5th Place – Quantpedia Awards 2026.
Recognized for Zarattini et al.: The Volatility Edge, A Dual Approach For VIX ETNs Trading, a study of algorithmic VIX ETN trading strategies based on volatility risk premium and VIX term structure.
Winner of the 2025 Charles H. Dow Award for excellence in technical analysis.
Awarded for A Century of Profitable Industry Trends, a century-spanning study of industry momentum and trend-following.
4th Place – Quantpedia Awards 2025.
Recognized for Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY), a study on industry momentum and trend-following.
3rd Place – Quantpedia Awards 2024.
Recognized for A Profitable Day Trading Strategy for the U.S. Equity Market, advancing intraday trading research.
Winner – Best Research Paper in Quantitative Finance (2025).
For Does Trend-Following Still Work on Stocks?
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