Quantpedia in November 2020

Dear readers,

Let us recapitulate last month of Quantpedia’s research. Thirteen new Quantpedia Premium strategies have been added into our database, and eleven new related research papers have been included in existing Premium strategies during last month.

Additionally, we have produced 11 new backtests written in QuantConnect code. Our database currently contains over 370 strategies with out-of-sample backtests/codes.

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

Stock Price Overreaction to ESG Controversies
Authors: Bei Cui and Paul Docherty
Title: Stock Price Overreaction to ESG Controversies

Novel Market Structure Insights From Intraday Data
Authors: Yiwen Shen and Meiqi Shi
Title: Index-based Investing and Intraday Stock Dynamics

Can Analysts Predict Performance of the US and International Stocks?
Author: Vitor Azevedo and Sebastian Müller
Title: Analyst recommendations and anomalies across the globe

ESG Investing in Fixed Income
Authors: Mohamed Ben Slimane, Eric Brard, Théo Le Guenedal, Thierry Roncalli and Takaya Sekine
Title: ESG Investing in Fixed Income: It’s Time to Cross the Rubicon

Plus we continue to re-run some of our codes on a monthly basis systematically, over 160 codes are at the moment part of this activity. You can use a new field in our Screener to filter such strategies with periodic updates.

Stay safe …

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

Share onRefer to a friend

Subscribe for Newsletter

Be first to know, when we publish new content

    The Encyclopedia of Quantitative Trading Strategies

    Log in

    We boasts a total prize pool of $15,000
    Gain a Share of a Total Prize Pool of $15.000
    Gain a Share of a Total Prize Pool
    - bi-weekly research insights -
    - tips on new trading strategies -
    - notifications about offers & promos -