Quantpedia in April 2020

Dear readers,

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
Author: Hillenbrand
Title: The Secular Decline in Long-Term Yields around FOMC Meetings

Working with High-Frequency Tick Data – Cleaning the Data
Authors: Maxwell
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?
Author: Hartley
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 …

Radovan Vojtko
CEO & Head of Research

Are you looking for strategies that are useful in bear markets? Don’t miss our “Crisis Hedge” filtering field you can use to find strategies that can be utilized as a hedge/diversification to equity market risk factor during bear markets. 

Are you looking for more strategies to read about? Check http://quantpedia.com/Screener

Do you want to see performance of trading systems we described? Check http://quantpedia.com/Chart/Performance

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