Hello all,
As we promised a week ago, our new Automatic Trading Edge Analysis report is ready for our Quantpedia Pro subscribers. You may read our primer on the methodology we use. The purpose of this report is to give you the ability to quickly test various short-term trading strategies built on top of picked underlying equity curves (ETFs or any of your custom-uploaded user’s equity curves). These short-term trading strategies are based on well-known data patterns (short-term tops, bottoms, volatility spikes, etc.), and automated testing helps to save your time spent on research.
Let’s also quickly recapitulate Quantpedia Premium development:
Additionally, 6 new articles were published on the Quantpedia blog in the previous month, 4x analysis of academic research papers and 2x Quantpedia study:
Analysis of research papers:
ETFs: What’s Better? Full Replication vs. Representative Sampling?
Authors: Travis Dyer and Nicholas Guest
Title: A Tale of Two Index Funds: Full Replication vs. Representative Sampling
How Retail Loses Money in Option Trading
Authors: Tim de Silva, Kevin Smith and Eric C. So
Title: Losing is Optional: Retail Option Trading and Earnings Announcement Volatility
Are There Intraday and Overnight Seasonality Effects in China?
Authors: Danling Jiang, Yunfeng Luo, and Zhengke Ye
Title: Factor Beta, Overnight and Intraday Expected Returns in China
Should We Rebalance Index Changes Immediately?
Authors: Rob Arnott, Chris Brightman, Vitali Kalesnik and Lillian Wu
Title: The Avoidable Costs of Index Rebalancing
Yours …
Radovan Vojtko
CEO & Head of Research
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