Quantpedia Update
Five new related research papers have been included into existing strategy reviews:
#5 – FX Carry Trade
#8 – FX Momentum
#7 – Volatility Effect in Stocks – Long-Only Version
#15 – Momentum Effect in Country Equity Indexes
#65 – Enhanced Value Premium
#207 – Value Effect within Countries
#247 – Value Effect within Countries v2
Quantpedia Update
Two new strategies have been added:
#254 – Federal Open Market Committee Meeting Effect in US Dollar
#255 – Turn of the Month Effect in Futures Momentum Strategy
And two new related research paper have been included into existing strategy reviews.
Quantpedia Update
Six new related research papers have been included into four existing strategy reviews:
#5 – FX Carry Trade
#8 – FX Momentum
#9 – FX Value – PPP Strategy
#237 – Dispersion Trading
Quantpedia Update
Six new related research papers have been included into existing strategy reviews:
#6 – Volatility Effect in Stocks – Long-Short Version
#7 – Volatility Effect in Stocks – Long-Only Version
#12 – Pairs Trading with Stocks
#41 – Turn of the Month in Equity Indexes
#54 – Momentum and State of Market (Sentiment) Filters
#69 – Post-Earnings Announcement Drift Combined with Strong Momentum
#198 – Exploiting Term Structure of VIX Futures
Quantpedia Update
One new strategy has been added:
#253 – Momentum in Futures
And three new related research paper have been included into existing strategy reviews.
Dear visitor,
We would like to inform you that together with HarvestAlpha.com (multistrategy hedge fund) we have participated in a launch of a new webservice called Quantpicker.com.
Quantpicker.com mission is to bring a quantitative stock trading strategies based on a theory of equity factors to a broad public. Website contains user-friendly backtesting engine which allows users to create and review a multi-factor equity portfolios based on an academically tested equity anomalies. Backtesting engine generates trading signals and portfolio compositions which allows users to easily incorporate modern factor investing into their own investment process.
The QUANTPEDIA Team
