Hello and welcome Quantpedia’s monthly recapitulation!

In November, we were thinking mainly of all traders, and our goal was to give them an easy tool to uncover new trading strategies. Therefore, we revisited and extended our Trading Edge Analysis report (available in our Quantpedia Pro subscription tier) with eight additional charts and tables. You can now investigate trading strategies that buy the underlying assets from the Model Portfolio after 2, 3, or 5 down days (up days) and hold it for 1 (or 2) days. Additionally, you can analyze the price action in the Model Portfolio after it hits the 12-month high or low. These trading setups are often used in trading and may offer interesting opportunities that can be now analyzed with the click of a button.

• 9 new Quantpedia Premium strategies have been added to our database
• 11 new related research papers have been included in existing Premium strategies during the last month
• 8 new backtests were written in QuantConnect code. Our database currently contains over 810 strategies with out-of-sample backtests/codes.

Additionally, 4 new research articles were published on the Quantpedia blog in the previous month:

Trader’s Guide to Front-Running Commodity Seasonality
Author: Cyril Dujava
Title: Trader’s Guide to Front-Running Commodity Seasonality

How Does the Passive Investing Impact Market Risk?
Authors: Lily H. Fang, Hao Jiang, Zheng Sun, Ximing Yin, and Lu Zheng
Title: Limits to Diversification: Passive Investing and Market Risk

Can Twitter Images Predict Price Action During FED Announcements?
Authors: Sakshi Jain, Alexander Kurov, Bingxin Li, and Jalaj Pathak
Title: Twitter Image Tone and FOMC Announcements

How To Profitably Trade Bitcoin’s Overnight Sessions?
Author: Cyril Dujava
Title: How To Profitably Trade Bitcoin’s Overnight Sessions?

Yours …

Radovan Vojtko
CEO & Head of Research

Are you looking for more strategies to read about? Visit our Blog or Screener.

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

Do you want to know more about us? Check how Quantpedia works and our mission.

Are you looking for historical data or backtesting platforms? Check our list of Algo Trading Discounts.

Or follow us on:

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