Quantpedia Update

Two new strategies have been added:

#142 – Seasonality in Gold

#143 – Momentum and Trendfollowing in Country Equity Indexes

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

Quantpedia Update

Two new strategies have been added:

#140 – Ramadan Effect

#141 – Innovative Efficiency Effect in Stocks ver. 2

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

Quantpedia Update

Two new strategies have been added:

#138 – Repurchase/New issue Effect

#139 – Volatility Spread in Puts/Calls Predicts Stock Returns

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

Quantpedia Update

One new strategy has been added:

#137 – Trendfollowing in Futures Markets

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

Quantpedia Update

Two new strategies have been added:

#135 – Volatility Effect in Commodities

#136 – Residual Momentum

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

Quantpedia Update

Two new strategies have been added:

#133 – Timing the Small Cap Effect

#134 – Equity Sector Timing with IPO Factor

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