Four new strategies have been added. Five new related research papers have been included into existing strategy reviews and two short free blog posts have been published during last few weeks. Plus, five trading strategies have been backtested in QuantConnect in the previous two weeks.
Five new strategies have been added.
Five new related research papers have been included into existing strategy reviews and three short free blog posts have been published during last few weeks.
Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks.
Five new strategies have been added.
Seven new related research papers have been included into existing strategy reviews and three short free blog posts have been published during last few weeks.
Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks.
Indisputably, trend-following and mean-reversion are two key concepts in quantitative investing or technical analysis. What about the Bitcoin? Are there trend-following or mean-reversion patterns? Or are both effects present and co-exist? In this short research, we examine how Bitcoin’s price is affected by its maximal or minimal price over the previous 10 to 50 days. Our finding shows that when the BTC is at the local maxima, it tends to continue trending upwards. Furthermore, the local minima are also connected with abnormal price action.
The growth of passive investing and ETFs is indisputable. Consequently, this boom also affects financial markets (e.g., market elasticity or by creating predictable buys and sells) and assets that ETFs track. Even though all passive ETFs aim to replicate some benchmark index, there are two distinct approaches to doing so. The first approach is directly replicating the benchmark (by buying underlying assets) either by full direct replication or sampling. The second approach consists of synthetic replication using derivatives – most commonly by total return swaps (or futures). How do replication methods influence tracking error?
Five new strategies have been added.
Five new related research papers have been included into existing strategy reviews and three short free blog posts have been published during last few weeks.
Plus, five trading strategies have been backtested in QuantConnect in the previous two weeks.
Be first to know, when we publish new content
