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Quantpedia Explains - Attribution Analysis
Hello everyone, and welcome to the next video from the Quantpedia Explains video series. In this video, we're diving into the Attribution Analysis report, which allows our clients to understand the difference between the performance of a model portfolio and its benchmark.
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#attributionanalysis #assetallocation
มุมมอง: 43

วีดีโอ

Designing Robust Trend-following System - Quantpedia Explains (Trading Strategies)
มุมมอง 19214 วันที่ผ่านมา
This video will discuss Designing Robust Trend-following System, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ Strategies based on Trend-following: quantpedia.com/screener/?screener_tab=screener-classic&FilterKeywords=trend-following ○ Designing Robust Trend-following System (Blog post): quantpedia.com/d...
Combining Discretionary and Algorithmic Trading - Quantpedia Explains (Trading Strategies)
มุมมอง 30021 วันที่ผ่านมา
This video will discuss Combining Discretionary and Algorithmic Trading, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ Combining Discretionary and Algorithmic Trading: quantpedia.com/combining-discretionary-and-algorithmic-trading/ ○ The Power Of Price Action Reading: papers.ssrn.com/sol3/papers.cfm?abst...
Quantpedia Awards 2024 - Interview with the Winners
มุมมอง 21228 วันที่ผ่านมา
In this video, Radovan Vojtko, CEO of Quantpedia, and Michael Robbins, Professor at Columbia University, interview Chen Wang and Kevin Zhao, winners of the Quantpedia Awards 2024. They discuss the award-winning research paper: Pre-Refunding Announcement Gains in U.S. Treasurys. 🏆🎙️ ~ Look at our website quantpedia.com ~ ~ For more about Quantpedia Awards 2024: quantpedia.com/quantpedia-awards-2...
Trading System Illusion - Martingale - Quantpedia Explains (Trading Strategies)
มุมมอง 289หลายเดือนก่อน
This video will discuss Trading System Illusion - Martingale, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ The Art of Financial Illusion: How to Use Martingale Betting Systems to Fool People (Blog post): quantpedia.com/the-art-of-financial-illusion-how-to-use-martingale-betting-systems-to-fool-people/ ○...
Quantpedia Explains - Pragmatic Asset Allocation
มุมมอง 96หลายเดือนก่อน
Hello, everyone, and welcome to the next video from the Quantpedia Explains video series. In this video, we're diving into the Pragmatic Asset Allocation report, which can assist users in determining the relative attractivity of the major global asset classes. ~ Look at our website quantpedia.com ~ ►Subscribe to Quantpedia on TH-cam: th-cam.com/users/Quantpedia ►Follow to Quantpedia on Twitter:...
Lead Lag Effect in Mistyped Tickers - Quantpedia Explains (Trading Strategies)
มุมมอง 116หลายเดือนก่อน
This video will discuss Lead-Lag Effect in Mistyped Tickers, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ Investigation of Lead-Lag Effect in Easily-Mistyped Tickers: quantpedia.com/oh-my-i-bought-a-wrong-stock-investigation-of-lead-lag-effect-in-easily-mistyped-tickers/ ►Subscribe to Quantpedia on TH-c...
Composite Volatility Trading Calendar Strategy - Quantpedia Explains (Trading Strategies)
มุมมอง 1782 หลายเดือนก่อน
This video will discuss Composite Volatility Trading Calendar Strategy, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ Strategies based on Volatility Premium: quantpedia.com/screener/?screener_tab=screener-classic&FilterKeywords=volatility premium ○ Volatility Risk Premium Effect: quantpedia.com/strategie...
Active vs Passive Life Cycle Savings Strategies - Quantpedia Explains (Trading Strategies)
มุมมอง 792 หลายเดือนก่อน
This video will talk about Active vs. Passive Life Cycle Savings Strategies, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ Active vs. Passive Life Cycle Savings Strategies: quantpedia.com/active-vs-passive-life-cycle-savings-strategies/ ○ Pragmatic Asset Allocation Model for Semi-Active Investors: quantp...
800 Years on the Financial Markets - Quantpedia Explains (Trading Strategies)
มุมมอง 2892 หลายเดือนก่อน
This video will discuss 800 Years on the Financial Markets, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ 800 Years on the Financial Markets: quantpedia.com/800-years-on-the-financial-markets/ ○ Five Financial Eras: papers.ssrn.com/sol3/papers.cfm?abstract_id=4780659 ○ 100 Years of Historical Market Cycl...
Quantpedia Awards 2024 - Winners Announcement
มุมมอง 1942 หลายเดือนก่อน
🎉 Join us as we reveal the winners of the Quantpedia Awards 2024! 🏆 ~ Look at our website quantpedia.com ~ ►TOP 10 Quantpedia Awards 2024 Research papers: ○ Pre-Refunding Announcement Gains in U.S. Treasurys: papers.ssrn.com/sol3/papers.cfm?abstract_id=4764295 ○ Volatility Managed Multi-Factor Portfolios: papers.ssrn.com/sol3/papers.cfm?abstract_id=4005163 ○ A Profitable Day Trading Strategy Fo...
Quantpedia Explains - Annuity Simulation Report
มุมมอง 522 หลายเดือนก่อน
Hello everyone, and welcome to the next Quantpedia Explains video series. In this video, we'll delve into the Annuity Simulation Report, an indispensable instrument for both investors and traders, offering a comprehensive analysis of spending patterns over a 20-year period. ~ Look at our website quantpedia.com ~ ►Subscribe to Quantpedia on TH-cam: th-cam.com/users/Quantpedia ►Follow to Quantped...
ESG Investing During Crisis - Quantpedia Explains (Trading Strategies)
มุมมอง 763 หลายเดือนก่อน
This video will discuss ESG Investing During Crisis, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ ESG Investing Definition: www.google.com/search?client=firefox-b-d&q=esg investing ○ ESG Investing during Calm and Crisis Periods: quantpedia.com/esg-investing-during-calm-and-crisis-periods/ ○ ESG Investin...
Crypto Trading Using Google Trends - Quantpedia Explains (Trading Strategies)
มุมมอง 2023 หลายเดือนก่อน
This video will discuss Crypto Trading Using Google Trends, introduced by the CEO of Quantpedia.com, Radovan Vojtko. ~ Look at our website quantpedia.com ~ ►TRADING STRATEGIES TO READ FROM VIDEO: ○ Strategies based on Crypto: quantpedia.com/screener/?screener_tab=screener-classic&FilterMarkets=cryptos ○ Can Google Trends Sentiment Be Useful as a Predictor for Cryptocurrency Returns?: quantpedia...
Quantpedia Explains - Savings Plan Analysis
มุมมอง 713 หลายเดือนก่อน
Hello everyone, and welcome to the next Quantpedia Explains video series. In this video, we'll delve into the Savings Plans Analysis report, a powerful tool designed to help users assess the effectiveness of their Model Portfolios for periodic savings. ~ Look at our website quantpedia.com ~ ►Subscribe to Quantpedia on TH-cam: th-cam.com/users/Quantpedia ►Follow to Quantpedia on Twitter: twitter...
Technical Fundamental Features through Mutual Information - Quantpedia Explains (Trading Strategies)
มุมมอง 1163 หลายเดือนก่อน
Technical Fundamental Features through Mutual Information - Quantpedia Explains (Trading Strategies)
Quantpedia Awards 2024 - Submitted Your Research Papers? What's Next?
มุมมอง 113 หลายเดือนก่อน
Quantpedia Awards 2024 - Submitted Your Research Papers? What's Next?
Quantpedia Awards 2024 - Selection and Evaluation
มุมมอง 204 หลายเดือนก่อน
Quantpedia Awards 2024 - Selection and Evaluation
Quantpedia Awards 2024 - What Awaits You in the Prize Pool?
มุมมอง 184 หลายเดือนก่อน
Quantpedia Awards 2024 - What Awaits You in the Prize Pool?
FX Carry + Value + Momentum over 200+ Years - Quantpedia Explains (Trading Strategies)
มุมมอง 1514 หลายเดือนก่อน
FX Carry Value Momentum over 200 Years - Quantpedia Explains (Trading Strategies)
Bitcoin Futures Expiration Trading Strategy - Quantpedia Explains (Trading Strategies)
มุมมอง 1944 หลายเดือนก่อน
Bitcoin Futures Expiration Trading Strategy - Quantpedia Explains (Trading Strategies)
Diversification with Art as an Alternative Investment - Quantpedia Explains (Trading Strategies)
มุมมอง 774 หลายเดือนก่อน
Diversification with Art as an Alternative Investment - Quantpedia Explains (Trading Strategies)
Systematic Hedging of the Cryptocurrency Portfolio - Quantpedia Explains (Trading Strategies)
มุมมอง 2454 หลายเดือนก่อน
Systematic Hedging of the Cryptocurrency Portfolio - Quantpedia Explains (Trading Strategies)
Robustness Testing of ETF Momentum Strategies - Quantpedia Explains (Trading Strategies)
มุมมอง 2245 หลายเดือนก่อน
Robustness Testing of ETF Momentum Strategies - Quantpedia Explains (Trading Strategies)
Quantpedia Explains - Alpha Analysis
มุมมอง 1375 หลายเดือนก่อน
Quantpedia Explains - Alpha Analysis
How Much Bitcoin Should We Have in the Portfolio? - Quantpedia Explains (Trading Strategies)
มุมมอง 2245 หลายเดือนก่อน
How Much Bitcoin Should We Have in the Portfolio? - Quantpedia Explains (Trading Strategies)
The Impact of Stock Market Concentration on Strategies - Quantpedia Explains (Trading Strategies)
มุมมอง 1045 หลายเดือนก่อน
The Impact of Stock Market Concentration on Strategies - Quantpedia Explains (Trading Strategies)
FX Carry with Exotic Currencies and the Frontier Markets - Quantpedia Explains (Trading Strategies)
มุมมอง 876 หลายเดือนก่อน
FX Carry with Exotic Currencies and the Frontier Markets - Quantpedia Explains (Trading Strategies)
How to Beat C. Wood's ARKK / Innovation Factor in Stocks - Quantpedia Explains (Trading Strategies)
มุมมอง 1216 หลายเดือนก่อน
How to Beat C. Wood's ARKK / Innovation Factor in Stocks - Quantpedia Explains (Trading Strategies)
Exploration of CTA Momentum Strategies Using ETFs - Quantpedia Explains (Trading Strategies)
มุมมอง 4476 หลายเดือนก่อน
Exploration of CTA Momentum Strategies Using ETFs - Quantpedia Explains (Trading Strategies)

ความคิดเห็น

  • @robinyounes170
    @robinyounes170 4 วันที่ผ่านมา

    hello quants ! i am still a student , self learning quant trading , modeling... i need advice in choosing my university degree (as i live in lebanon no one know abt quant) i have 2 option stat minor math or pure math ( i will for sure try to do my masters ml , quant related field outside the country (if i got scolarship) ) wich option will be better? thank you very much!!

    • @radovanvojtko5659
      @radovanvojtko5659 3 วันที่ผ่านมา

      I would go for stat math, not pure math. You will not use pure math in algo/quant trading. On the other hand, the stat math minor is very useful.

    • @robinyounes170
      @robinyounes170 3 วันที่ผ่านมา

      @@radovanvojtko5659 I appreciate you're help propably Same tough I got that alot of the math will not be used, and I guess the heavy modeling stuff either way I will learn them in my master, but I just wanted to hear it from expert and person in the field! Thank you very much for you're help!🙏

    • @robinyounes170
      @robinyounes170 2 วันที่ผ่านมา

      ​@@radovanvojtko5659 thank you very much for you're help !

    • @robinyounes170
      @robinyounes170 วันที่ผ่านมา

      @@radovanvojtko5659 thank you man for you're help I appreciate alot! I will go with stat math and keep self studying

    • @robinyounes170
      @robinyounes170 20 ชั่วโมงที่ผ่านมา

      @@radovanvojtko5659 thank you very much for you're help ! ya i will go with math and stat i guess my best option !

  • @riccardoronco627
    @riccardoronco627 5 วันที่ผ่านมา

    good review and to the point

  • @RetailTradingRealities
    @RetailTradingRealities 8 วันที่ผ่านมา

    I shared this on my twitter, good info. Fully Algorithmic here wondering of I should, try and mix it up .

  • @jaireddy8794
    @jaireddy8794 10 วันที่ผ่านมา

    To add to what another commentor said, very good video and there's a whole bunch of them covering intricate topics. It would be better not to have had the background music during the talking.

  • @S1mple0bserver
    @S1mple0bserver 21 วันที่ผ่านมา

    So, price action and TA are not voodoo and scams after all.

  • @cooltraderf
    @cooltraderf หลายเดือนก่อน

    Very nice work. Thank you (I am a full time quantitative options options trader - mostly index options)

  • @goupperninty
    @goupperninty หลายเดือนก่อน

    My layman's understanding of what you have done here is to examine a period from now back to 2017 to determine how much BTC should optimally be held for return and risk purposes and the answer is "not much". Although you have cited your reason for picking this time period it seems disingenuous to rely solely on this period, in which BTC starts at it's 4-year supply cycle high and immediately falls, to form your conclusion. The right period to choose, IMO, is any 48 month period, in order to analyze one full BTC supply cycle and in that way include both the highs of the cycle and the lows. I'd be really interested in that analysis actually.

  • @ongame
    @ongame 2 หลายเดือนก่อน

    It would be good to have a better quality headset; sometimes it's really hard to understand what you are saying.

  • @hackerborabora7212
    @hackerborabora7212 2 หลายเดือนก่อน

    Pls explain the mamba SSM & the markov models like Hamiltonian Monte Carlo & Markov chain in portfolio management

  • @Decebal825
    @Decebal825 4 หลายเดือนก่อน

    i really dont understand does this reports include the shitcoins as every bitcoiner hardly ever or never invests in the shitcoin scams which always loose 98% of their value against bitcoin in every bear market.you use the word crypto which means the whole shitcoins market too so i dont know

  • @N3onHailstorm
    @N3onHailstorm 4 หลายเดือนก่อน

    This is so far over my head, and I love it. Thank you for the clear and to the point explanation of this strategy and the follow up resources at the end. Greatly helps :) Best Wishes!

  • @ryuxfx52
    @ryuxfx52 8 หลายเดือนก่อน

    Trendlines, double tops and basic support & resistance isn’t very effective when looking for an edge.

  • @hackerborabora7212
    @hackerborabora7212 9 หลายเดือนก่อน

    Pls more videos 🙏

  • @MoneyOpulence
    @MoneyOpulence ปีที่แล้ว

    This has been a very educational take. I wish more TH-camrs take the time to create quality content like this. Thanks for sharing this.

  • @camelo2378
    @camelo2378 ปีที่แล้ว

    Nice

  • @davidg1513
    @davidg1513 ปีที่แล้ว

    very good, thanks the sound quality could be better

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w ปีที่แล้ว

    i'm a bit surprised why such strategies can even work. are the markets that inefficient to exhibit such persistent anomalies?

    • @Quantpedia
      @Quantpedia ปีที่แล้ว

      Markets are semi-efficient. Anomalies do exist, but they are risky to execute, and have high tracking error against the market. Therefore, it's not without a risk to allocate to factor strategies and anomalies.

  • @allankip7958
    @allankip7958 ปีที่แล้ว

    all ict traders mark your register here😂😂

    • @Adronomics
      @Adronomics ปีที่แล้ว

      eeeeyyyyy lmao

    • @kaushikkay9207
      @kaushikkay9207 ปีที่แล้ว

      LESSSGOOOOOOOO😂

    • @mohammedgiwa
      @mohammedgiwa 11 หลายเดือนก่อน

      Let’s Go! 😂💪🏽

    • @donnfargo
      @donnfargo หลายเดือนก่อน

      loool yuhhh

  • @harrydhindsa6759
    @harrydhindsa6759 ปีที่แล้ว

    Brother. Sound quality is not good.

  • @adrienneweimann
    @adrienneweimann ปีที่แล้ว

    Hi 😁😊✋

  • @q44444q
    @q44444q ปีที่แล้ว

    How does this do if you add the rest of 2022?

  • @kasen6576
    @kasen6576 ปีที่แล้ว

    Soul therapy!!! Promotion that works > "Promosm".

  • @krishnay4351
    @krishnay4351 ปีที่แล้ว

    Wake up Rodovan bhaiyaa

  • @lillianwalter2468
    @lillianwalter2468 2 ปีที่แล้ว

    P𝐫O𝕞O𝓢m 💯

  • @cryptotrading6016
    @cryptotrading6016 2 ปีที่แล้ว

    Do you want to make a difference for yourself ⁉ Improve in day trading to make daily profits and live up to your needs. I find it really baffling that all the major people are just looking at pure waves and completely ignoring the broader narrative of why BTC is pumping and why the future outlook may not be as optimistic as it seems. There’s great insight in the cry.pto space… A reversal of a trend is risky, and even worse, I believe there is more to this mar.ket than we understand currently. When people are losing, they don't aim to increase their average, but that can only change if you have a personal tra.de guide and sig.nal provider like that of “Edward knowles” which has made me “11.5” B T C within the space of 1 month. For good daily tra.de inc.ome i believe one has to make good decision. Mar.kets fluctuate in cycles that can last anywhere from a few days to several years. In the case of B T C, it's difficult to make a bullish space simply from looking at the charts.... For new-bies you can reach out to Edward knowles via ͲeIєɠɾαm👉Trade1edward

  • @blitzer2062
    @blitzer2062 2 ปีที่แล้ว

    This is a strange video. You've gone to all the trouble of making the pretty graphics yet used a weird computer voice rather than a proper human being. And then the video is so short that it's only likely to be understood by someone who is already familiar with the material.