Quantpedia in April 2020
April was more business-as-usual month for Quantpedia team as eleven new Quantpedia Premium strategies have been added into our database, and six new related research papers have been included in existing Premium strategies during last month.
Additionally, we have produced 17 new backtests written in QuantConnect code. Our database currently contains over 270 strategies with out-of-sample backtests/codes.
Also, five new blog posts you may find interesting have been published on our Quantpedia blog:
A Link Between Investment Biases and Cortisol and Testosterone Levels
Authors: Nofsinger, Patterson, Shank
Title: On the Physiology of Investment Biases: The Role of Cortisol and Testosterone
Secular Decline in Yields around FOMC Meetings
Title: The Secular Decline in Long-Term Yields around FOMC Meetings
Working with High-Frequency Tick Data – Cleaning the Data
Title: Working with High-Frequency Tick Data – Cleaning the Data
How Do Investment Strategies Perform After Publication?
Authors: Vojtko, Padysak
Title: How Do Investment Strategies Perform After Publication?
Do Prediction Markets Predict Macroeconomic Risk?
Title: Recession Prediction Markets and Macroeconomic Risk in Asset Prices
Plus we have prepared one new course related to event-driven seasonal strategies, and few new product surprises are prepared for May …
Stay safe …
CEO & Head of Research
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