How Common is Insider Trading? Evidence from the Options Market

20.September 2022

Trading on non-public information has been very profitable in the past (and probably still is). Prominent insiders use their knowledge and share it with influential, wealthy institutional investors who earn money in an illegal way. And especially, options provide attractive leverage and relatively viable ways to “hide” sources of this illegal advantage. But after several big scandals, the resurgence of some forms of insider trading was stopped in 2009 after a trial with hedge fund superstar Raj Rajaratnam. The question is: What is the situation now?

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Investing in Deflation, Inflation, and Stagflation Regimes

16.September 2022

Investing has been a reliable way to compound one’s inheritance over ages known throughout human history. But different monetary and fiscal situations, especially during times of uncertainty and extreme stress, force both individuals and institutions to adjust their financial habits. A recent research paper written by Guido Baltussen, Laurens Swinkels, and Pim van Vliet analyzed large samples of data starting from the 19th century and brought unique perspectives on how various asset classes perform during “quiet, good” periods and, on the other side, economic turmoil. Research summarized very actual topics of investing during those different cycles and what inflation does to returns across equities, bonds, and cash.

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A Study on How Algorithmic Traders Earn Money

13.September 2022

Our mission here at Quantpedia is to provide both retail and institutional investors with ideas for trading strategies that are easily understandable while based on and backed by quantitative academic research. Today, we present you with the results from a study that we came across. Although it’s not quantitative, but qualitative, it has really held our interest. The paper does not provide any images or figures; it is a study made from various types of surveys with answers from professionals concluded with an attention-grabbing summary table. 

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Quantpedia in August 2022

7.September 2022

Hello all,

What have we accomplished in the last month?

– A new Automatic Trading Edge Analysis report
– 9 new Quantpedia Premium strategies have been added to our database
– 10 new related research papers have been included in existing Premium strategies during the last month
– Additionally, we have produced 9 new backtests written in QuantConnect code
– And finally, 2+4 new blog posts that you may find interesting have been published on our Quantpedia blog in the previous month

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