Dear readers,

Four new Quantpedia Premium strategies have been added into our database, and five new related research papers have been included in existing Premium strategies during last month. Plus, I am happy to announce that we have expanded our team of analysts and starting in March, we plan to more than double our rate of research. Our plan is to add around 100 new strategies derived out of academic research until the end of 2020.

Additionally, we have produced 19 new backtests written in QuantConnect code. Our database currently contains 245 strategies with out-of-sample backtests/codes.

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

Did Automated Trading Resurrect the CAPM?
Authors: Park, Wang
Title: Did Trading Bots Resurrect the CAPM?

Hierarchical Risk Parity
Authors: Lohre, Rother and Schafer
Title: Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-Asset Multi-Factor Allocations

Do Copycat CTAs Outperform Individualistic CTAs?
Authors: Bollen, Hutchinson and O’Brian
Title: When It Pays to Follow the Crowd: Strategy Conformity and CTA Performance

What is the Bitcoin’s Risk-Free Interest Rate?
Authors: Vojtko, Padysak
Title: What is the Bitcoin’s Risk-Free Interest Rate?

And at last, we would like again to remind 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.

Best regards,

Radovan Vojtko
CEO & Head of Research

Are you looking for more strategies to read about? Sign up for our newsletter or visit our Blog or Screener.

Do you want to learn more about Quantpedia Premium service? Check how Quantpedia works, our mission and Premium pricing offer.

Do you want to learn more about Quantpedia Pro service? Check its description, watch videos, review reporting capabilities and visit our pricing offer.

Or follow us on:

Facebook Group, Facebook Page, Twitter, Linkedin, Medium or Youtube