The “Quantpedia Explains” is a new series of short videos and case study articles in which we will show and explain some of the themes out of quantitative finance that we think are worth mentioning. We will start with a very quick intro to individual Quantpedia Pro reports, their logic and benefits. Later we will move to the other topics of interest …
Overnight Trading in Bitcoin
This video demonstrates Seasonal Intraday or Overnight Anomalies in Bitcoin based on the Overnight Anomaly trading strategy.
Trend-following and Mean-reversion in Bitcoin
Video speaks about Trend-following and Mean-reversion in association with Bitcoin. We based this idea on two other strategies: the Short Term Reversal Effect and the Trend-following Effect in Stocks.
Asset Class Trend Following
The video explains one of the most popular strategies – Asset Class Trend-Following, the basis of which is A Quantitative Approach to Tactical Asset Allocation research paper.