Own-research

Despite the fact that the economic theory states that financial markets are efficient and investors are rational, a large amount of research is about anomalies, where the result is different from the theoretical expectation. At Quantpedia, we deal with anomalies in the financial markets and we have identified more than 500 attractive trading systems together with hundreds of related academic papers.

This article should be a case study of some strategies that are listed in our Screener, with an aim to present a possible usage of strategies in our database. Moreover, we have extended the backtesting period and we show that the strategies are still working and have not diminished. This blog also should serve as a case study how to use the Quantpedia’s database itself; therefore the choice of strategies was not obviously random and strategies were filtered by given criteria, however, every strategy is listed in the “free“ section, and therefore no subscription is needed.

Dear readers,

Equity markets have once again entered a high volatility regime at the end of the year 2018. Risk of an economic slowdown increases and investors and traders are looking for  trading strategies which can perform well in such uncertain times.

We at Quantpedia can help with that!

I am really excited to give you an opportunity to work with a new filtering field in our Screener, which you can use to find  strategies that can be utilized as a hedge/diversification to equity market risk factor during bear markets.

Come and find your new hedge!

Team of Quantpedia.com