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Quantpedia - Radovan Vojtko

@quantpedia.bsky.social
259 followers 243 following 169 posts

Quantpedia - The Encyclopedia of Quantitative & Algo Trading Strategies - we process academic research into trading ideas ... Risk Disclosure: quantpedia.com/risk

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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 01/10/2026
A New Stage, a New Deadline: Quantpedia Awards 2027 Are Here Again! Quantpedia Awards 2027 are here — with over $25,000 in prizes and a bigger stage for outstanding quant research! quantpedia.com/a-new-stage-... #quant #algo #trading #research #competition #quantpedia #awards
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 24/09/2026
Can Weakening Morning Order Flow Predict SPY Reversals? quantpedia.com/can-weakenin... #intraday #extended #alternative #dataset #quant #algo #trading #strategy #reversal #equity #market #timing #orderflow #activity
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 22/09/2026
Building and Testing Trend-Following Strategies on One-Minute SPY Data quantpedia.com/building-and... #intraday #extended #alternative #dataset #quant #algo #trading #strategy #trendfollowing #equity #market #timing #retail #activity
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 18/09/2026
Do Airline Stocks Take Off Around U.S. Holidays? If holiday travel leaves a seasonal footprint in energy markets, can it also be detected in the stocks of the airlines transporting those travelers? quantpedia.com/do-airline-s... #holiday #seasonal #quant #trading #strategy #jets #uso #etf
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 11/09/2026
Quantpedia in August 2026 – new report in the Live Strategies section called Composite Analysis – 11 new Quantpedia Premium strategies – 5 new related research papers – 8 new backtests – 5 new blog posts quantpedia.com/quantpedia-i... #quant #algo #live #trading #strategies #backtesting
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 04/09/2026
Do LLM "Crowds" Produce Investment Signals? An Empirical Test quantpedia.com/do-llm-crowd... #trading #strategy #LLM #agents #quant #AI #signals
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 02/09/2026
Why Average Strategy Performance Can Mislead Portfolio Research quantpedia.com/why-average-... #benchmarking #trendfollowing #trading #strategies #peer #group
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 28/08/2026
Boundaries of Time Series Momentum quantpedia.com/boundaries-o... #momentum #trendfollowing #reversal #valuation #CAPE #bubble #managed #futures
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 26/08/2026
Quantpedia API for Peer Group Strategy Analysis quantpedia.com/quantpedia-a... #peers #managedfutures #cta #trendfollowing #api #quant #trading #strategy #benchmark
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 17/08/2026
Sectoral Intramonth Momentum Cycle: Exploiting Turn-of-the-Month Patterns in Sector ETF Strategies quantpedia.com/sectoral-int... #momentum #reversal #turnofthemonth #calendar #trading #strategy #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 04/08/2026
Quantpedia in July 2026 – API users can now directly download the full research papers written by Quantpedia – 10 new Quantpedia Premium strategies – 2 new related research papers – 7 new backtests – and finally, 5 new posts on our Quantpedia blog quantpedia.com/quantpedia-i... #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 29/07/2026
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following Trend following was one of the most persistent anomalies in finance for nearly two centuries, yet its performance deteriorated sharply after the 2008. quantpedia.com/is-trend-sti... #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 27/07/2026
In professional quantitative research, the more important question often comes after the first positive result: is the strategy genuinely new, or is it simply another version of an already known factor, timing rule, or anomaly? quantpedia.com/from-backtes... #quantpedia #api #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 23/07/2026
Getting the Target Right in Return Prediction Recent interesting research from Cakici and Zaremba, highlights an often-overlooked aspect of machine learning for equity return prediction: the choice of prediction target. quantpedia.com/getting-the-... #quant #trading #machinelearning #ml #ai
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 18/07/2026
Commodity Crisis Analysis - How Portfolios React to Commodity Shocks Commodities represent an important component of the global economy, and shocks in commodity markets can have a significant impact on broader financial assets. quantpedia.com/commodity-cr... #quant
quantpedia.com
Commodity Crisis Analysis – How Portfolios React to Commodity Shocks | QuantPedia
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 16/07/2026
Can AI Do Financial Research? Large language models are already capable of summarizing financial research, but are they ready to conduct it? quantpedia.com/can-ai-do-fi... #ai #llm #agents #academic #quant #financial #research #chatgpt #claude
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 13/07/2026
Quantpedia in June 2026 – A new Live Strategies reporting section – Quantpedia Awards 2026 Winners Interview – 14 new Quantpedia Premium strategies – 3 new related research papers – 7 new backtests – 8 new blog posts quantpedia.com/quantpedia-i... #quant #trading #strategies #backtests #research
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 07/07/2026
Quantpedia API as an On-Demand Factor Database This case study focuses on building a custom workflow through the Quantpedia API and AI-assisted methodology design. quantpedia.com/quantpedia-a... #factor #analysis #trading #strategy #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 02/07/2026
Silicon vs. Satoshi: Tactical Asset Rotation Between NASDAQ-100 and Bitcoin In the modern retail attention economy, Bitcoin and the NASDAQ-100 are not merely separate assets; they are competing narratives. quantpedia.com/silicon-vs-s... #bitcoin #nasdaq #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 30/06/2026
Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity Anomalies An autonomous research agent replicated nine published US-equity anomalies on clean, survivorship-free data. quantpedia.com/guardrails-m... #ai #agents #equity #quant #trading #strategies
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 26/06/2026
Understanding Investment Products Through Factor Analysis and Replication Factor-based portfolio analysis provides a structured framework for understanding the drivers of investment performance, risk, and long-term behavior. quantpedia.com/understandin... #quant #factor #analysis #trading #etf
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 24/06/2026
Quantpedia is now on Telegram. Follow our official channel for updates, research insights, product news, and new content from the Quantpedia team: t.me/quantpedia #Quantpedia #Telegram #QuantitativeFinance #AlgoTrading #SystematicTrading #InvestmentResearch #FinTech
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 23/06/2026
Why Mean-Variance Optimization Breaks Down MVO remains the intellectual cornerstone of modern portfolio theory, yet its real-world deployment often delivers unstable portfolios that collapse out-of-sample. quantpedia.com/why-mean-var... #markowitz #mvo #optimization #portfolio #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 19/06/2026
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. quantpedia.com/why-most-por... #diversification #clustering #correlation #quant #trading #strategy #analysis
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 18/06/2026
Our study investigates short-term price reversals—temporary retracements following adverse daily returns—and develops a systematic trading framework to capture this effect across multiple asset classes. quantpedia.com/testing-an-a... #quant #trading #strategy #ai #llm #research #workflow
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 15/06/2026
This study empirically evaluates the efficacy of a Dual Momentum framework—combining relative strength ranking with an absolute time-series trend filter—applied to a diversified suite of commodity sector ETFs from 2007 to 2026. quantpedia.com/dual-vs-sing... #momentum #trading #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 12/06/2026
Quantpedia in May 2026 – Quantpedia Awards 2026 Winners – A new Dual Momentum report – QuantBeats Episode 09 – Invitation to Uncorrelated Newport – 11 new Quantpedia Premium strategies – 9 new related papers – 7 new backtests – 8 new posts quantpedia.com/quantpedia-i... #trading #strategies #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 09/06/2026
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. quantpedia.com/reconstructi... #credit #bonds #historical #data #spread #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 08/06/2026
QuantBeats Episode 09 What happens when markets become unpredictable? David Kaiser breaks down how quantitative value investors rely on data, liquidity, and disciplined portfolio construction instead of reacting to every headline. www.youtube.com/watch?v=XLoz... #quant #podcast #value #investing
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 05/06/2026
How Wise is the Crowd in Prediction Markets 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. quantpedia.com/how-wise-is-... #quant #polymarket #kalshi #wisdom #crowd
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 02/06/2026
Building Meta-Strategies with Quantpedia API A meta-strategy does not invest directly in stocks, ETFs, futures, or other financial instruments. Instead, it invests in underlying trading strategies. quantpedia.com/building-met... #quant #trading #strategies #api #agentic #ai #agents
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 29/05/2026
Building an AI Powered Quant Research Assistant with Quantpedia API One practical application is combining the Quantpedia API with an LLM such as ChatGPT, Claude or Cursor AI to create a lightweight quant research assistant. quantpedia.com/building-an-... #ai #agents #algo #trading #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 28/05/2026
Quantpedia Days 2026 Bring Again 1+1 Special Offer – Celebrate with us the relentless pursuit of knowledge and ingenuity – You can now subscribe to any of our services get the same 2nd subscription for your co-worker or fellow researcher for free... quantpedia.com/quantpedia-d... #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 26/05/2026
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. quantpedia.com/quantpedia-a... #quant #trading #strategy #research #papers
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 22/05/2026
Active Dual Momentum GTAA Strategy Our study explores a weekly-rebalanced dual-momentum-based Global Tactical Asset Allocation (GTAA) strategy applied to a diversified set of ETFs. quantpedia.com/active-dual-... #quant #trading #gtaa #strategy #dual #momentum
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 20/05/2026
A Century Without Data: Reconstructing Emerging Markets Equity History Emerging markets, represent an interesting opportunity for historical reconstruction, as reliable long-term data is often unavailable for much of the 20th century. quantpedia.com/a-century-wi... #quant #emerging #markets
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 18/05/2026
Who Profits from Prediction Markets? The paper “Who Profits from Prediction? Execution, Not Information” presents a clean answer ... quantpedia.com/who-profits-... #kalshi #polymarket #quant #trading #strategies #prediction #markets
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 15/05/2026
An Index of Commodity Futures Returns Since 1871 Using a hand-collected database covering more than 150 years of U.S. commodity futures history, the authors provide one of the most comprehensive long-term perspectives yet on commodity investing. quantpedia.com/an-index-of-... #quant #trading
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 13/05/2026
Quantpedia in April 2026 – 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 quantpedia.com/quantpedia-i... #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 06/05/2026
Dual Momentum Allocation Between Physical Gold and Bitcoin (Digital Gold) From the trading desk to the portfolio committee, investors face a familiar question: how should alternative stores of value fit into a diversified portfolio? quantpedia.com/dual-momentu... #quant #trading #bitcoin #gold
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 05/05/2026
The Attention Factor: The Link That Connects Crypto and Public Equity Markets quantpedia.com/the-attentio... #quant #trading #crypto #0DTE #options
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 29/04/2026
Commodity Portfolio Strategy for a Potential 2026 Inflationary and Supply Shock Regime quantpedia.com/commodity-po... #trump #iran #war #momentum #trading #strategy #commodities #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 28/04/2026
The growing dominance of passive investing has fundamentally altered the dynamics of equity markets. This raises an important question: can predictable flows associated with index rebalancing be systematically exploited? quantpedia.com/when-big-get... #quant #trading
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 24/04/2026
How to Analyze Individual Equity Curves Given the current macro-driven environment, commodity markets—particularly crude oil—offer a relevant case study. quantpedia.com/how-to-analy... #quant #trading
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 20/04/2026
The Tranching Dilemma What if a meaningful part of usual trading strategy’s performance has nothing to do with your signal—but simply when you rebalance? quantpedia.com/the-tranchin... #trading #strategy #portfolio #quant #financial #markets
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 17/04/2026
Exploiting Mean-Reversion in Decentralized Prediction Markets: Evidence from Polymarket Binary Contracts quantpedia.com/exploiting-m... #polymarket #kalshi #prediction #markets #trading #strategy #quant
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 13/04/2026
Trading as a Small Business: What Beginner Investors and Traders Usually Learn Too Late quantpedia.com/trading-as-a... #quant #trading #business
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 09/04/2026
Quantpedia in March 2026 – Launch of Quantpedia's API – Invitation to Uncorrelated Puerto Rico conference – Quantpedia Awards 2026 reminder – 11 new Quantpedia Premium strategies – 7 new related research papers – 7 new backtests – 7 new blog posts quantpedia.com/quantpedia-i... #quant #trading
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 07/04/2026
Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach Investors may be approaching a turning point where relative returns between U.S. equities and international markets—especially Emerging Markets (EM)—begin to shift. quantpedia.com/systematic-t... #quant #trading
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 01/04/2026
One Year Later: Is ChatGPT Finally Worth Using for Quantitative Analysis? Newer models are now available (from OpenAI and also other vendors) so can we finally use LLMs to assist with quantitative analysis tasks? quantpedia.com/one-year-lat... #chatgpt #claude #openai #anthropic #quant #trading
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