Quantpedia’s Course on Event-Driven Calendar Trading Strategies
Quantpedia’s main goal is and always has been to help our readers to navigate in the ocean of academic research related to systematic investment strategies and quant trading. Our main product offering, the Quantpedia’s Premium database of algo/quant/systematic trading strategies, is tailored to an advanced audience.
But we also have readers who are complete beginners or aspiring quants and are looking for a complete educational package with a lot of explanation. Therefore, we have partnered with the QuantInsti and created a new tutorial course from beginners to an intermediate audience.
The course is focused on the event-driven calendar/seasonal trading strategies. It explains how (and why) we can use academic research to look for systematic trading strategies. It explores eight calendar anomalies, gives fundamental reasons behind anomalies existence and shows how to combine them into one multi-strategy portfolio.
Feel welcome to explore this new Quantpedia’s offering…
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.
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
Share onLinkedInTwitterFacebookRefer to a friend