New milestone reached Tuesday, 16 October, 2012
Good news,
Quantpedia.com has reached an imporant milestone - we have finished our first year of existence.
More than 100 new strategies and hundreds of related academic research papers have been included into our database during that time. Whole site currently consists of more than 210 strategies. Our free section contains free reviews of more than 40 most common investment/trading strategies and the Quantpedia Premium section is expanded to over 170 strategies. Total number of trading systems is regularly growing as new strategies are added into Quantpedia.com on a regular basis.
Many thanks to our visitors for their interest and support.
The QUANTPEDIA Team
Important Quantpedia Update Sunday, 19 February, 2012
Dear visitor,
We would like to inform you that we have greatly expanded our free section and QUANTPEDIA.com currently contains free reviews of more than 40 most common investment/trading strategies. We believe you will find this new development very useful.
Our Quantpedia Premium section currently contains more than 120 strategies together with more than 250 links to related academic research papers. Premium section allows you to access reviews of high-performance uncommon/niche investment strategies and new systems/strategies are regularly added on a weekly basis.
Each strategy in QUANTPEDIA.com contains as usual:
- extracted explicit trading rules in plain language
- identified performance and risk characteristics
- distinct leading attributes for each strategy
- quoted source and related research papers
The QUANTPEDIA Team
Sample strategy #6 - Pairs Trading with Country ETFs Sunday, 2 October, 2011
Pairs trading (sometimes known as statistical arbitrage) is a very popular trading strategy between traders. It has also become a favorite strategy for investigation by financial academics. The most well-known variant is stock's pairs trading where a trader buys and simultaneously sells two correlated stocks when they diverge from their normal synchronized moves. The equity universe is broad and therefore it is time-consuming to look for pairs which are correlated or cointegrated (aka. they move together). But isn't there some simple version of this strategy?
