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Quantpedia has curated an impressive collection of strategies based on academic research, covering styles, industries and asset classes from around the world. It is a valuable resource to any financial institution seeking to improve their understanding.
Jared Broad
QuantConnect, CEO & Founder
Quantpedia provides plenty of inspiration. I’m continually impressed with how the site is kept up to date with fresh strategies and features. The team do not sugarcoat anything. They present all the important facts so you can quickly understand a strategy and get to work.
J. B. Marwood
Independent trader, investor & writer
A very useful tool for quantitative portfolio managers to get new ideas for tactical asset allocation strategies.
Igor Vilcek
VUB Generali, Chief Investment Officer
Quantpedia offers a shortcut for what could otherwise be a long and expensive journey. The site has vetted thousands of research papers on both new investing strategies and refinements in the tried-and-true, says co-founder Radovan Vojtko. Quantpedia editors, who have quantitative investing backgrounds, boil down the most promising approaches into plain-language summaries, with links to additional resources and supporting tools.
Barrons.com
Quantpedia.com is a unique site in many aspects, and not only because of its extensive library of trading strategies. What makes it unique is that each strategy–and there are more than 360 of them–includes a clear overview of what the strategy is, the logic behind the method, and the statistics backing the strategy. The stats include performance, maximum drawdown, the test period, and volatility among others.
Vantagepointtrading.com
Whereas quantitative analysis focuses on mathematical and statistical modeling, I’ve found Quantpedia is an abundant source of fundamental and value trading strategy ideas.All their results are self-reported, and they usually only apply to time periods in the past.
Genovest.com
When I was working as Quantitative Portfolio Manager in Tatra Asset Management (which is the biggest asset management company in the Slovak Republic and it has over 2.5 billion EURs of assets under management), I was constantly looking for new ideas for trading strategies.
I devoured every trading book I could find and then moved on to dense, information-packed academic research articles. The efficiency of these papers intrigued me, but the sheer volume made it hard to retain all that information. To manage this, I started taking meticulous notes, organizing trading strategies into a structured format. This methodical approach led to the birth of Quantpedia in 2011.
Quantpedia became my creative playground, an adult version of Lego. I could deconstruct strategies, blend them, and build something new and unique. This process of “Bend, Break, Blend,” as David Eagleman describes in “The Runaway Species,” is intrinsic to human creativity. Our drive to collect and organize ideas fuels innovation. The best ideas strike a balance between the familiar and the novel.
To innovate effectively, you need a comprehensive understanding of what’s already out there. Quantpedia serves as a vast library and toolbox designed to inspire and support your trading creativity.
Save your time and turn academic research into your trading advantage
Quantpedia Prime will unlock over a hundred additional uncommon trading strategy ideas for you in our Screener. Complete with a short description, performance & risk characteristics, and links to source academic papers.
Moreover, you will have access to the out-of-sample backtests with equity curves and statistics, together with the complete Python source code that you can use without any restrictions for your individual projects.
A powerful aspect of our offering is modeling and reporting tools - 100s of charts and tables in thematical reports. Analyze your model portfolios and their performance, relationships, assembling, exposures, correlations, and risks.
Unlock over 100 trading strategies suitable for aspirational quants, complete with a short description, performance & risk characteristics, together with python code, and links to source and hundreds of related academic research papers. Our list covers the most important styles like seasonal strategies, market timing systems, most common stock picking factors and the well known global tactical asset allocations models.
Additionally, you will get access to the our portfolio modelling tool, that will allow you to model you asset allocation decision, analyze and visualize your model portfolio and its performance, relationships, assembling, factor exposures, correlations, and market risks. Once again, from the complete list of over 40 portfolio analysis reports, that are used by professionals in hedge and mutual funds, we selected the cornerstone subset that’s practical just for you.
The Prime Dashboard is your central hub for mastering Quantpedia. Whether you’re just starting out or looking to deepen your knowledge, this is the place to begin and return to. Discover essential videos that demonstrate how Quantpedia works and access key resources. Even as you advance, this dashboard serves as a reliable guide, helping you navigate the tools and insights that can elevate your trading strategies.
We are a database of ideas for quantitative trading strategies. We use a great number of finance research resources all over the world, including research portals, financial journals, universities and conferences. We sift through these sources every day and search for new interesting articles and papers. Once we find an interesting strategy, we add it into our database, extract descriptions, fundamental reason, risk and return characteristics from the source paper and describe the trading rules in a plain language. Users can then screen through our database of manually curated ideas for trading strategies. By the end of each year, thousands of financial papers have been investigated in this way.
Algorithmic and Quantitative Trading Strategies are provided to our users through a screening tool called Quantpeda’s Screener. Our Screener allows you to search in our database using various filtering fields (past performance, asset class type, trading instrument, etc.). Quantitative trading strategies can be often separated into different groups with similar characteristics. We distinguish over 40 different groups of trading strategies, and our users can screen them using a field called “Keywords”.
New strategies are added into our database on a bi-weekly basis. Additionally, around 5-10 new out-of-sample backtests with equity curves, statistics and complete code are added into our database on a bi-weekly basis as well.
We want to have the majority of our strategies with QuantConnect code and out-of-sample charts and statistics. However, a small subset of strategies uses external data which we do not have. Or use some optimization methods or ML algorithms which are harder to code, and we didn’t have time to code them, yet.
We do not offer free trials, but we give a 100% money-back guarantee to all our clients.
Quantpedia has a Freemium business model. You can visit our Screener and review free strategies. Free strategies are our trial; most of those strategies are usually systems that are well-known in the quant community and are accessible (users can read them) without registration. Paid/Premium strategies are generally strategies that are lesser-known or unique.
No company uses strategies as they are described by us (and we are sure you will not use them this way too). Quantpedia is mainly a database of ideas used in the research process. Each company change strategies or mixes them to suit their needs better. We are not providing trading signals; we are an idea generator, so you do not need to be afraid that you will use the same entry as other companies and will, therefore, be in competition with them.
The Encyclopedia of Quantitative Trading Strategies
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Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
Testimonial Disclosure: Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.