Quantpedia Update

Five new related research papers have been included into existing strategy reviews:

#3 – Sector Momentum – Rotational System
#14 – Momentum Effect in Stocks
#23 – Momentum Effect Combined with Term Structure in Commodities
#26 – Value (Book-to-Market) Anomaly

Quantpedia Update

One new strategy has been added:

#252 – Closed-End Fund Mean Reversion Trading

And two new related research paper have been included into existing strategy reviews.

Quantpedia Update

Five new related research papers have been included into existing strategy reviews:

#116 – Time Series Momentum Effect
#140 – Ramadan Effect
#170 – US Holiday Effect in EU Markets
#210 – Adaptive Asset Allocation

Quantpedia Update

One new strategy has been added:

#251 – Intraday Momentum in Equities

And three new related research paper have been included into existing strategy reviews.

Quantpedia Update

Six new related research papers have been included into existing strategy reviews:

#5 – FX Carry Trade
#8 – FX Momentum
#9 – FX Value – PPP Strategy
#21 – Momentum Effect in Commodities
#22 – Term Structure Effect in Commodities
#23 – Momentum Effect Combined with Term Structure in Commodities
#31 – Market Seasonality Effect in World Equity Indexes
#33 – Post-Earnings Announcement Effect
#55 – Pairs Trading with Country ETFs
#77 – Beta Factor in Stocks
#135 – Volatility Effect in Commodities

Quantpedia Update

One new strategy has been added:

#250 – Interest Rates Momentum Predicts FX Rates

And three new related research paper have been included into existing strategy reviews.