Quantpedia Releases Practical Tutorial on API-Based Custom Strategy Rating
Get up to speed
Quantpedia has released a practical tutorial explaining how to implement custom strategy scoring via the Quantpedia API, using the WTMF ETF as a case study to demonstrate the complete workflow. The tutorial first uses the platform's built-in reports to compare WTMF against a predefined universe of ETFs and quantitative strategies, then customizes the investment screening scope through the API. The backtest period for this test runs from March 19, 2012 to May 29, 2026, covering approximately 14 years and 3,571 trading days; ultimately, 44 strategies meeting the criteria were selected, and all were retained after overlap filtering. The adjusted Sharpe ratio calculation used in this test is defined as annualized return divided by annualized volatility, without deducting the risk-free rate; WTMF's adjusted Sharpe ratio is approximately 0.285, with an average correlation of about 0.173 to the screened strategies.
AI-generated from reports · 2 hr agoUpdated
Coverage timeline
Follow the coverage to understand different sides of the event.
- QuantpediaHow to Implement Custom Strategy Scoring via the Quantpedia API
Quantpedia has released a practical tutorial on custom strategy scoring, using the WTMF ETF as a case study. First, it compares the ETF with predefined ETFs and quantitative strategy universes through built-in platform reports, then uses the Quantpedia API to custom-filter 44 eligible ETF targets.
Trend of this event
Not enough consecutive observations yet; trend is not drawn.