Cyril Dujava

Independent

Quantpedia

– Quant Analyst

Dulovo namestie 14

Bratislava, 85110

Slovakia

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 27,158

SSRN RANKINGS

Top 27,158

in Total Papers Downloads

4,106

TOTAL CITATIONS

1

Ideas:
“  Financial Mathematics & Computational Finance, Quantitative Finance & Behavioral Economics, Financial Engineering  ”

Scholarly Papers (25)

1.

How To Profitably Trade Bitcoin’s Overnight Sessions?

Number of pages: 13 Posted: 08 Jan 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 688 (82,458)

Abstract:

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cryptocurrencies, market timing, momentum, own-research, seasonality, trendfollowing

2.

How to Improve Post-Earnings Announcement Drift with NLP Analysis

Number of pages: 9 Posted: 20 Oct 2022
Cyril Dujava, Filip Kalús and Radovan Vojtko
Independent, Quantpedia and Quantpedia
Downloads 599 (98,441)

Abstract:

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alternative data, earnings announcement, equity long short, own-research, trading earnings

3.

Systematic Hedging of the Cryptocurrency Portfolio

Number of pages: 12 Posted: 12 Apr 2024
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 368 (176,092)

Abstract:

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asset allocation, cryptocurrencies, hedging, market timing, own-research, trendfollowing

4.

Can Google Trends Sentiment Be Useful as a Predictor for Cryptocurrency Returns?

Number of pages: 4 Posted: 01 May 2024
Lukáš Zelieska, Radovan Vojtko and Cyril Dujava
Slovak University of Technology, Quantpedia and Independent
Downloads 245 (270,433)

Abstract:

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cryptocurrencies, market timing, momentum, own-research, reversal, sentiment, trendfollowing

5.

An Evaluation of the Skewness Model on 22 Commodities Futures

Number of pages: 20 Posted: 05 Jul 2023
Cyril Dujava and Radovan Vojtko
Independent and Quantpedia
Downloads 230 (287,771)

Abstract:

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factor investing, momentum, own-research, smart beta

6.

In-Sample vs. Out-Of-Sample Analysis of Trading Strategies

Number of pages: 12 Posted: 24 Jun 2023
Cyril Dujava and Radovan Vojtko
Independent and Quantpedia
Downloads 229 (288,964)

Abstract:

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diversification factor, allocation factor, investing, own-research, smart beta

7.

Double Bottom Country Trading Strategy

Number of pages: 11 Posted: 24 Aug 2023
Cyril Dujava, Filip Kalús and Radovan Vojtko
Independent, Quantpedia and Quantpedia
Downloads 214 (308,387)

Abstract:

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country picking, own-research, reversal, technical analysis

8.

Using Inflation Data for Systematic Gold and Treasury Investment Strategies *

Number of pages: 14 Posted: 25 Feb 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 196 (334,811)
Citation 1

Abstract:

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9.

Lunch Effect in the U.S. Stock Market Indices

Number of pages: 9 Posted: 20 Sep 2024
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 189 (346,290)

Abstract:

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market timing, own-research, seasonality

10.

Pre-Holiday Effect in Commodities

Number of pages: 7 Posted: 12 Dec 2024 Last Revised: 16 Dec 2024
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 177 (367,408)

Abstract:

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asset allocation, asset class picking, market timing, own-research, seasonality, Pre-holiday effect, Commodities, Crude oil, Gasoline, Statistical analysis

11.

Cryptocurrency Market Dynamics Around Bitcoin Futures Expiration Events

Number of pages: 4 Posted: 24 Apr 2024
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 149 (426,024)

Abstract:

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cryptocurrencies, market timing, own-research

12.

Why Do US Stocks Outperform EM and EAFE Regions?

Number of pages: 15 Posted: 08 Feb 2024
Cyril Dujava and Radovan Vojtko
Independent and Quantpedia
Downloads 125 (490,559)

Abstract:

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country picking, FX anomaly, market timing, momentum, own-research, reversal, rotational system

13.

Analysis of Price-Based Quantitative Strategies for Country Valuation

Number of pages: 19 Posted: 16 Nov 2023 Last Revised: 16 Jan 2024
Cyril Dujava and Radovan Vojtko
Independent and Quantpedia
Downloads 124 (493,683)

Abstract:

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country picking, factor allocation, factor investing, market timing, value

14.

Impact of Dataset Selection on the Performance of Trading Strategies

Number of pages: 8 Posted: 11 Dec 2022
Cyril Dujava, Filip Kalús and Radovan Vojtko
Independent, Quantpedia and Quantpedia
Downloads 108 (547,998)

Abstract:

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equity long short, factor allocation, factor investing, momentum, momentum in stocks, own-research, reversal, smart beta, stock picking

15.

Overnight Reversal Effects in the High-Yield Market

Number of pages: 12 Posted: 30 Sep 2024
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 102 (571,673)

Abstract:

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bond timing, market timing, own-research, reversal, seasonality

16.

Trader’s Guide to Front-Running Commodity Seasonality

Number of pages: 10 Posted: 27 Jan 2025 Last Revised: 28 Jan 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 65 (746,811)

Abstract:

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asset allocation, asset class picking, factor allocation, factor investing, market timing, own-research, seasonality

17.

Military Expenditures and Performance of the Stock Markets

Number of pages: 11 Posted: 18 Dec 2023
Cyril Dujava and Radovan Vojtko
Independent and Quantpedia
Downloads 65 (746,811)

Abstract:

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alternative data, country picking, factor investing, own-research, smart beta

18.

Oh My! I Bought A Wrong Stock! – Investigation of Lead-Lag Effect in Easily-Mistyped Tickers

Number of pages: 8 Posted: 27 Jun 2024
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 62 (765,634)

Abstract:

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alternative data, equity long short, factor investing, own-research, smart beta, stock picking

19.

Are Alternative Social Data Predictors Useful for Effective Allocation to Country ETFs?

Number of pages: 8 Posted: 05 Feb 2024
Cyril Dujava and Radovan Vojtko
Independent and Quantpedia
Downloads 61 (772,108)

Abstract:

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alternative data, country picking, factor investing, own-research, smart beta

20.

Seasonality Patterns in the Crisis Hedge Portfolios

Number of pages: 10 Posted: 24 Feb 2025 Last Revised: 28 Feb 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 30 (1,042,761)

Abstract:

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asset allocation, asset class picking, diversification, factor allocation, factor investing, own-research, short selling, smart beta

21.

Dangers of Relying on OHLC Prices – the Case of Overnight Drift in GDX ETF

Number of pages: 10 Posted: 19 Feb 2025 Last Revised: 09 Apr 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 30 (1,042,761)

Abstract:

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asset allocation, market timing, seasonality

22.

The Impact of the Inflation on the Performance of the US Dollar

Number of pages: 7 Posted: 14 Apr 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 28 (1,065,847)

Abstract:

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asset allocation, forex system, FX anomaly, market timing, own-research

23.

Uncovering the Pre-ECB Drift and Its Trading Strategy Applications

Number of pages: 11 Last Revised: 20 May 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 10

Abstract:

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asset allocation, market timing, own-research, seasonality

24.

Short-Term Correlated Stress Reversal Trading

Number of pages: 12 Last Revised: 20 May 2025
Radovan Vojtko and Cyril Dujava
Quantpedia and Independent
Downloads 9

Abstract:

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asset allocation, asset class picking, market timing, own-research, reversal

Abstract:

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Critique, Jordan Peterson, Understanding, Relationship, Responsibility, Meaning

Other Papers (3)

Total Downloads: 52
1.

 [моꙗ философиꙗ· и въпомꙑшлѥниꙗ· ⰻ доуховьнъ-ⱁⱄⱅⱐ⁖~]∗†

Number of pages: 25 Posted: 01 Jul 2024 Last Revised: 20 May 2025
Cyril Dujava
Independent
Downloads 34 (995,295)

Abstract:

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2.

[D]rísty∗

Number of pages: 36 Posted: 10 Dec 2024 Last Revised: 20 May 2025
Cyril Dujava
Independent
Downloads 10 (1,274,365)

Abstract:

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3.

(Môj) [(do)vtedajší] život 

Number of pages: 171 Posted: 24 Sep 2024 Last Revised: 20 May 2025
Cyril Dujava
Independent
Downloads 8 (1,292,087)

Abstract:

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