Matus Padysak

Quantpedia.com

Quant Analyst

Dulovo namestie 14

Bratislava, 85110

Slovakia

Comenius University - Faculty of Mathematics, Physics and Informatics

Mlynská dolina

SK-842 48 Bratislava, Bratislava 842 48

Slovakia

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 16,515

SSRN RANKINGS

Top 16,515

in Total Papers Downloads

4,426

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

Seasonality, Trend-following, and Mean reversion in Bitcoin

Number of pages: 16 Posted: 27 Apr 2022
Matus Padysak, Matus Padysak and Radovan Vojtko
Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com and Quantpedia.com
Downloads 986 (33,517)

Abstract:

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Bitcoin, trend-following, mean reversion, seasonality, trading strategy

2.

Trading Strategy for Bear Markets

Number of pages: 10 Posted: 10 Jan 2020
Matus Padysak, Matus Padysak and Radovan Vojtko
Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com and Quantpedia.com
Downloads 519 (77,697)

Abstract:

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trading strategy, skewness effect, commodities, bear markets, hedge, lottery effect

3.

Continuous Futures Contracts Methodology for Backtesting

Number of pages: 6 Posted: 04 Feb 2020
Radovan Vojtko, Matus Padysak and Matus Padysak
Quantpedia.com and Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 494 (82,509)

Abstract:

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continuous futures, spliced futures, backtesting, roll method, adjustment method

4.

ESG Scores and Price Momentum Are More Than Compatible

Number of pages: 17 Posted: 18 Aug 2020
Matus Padysak and Matus Padysak
Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 425 (98,527)

Abstract:

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ESG, socially responsible investing, SRI, trading strategy, positive screening, momentum, portfolio

5.

The Positive Similarity of Company Filings and the Cross-Section of Stock Returns

Number of pages: 15 Posted: 30 Oct 2020
Matus Padysak and Matus Padysak
Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 406 (104,139)

Abstract:

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10-K, 10-Q, company filings, predictable returns, trading strategy, portfolio, text similarity, alternative data

6.

The Active vs Passive: Smart Factors, Market Portfolio or Both?

Number of pages: 21 Posted: 12 Jan 2021 Last Revised: 10 Mar 2021
Matus Padysak and Matus Padysak
Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 388 (109,507)
Citation 1

Abstract:

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passive investing, active investing, market timing, smart beta, factors, factor allocation, momentum, factor momentum

7.

Synthetic Lending Rates Predict Subsequent Market Return

Number of pages: 13 Posted: 02 Feb 2022
Matus Padysak and Matus Padysak
Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 363 (118,377)

Abstract:

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lending rates, borrow intensity, shorting, shorting costs, SPY, crisis

8.

Quant’s Look on ESG Investing Strategies

Number of pages: 12 Posted: 07 Jan 2020
Radovan Vojtko, Matus Padysak and Matus Padysak
Quantpedia.com and Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 298 (146,670)
Citation 2

Abstract:

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ESG, socially responsible investing, trading strategy, negative screening, positive screening, momentum

9.

Composite Seasonal Equity Trading Strategy

Number of pages: 18 Posted: 18 Nov 2019
Radovan Vojtko, Matus Padysak and Matus Padysak
Quantpedia.com and Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 223 (193,968)
Citation 1

Abstract:

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trading strategy, seasonality, calendar anomalies, market timing, tactical asset allocation, trend-following filter, FOMC, FED day, Turn of the Month, Option Expiration, PayDay Effect

10.

Return Asymmetry in Commodity Futures

Number of pages: 12 Posted: 10 Sep 2021
Ladislav Ďurian, Matus Padysak and Matus Padysak
Quantpedia.com and Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 214 (201,568)

Abstract:

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commodities, return asymmetry, trading strategy, hedge, lottery effect

11.

How to Choose the Period for Indicators

Number of pages: 8 Posted: 19 Dec 2019
Radovan Vojtko, Matus Padysak and Matus Padysak
Quantpedia.com and Comenius University - Faculty of Mathematics, Physics and InformaticsQuantpedia.com
Downloads 110 (344,940)

Abstract:

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trading strategy, momentum, period choosing, indicators, market timing, tactical asset allocation