Quantpedia - the encyclopedia of quantitative trading strategies

R

raddo

Hi guys,

I think this is an appropriate place to tell about it as I hope our site www.quantpedia.com can be useful for you.

We are continually bulding database of quantitative trading strategies derived out of the academic research papers. We read a lot of papers (from research portals, financial journals, universities etc.), select the best and extract trading rules in plain language, performance and risk characteristics and various descriptive characteristics (the instruments used for trading, markets traded, backtest period length etc.).

Let me know it you have any suggestion for improvement ...
 
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raddo said:
Hi guys,

I think this is an appropriate place to tell about it as I hope our site www.quantpedia.com can be useful for you.

We are continually bulding database of quantitative trading strategies derived out of the academic research papers. We read a lot of papers (from research portals, financial journals, universities etc.), select the best and extract trading rules in plain language, performance and risk characteristics and various descriptive characteristics (the instruments used for trading, markets traded, backtest period length etc.).

Let me know it you have any suggestion for improvement ...
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Geez, I always thought it was all about (1) buy low, sell high... and (2) buy high and sell higher.
 
Sergio77 said:
You extracted the trading rules but did you test them? IMO the good strategies are never published.
More...
They charge for what they consider the better ones but there are over 50 strategies that are available for free and you don't have to sign up to see them. Just use the screener. That takes the OP out of the spam category and makes it a public service.
 
Sergio77 said:
You extracted the trading rules but did you test them?
More...
All data on Quantpedia are from source research papers. But we did also our own tests for our own purposes (trading).

Sergio77 said:
IMO the good strategies are never published.
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That's common myth on internet which is not based on truth. In reality a lot of good strategies are published and a lot of hedge funds are very transparent. The reason why they do it is because clients want it after 2008 and after Madoff. And hedge funds realized that it is perfect advertisement. You show what you know, how you do it,you will show your expertise and you will get a lot more assets under management.

Just check works of Cliff Assnes, Mebane Faber, Wesley Gray, guys from Robeco etc. etc.

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=77768
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=432318
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=649342
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=113731
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=296465

That's just tip of an iceberg (few well-known names). I can give you 10x more names ...

Also, interesting papers are sometimes written on universities. You have much better chance to be hired by top class fund if you have good publication in top class journal (like Journal of Portfolio Management etc.). So it makes sense for Phds to publish really interesting things.
 
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