Quantpedia Update
Two new strategies have been added:
#168 – Commodities Timing based on a Monetary Conditions
#169 – Exploiting Option Information in the Equity Market
And two new related research papers have been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#166 – Momentum in FOREX Trading Strategies
#167 – Idiosyncratic Momentum in Stocks
And two new related research papers have been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#164 – Short-Term Reversal in Equity Index Futures
#165 – Demographic Changes Predict Stock Market Returns
And one new related research paper has been included into existing strategy reviews.
Quantpedia Update
One new strategy has been added:
#163 – Net Emotional Volatility Index Effect
And two new related research papers have been included into existing strategy reviews.
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
Important Quantpedia Update
Several significant changes were done on a Quantpedia.com webpage.
1. Nineteen new strategies have been added into the existing universe:
#144 – Trendfollowing Effect in Stocks
#145 – Geographic Momentum in Stocks
#146 – Timing Commodity Momentum
#147 – Shorting Goodwill
#148 – Value/Growth Spread in Japan
#149 – FX Volatility Effect
#150 – FX Volatility Effect ver. 2
#151 – EBIDTA/TEV Measure Effect
#152 – Momentum Effect in REITs
#153 – Post-Earnings Announcement Drift in REITs
#154 – Price Shocks Effect
#155 – Momentum Combined with Volatility Effect in Stocks
#156 – Reversal Combined with Volatility Effect in Stocks
#157 – Consumer Sentiment Effect
#158 – Leverage Effect in Stocks
#159 – Value Effect in REITs
#160 – Long-Term PE Ratio Effect in Stocks
#161 – Lunar Cycle in Precious Metals
#162 – Momentum Effect in Stocks in Small Portfolios
2. Several existing strategies were re-numbered in a database as they switched their positions with other strategies :
Strategy nbr. 4 (Alpha Cloning – Following 13F Fillings) switched its position with strategy nbr. 42 (Overnight Anomaly).
Strategy nbr. 10 (Turn of the Month in Equity Indexes) switched its position with strategy nbr. 41 (Sector Rotation based on Monetary Policy).
Strategy nbr. 18 (January Barometer) switched its position with strategy nbr. 113 (52-Weeks High Effect in Stocks).
Strategy nbr. 19 (January Effect in Stocks) switched its position with strategy nbr. 114 (Dividend Month Anomaly).
Strategy nbr. 44 (Bonds Market Timing) switched its position with strategy nbr. 131 (Paired Switching).
3. Reviews for around 30 most-common and most-known strategies were moved out of the private section into the public area.
