Quantpedia in August 2019

Dear readers,

The biggest story in August was our successful migration to a new core back-end system. But we have accomplished much more – four new Quantpedia Premium strategies have been added into our database and two new related research papers have been included into existing Premium strategies.

Additionally, we have produced over 30 new backtests written in QuantConnect code. Therefore our database currently contains over 120 strategies with out-of-sample backtests/codes.

Also, four new blog posts you may find interesting have been published on our Quantpedia blog:

What Affects the Correlation Between Stocks and Bonds
Author:  Pericoli
Title:  Macroeconomics Determinants of the Correlation Between Stocks and Bonds

Media Attention and the Low Volatility Effect
Authors: Blitz, Huisman, Swinkels, van Vliet
Title:  Media Attention and the Volatility Effect

Metcalfe’s Law in Bitcoin
Author:  Peterson
Title:  Bitcoin Spreads Like a Virus

Three New Insights from Academic Research Related to Equity Momentum Strategy
Author:  Guo
Title:  Decomposing Momentum Spread
Authors:  Hammed, Wu
Title:  Decomposing Momentum
Author:  Slabchenko
Title:  Are Momentum Strategies Profitable? Recent Evidence from European Markets

Best regards,

Radovan Vojtko
CEO & Head of Research

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

Do you want to know more about us? Check http://quantpedia.com/Home/About

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