Quantpedia Update

Two new strategies have been added:

#179 – Market Timing Using Sharpe Ratios

#180 – Simple NAV Arbitrage within Country ETFs

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

Quantpedia Update

One new strategy has been added:

#178 – Abnormal Volume Effect within Stocks

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

Quantpedia Update

Two new strategies have been added:

#176 – Shorting Stocks on the Option Expiration Day

#177 – Term Structure of CDS Predicts Stock Returns

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

Quantpedia Update

Two new strategies have been added:

#174 – Institutional Ownership Effect

#175 – Pairs Trading on Intraday Basis

And one new related research paper has been included into existing strategy reviews.

Quantpedia Update

Two new strategies have been added:

#172 – Cold IPOs Effect

#173 – Volatility Term Structure Predicts Option Returns

And one new related research paper has been included into existing strategy reviews.

Quantpedia Update

Two new strategies have been added:

#170 – US Holiday Effect in EU Markets

#171 – Market Timing Filter Applied to a Classical Stock Anomalies

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