Quantpedia Update

One new strategy has been added:

#132 – Dynamic Commodity Timing Strategy

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

Quantpedia Update

Two new strategies have been added:

#130 – Return on Assets Combined with Value Effect

#131 – Paired Switching

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

Quantpedia Update

Two new strategies have been added:

#128 – Innovative Efficiency Effect in Stocks

#129 – Dollar Carry Trade

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

Quantpedia Update

One new strategy has been added:

#127 – Accrual Anomaly ver.2

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

Quantpedia Update

Two new strategies have been added:

#125 – 12 Month Cycle in Cross-Section of Stocks Returns

#126 – Commodity Risk Factor in Equities

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

Quantpedia Update

Two new strategies have been added:

#123 – Options Skewness Predicts Consecutive Stocks Returns

#124 – Industry Momentum Combined with Reversal

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