Quantpedia in July 2019
With summer at full steam, July was a busy month for the Quantpedia team. Four new Quantpedia Premium strategies have been added into our database and four new related research papers have been included into existing Premium strategies.
Additionally, we have produced 21 new backtests written in QuantConnect code. Our database currently contains 90 strategies with such codes/backtests.
Also, four new blog posts you may find interesting have been published on our Quantpedia blog:
50 Years in PEAD (Post Earnings Announcement Drift) Research
Title: 50 Years in PEAD Research
Equity Factor Strategies In Frontier Markets
Authors: Zaremba, Maydybura, Czapkiewicz, Arnaut
Title: Trends Everywhere
Two Versions of CAPM
Title: CAPM: A Tale of Two Versions
Factor Investing in Currency Markets
Authors: Baku, Fortes, Herve, Lezmi, Malongo, Roncalli, Xu
Title: Factor Investing in Currency Markets: Does it Make Sense?
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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