Author

Quantpedia

@quantpedia

articles: 24
total claps: 156
top claps: 55
avg read: 0.7 min
active: 2024-10-18 → 2026-07-16

Wiki topics

INV · Investing & Markets · 16 ECO · Economy · General · 13 RAG · RAG & Retrieval · 6 ✊ · Equality & Identity · 4 CRY · Crypto & Web3 · 3 BIZ · Business Strategy · 3 LLM · Large Language Models · 2 🎮 · Gaming · 1

Top tags

#asset-allocation ·3 #portfolio-management ·3 #tqqq ·2 #leveraged-etfs ·2 #factor-investing ·2 #portfolio-analyses ·2 #cryptocurrency ·2 #crypto-trading ·2 #0dte-trading ·2 #0dte ·2

ECO

QU Quantpedia

QuantBeats Episode 07 (David Kaiser: Conviction in Quant Value Investing) is Live!

Building conviction without emotion is harder than it sounds. David Kaiser walks through his evolution from fundamental analyst to quant…

Feb 09, 2026 · 0 min read · 55 claps #quant-investing #value-investing #value-factor

QuantBeats Episode 07 (David Kaiser: Conviction in Quant Value Investing) is Live!

AI TCH

QU Quantpedia

Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy Discovery

This study investigates short-term price reversals — temporary retracements following adverse daily returns — and develops a systematic…

Jun 18, 2026 · 1 min read · 50 claps #openai #chatgpt #anthropic-claude

Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy Discovery

ECO AI

QU Quantpedia

Pragmatic Asset Allocation Across Market Cycles

Pragmatic Asset Allocation (PAA) is a systematic, multi-asset investment strategy designed to adapt dynamically to evolving market…

Feb 06, 2026 · 1 min read · 50 claps #asset-allocation #tactical-asset-allocation #asset-allocation-process

Pragmatic Asset Allocation Across Market Cycles

ECO

QU Quantpedia

Do S&P500 0DTEs Options Increase Market Volatility?

Recent market action has once again underscored how rapidly volatility can surface across asset classes, as evidenced by pronounced price…

Feb 02, 2026 · 1 min read · 1 claps #0dte-trading #spx-0dte #0dte

Do S&P500 0DTEs Options Increase Market Volatility?

ECO

QU Quantpedia

Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach

The global investment environment is going through a period of meaningful structural change. The dominance of the U.S. dollar is…

Apr 07, 2026 · 1 min read · 0 claps #emerging-markets #trend-following #momentum-trading

Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach

ECO SOC AI

QU Quantpedia

The Attention Factor: The Link That Connects Crypto and Public Equity Markets

In an era of increasingly fragmented market microstructure, the emergence of cross-asset connectedness between Crypto and public equity…

May 05, 2026 · 1 min read · 0 claps #0dte-trading #0dte #crypto-trading

The Attention Factor: The Link That Connects Crypto and Public Equity Markets

ECO AI SPT

QU Quantpedia

Front Running in Country ETFs, or How to Spot and Leverage Seasonality

Understanding seasonality in financial markets requires recognizing how predictable return patterns can be influenced by investor behavior…

Apr 01, 2025 · 1 min read · 0 claps #etf-investing #etf-trading #trading-strategy

Front Running in Country ETFs, or How to Spot and Leverage Seasonality

ECO

QU Quantpedia

Why Most Portfolios Are Under Diversified

Diversification is a key principle in portfolio construction, yet equal-weight portfolios often fail to deliver true risk diversification…

Jun 19, 2026 · 1 min read · 0 claps #clustering #diversification #correlation

Why Most Portfolios Are Under Diversified

ECO

QU Quantpedia

Who Is the Counterparty to the Pro-Cyclical Investors

An interesting transaction-level study we take a closer look at today asks who takes the other side of trades when the most pro-cyclical…

Jan 26, 2026 · 1 min read · 0 claps #counterparty #counterparty-risk #trading

Who Is the Counterparty to the Pro-Cyclical Investors

ECO

QU Quantpedia

Reconstructing a Century of U.S. Corporate Bonds

How much do we really know about corporate bond returns before the modern data era? Until recently, the answer was: not enough. Most…

Jun 09, 2026 · 1 min read · 0 claps #credit-spreads #corporate-bonds #fixed-income

Reconstructing a Century of U.S. Corporate Bonds

AI SPT ECO

QU Quantpedia

Can AI Do Financial Research?

Large language models are already capable of summarizing financial research, but are they ready to conduct it? In their latest paper…

Jul 16, 2026 · 1 min read · 0 claps #ai-agent #financial-research #academic-research

ECO HUM

QU Quantpedia

Why Mean-Variance Optimization Breaks Down

Mean-Variance Optimization remains the intellectual cornerstone of modern portfolio theory, yet its real-world deployment via plug-in MVO…

Jun 23, 2026 · 1 min read · 0 claps #mean-variance-analysis #markowitz #optimization

Why Mean-Variance Optimization Breaks Down

ECO SOC HUM

QU Quantpedia

A Century Without Data: Reconstructing Emerging Markets Equity History

For U.S. equities, fixed income, and commodities, reconstructing long-term historical datasets is relatively straightforward, and we have…

May 20, 2026 · 1 min read · 0 claps #emerging-markets #historical-data #financial-data

A Century Without Data: Reconstructing Emerging Markets Equity History

ECO AI

QU Quantpedia

Leveraged ETFs in Low-Volatility Environments

Leveraged ETFs (such as SPXL — (Direxion Daily S&P 500 Bull 3X Shares) offer amplified exposure to the S&P 500, promising high returns but…

Sep 22, 2025 · 1 min read · 0 claps #tqqq #leveraged-etfs #quant-trading

Leveraged ETFs in Low-Volatility Environments

ECO

QU Quantpedia

Cross-Asset Price-Based Regimes for Gold

This article develops a price-based macro–financial model of gold that formally links its medium-horizon return dynamics to cross-asset…

Jan 05, 2026 · 1 min read · 0 claps #gold #gold-trading #gold-investment

Cross-Asset Price-Based Regimes for Gold

ECO AI SCI

QU Quantpedia

Cryptocurrency as an Investable Asset Class — 10 Lessons

Cryptocurrencies have matured from experimental curiosities into a viable investable asset class whose return-generation and risk…

Oct 24, 2025 · 1 min read · 0 claps #cryptocurrency #arbitrage #crypto-arbitrage

Cryptocurrency as an Investable Asset Class — 10 Lessons

MDA ECO AI

QU Quantpedia

Leveraged ETFs in Asset Allocation: Opportunity or Trap?

In this article, we explore whether it makes sense to incorporate leveraged ETFs into static and dynamic long-only asset allocation…

Nov 17, 2025 · 1 min read · 0 claps #asset-allocation #leveraged-etfs #tqqq

Leveraged ETFs in Asset Allocation: Opportunity or Trap?

ECO TCH

QU Quantpedia

Out-of-Sample Test of Formula Investing Strategies

Can we simplify the complexities of the stock market and distill them into a simple set of quantifiable metrics? A lot of academic papers…

Jan 17, 2025 · 1 min read · 0 claps #investing-strategies #piotroski #magic-formula

Out-of-Sample Test of Formula Investing Strategies

ECO SOC

QU Quantpedia

When Crypto Stopped Diversifying: The ETF Regime Shift

Can crypto still help diversify an equity portfolio — or has that edge disappeared? That’s the practical question behind Crypto Contagion…

Mar 27, 2026 · 1 min read · 0 claps #cryptocurrency #crypto-etf #ibit

When Crypto Stopped Diversifying: The ETF Regime Shift

ECO

QU Quantpedia

How Can We Explain the Low-Risk Anomaly?

The low-risk anomaly in financial markets has puzzled researchers and investors, challenging the traditional risk-return paradigm (higher…

Aug 28, 2025 · 1 min read · 0 claps #capm #beta #low-risk-investments

How Can We Explain the Low-Risk Anomaly?

SOC ECO

QU Quantpedia

How Mega Tech Stocks Impact Factor Strategies

The dominance of mega-tech stocks, particularly the “Magnificent 7,” in both U.S. and global equity indexes has a profound impact on factor…

Mar 26, 2025 · 1 min read · 0 claps #magnificent-seven #megatech #factor-investing

How Mega Tech Stocks Impact Factor Strategies

ECO

QU Quantpedia

Short Sellers: Informed Liquidity Suppliers

Short sellers often have a bad reputation, seen as market disruptors who profit from declining prices. Yet, they play a crucial role in…

Oct 18, 2024 · 1 min read · 0 claps #short-selling #shortsellers #shortsellingstocks

Short Sellers: Informed Liquidity Suppliers

QU Quantpedia

Quantpedia in April 2026

– Expansion of Quantpedia’s API – Introduction of Bookmarks – Quantpedia Awards 2026 Top 10 papers – 12 new Quantpedia Premium strategies –…

May 13, 2026 · 0 min read · 0 claps #ai-data #alternative-data #api

ECO MDA

QU Quantpedia

QuantBeats Episode 09 — David Kaiser: The Process of Quant Value Investing

What happens when markets become unpredictable? David Kaiser breaks down how quantitative value investors rely on data, liquidity, and…

Jun 08, 2026 · 0 min read · 0 claps #podcast #quantitative-finance #value-investing