples, especially the post-2002 TRACE period, leaving open the question of whether observed risk premia are robust over longer horizons. Ghaderi, Plante, Roussanov, and Seo (2026) Ghaderi, Pla…

If you've ever scrolled through Polymarket or Kalshi wondering whether the "wisdom of crowds" is actually wisdom—or just organized noise—you're not alone. A new paper, "How Wise is the Crowd? Bias and Edge in Prediction Markets," tears into the microstructure of modern prediction markets to ask a practical question: Who's actually making money, and who's just paying for the privilege of being lou…

Quantitative investors usually start their research by analyzing individual trading strategies. They compare performance, risk, implementation complexity, market exposure, and the economic intuition behind each anomaly. However, once historical equity curves of individual strategies are available, a different research question becomes possible. Instead of asking only which individual strategy loo…

Artificial intelligence is gradually changing the way quantitative researchers interact with financial data. Instead of manually browsing databases, comparing strategies one by one and filtering spreadsheets, modern research workflows increasingly rely on conversational systems capable of retrieving and summarizing structured information automatically. One practical application is combining the Q…

Quantpedia Days 2026 – Celebrate with us the relentless pursuit of knowledge and ingenuity – You can now subscribe to any of our services, be it 3-, 12- or 36-months Quantpedia Prime, Premium, or Pro subscription, and get the same 2nd subscription for your co-worker or fellow researcher for free – an offer valid between 28th May and 5th June 2026 The post Quantpedia Days 2026 Bring Again 1+1 Spec…

Five new strategies have been added. Five new related research paper have been included into existing strategy reviews and five new short free blog posts have been published during last few weeks. Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks. The post Quantpedia Premium Update – May 27th first appeared on QuantPedia .

Welcome to the Quantpedia Awards 2026 winners announcement. For the third time, we are proud to celebrate excellence in quantitative research and recognize the researchers behind innovative studies in quantitative trading. We are also pleased to see that the Quantpedia Awards have become an established and recognized brand within the quant community. This is the moment we have all been waiting fo…

Our study explores a weekly-rebalanced dual-momentum-based Global Tactical Asset Allocation (GTAA) strategy applied to a diversified set of ETFs. The strategy selects assets based on relative momentum and applies an absolute momentum filter to avoid declining investments. Ultimately, a single combined strategy was created by merging two sub-strategies, incorporating both shorter- and longer-term …

For U.S. equities, fixed income, and commodities, reconstructing long-term historical datasets is relatively straightforward, and we have already explored these challenges in several previous studies, including 100 Years of Multi-Asset Trend Following, Extending Historical Daily Bond Data to 100 Years, and Extending Historical Daily Commodities Data to 100 Years. Moreover, the broader methodology…

In the high-stakes arena of prediction markets, a counterintuitive pattern emerges: retail traders who correctly pick winners more than half the time still lose money, while automated traders with coin-flip accuracy pocket nine-figure profits. Using 222 million prediction market tradeswith directly observable terminal payoffs, the paper "Who Profits from Prediction? Execution, Not Information" pr…

Commodity markets are back in investors’ focus. After years in which equities and growth assets dominated portfolios, the recent rise in geopolitical tensions, inflation uncertainty, supply-chain fragmentation, and renewed resource nationalism has reminded allocators that commodities remain a critical macro asset class. That is why a newly released research paper, An Index of Commodity Futures Re…

Hello all, What have we accomplished in the last month? – Expansion of Quantpedia’s API – Introduction of Bookmarks – Quantpedia Awards 2026 Top 10 papers – 12 new Quantpedia Premium strategies – 7 new related research papers – 8 new backtests – and finally, 8 new posts on our Quantpedia blog The post Quantpedia in April 2026 first appeared on QuantPedia .

Seven new strategies have been added. Four new related research paper have been included into existing strategy reviews and four new short free blog posts have been published during last few weeks. Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks. The post Quantpedia Premium Update – May 7th first appeared on QuantPedia .

From the trading desk to the portfolio committee, investors face a familiar question: how should alternative stores of value fit into a diversified portfolio? This research explores that question through a systematic dual-momentum framework comparing Bitcoin and physical gold in a rules-based tactical allocation model. Rather than debating ideology, we focus on practical portfolio construction an…

In an era of increasingly fragmented market microstructure, the emergence of cross-asset connectedness between Crypto and public equity markets presents a critical challenge for modern portfolio construction. This blog post examines the recent working paper by Harin de Silva, "The Attention Factor: The Speculative Risk You May Already Own," which identifies a previously underappreciated transmiss…

Commodity markets are in the spotlight. Two factors currently stand out. Firstly, the geopolitical tensions, as ongoing instability in the Middle East continues to create uncertainty in energy markets, particularly on the supply side. Secondly, less discussed are climate conditions as the El Niño–Southern Oscillation (ENSO) is a recurring climate cycle that affects temperature and precipitation p…

The growing dominance of passive investing has fundamentally altered the dynamics of equity markets. A substantial share of trading volume is now driven by index-tracking strategies, which mechanically allocate capital based on index membership rather than company-specific fundamentals. This raises an important question: can predictable flows associated with index rebalancing be systematically ex…

Five new strategies have been added. Three new related research paper have been included into existing strategy reviews and four new short free blog posts have been published during last few weeks. Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks. The post Quantpedia Premium Update – April 27th first appeared on QuantPedia .