Top Ten Blog Posts on Quantpedia in 2019

The end of the year is a good time for a short recapitulation. Apart from other things we do (which we will summarize in our next blog in a few days), we have published around 50 short blog posts / recherches of academic papers on this blog during the last year. We want to use this opportunity to summarize 10 of them, which were the most popular (based on Google Analytics tool). Maybe you will be able to find something you have not read yet …

Nbr. 10: Lexically Diverse Hedge Funds Outperform – you can use analyses of text sophistication to find skilled hedge fund managers

Nbr. 9: Continuous Futures Contracts Methodology for Backtesting – Quantpedia’s own research about the importance of choosing the right methodology for building continuous futures contracts series

Nbr. 8: Retail Day Trading is an Uphill Battle – short recapitulation – retail day-trading (market-timing) is extremely hard, a lot of data to show a point

Nbr. 7: Popularity Asset Pricing Model – Roger Ibbotson’s new asset pricing model and a few new equity factors

Nbr. 6: Commodity Futures Risk Premium – Historical Analysis – cool paper with a history of commodity futures risk premium going back to the year 1871

Nbr. 5: How to Choose the Best Period for Indicators – our short article about the basics of walk-forward methodology and about the averaging of indicator’s periods over a robust area

Nbr. 4: Case Study: Quantpedia’s Composite Seasonal / Calendar Strategy – a short case study about the basic seasonal / calendar trading strategies

Nbr. 3: Commodity Futures Predict Stock Market Returns – stock market returns of some emerging market countries are dependent on the returns of some commodities

Nbr. 2: Momentum Explains a Bunch Of Equity Factors – a lot of equity factors can be explained with momentum anomaly

Nbr. 1: Three Methods to Fix Momentum Crashes – analyzes three momentum risk management techniques – idiosyncratic momentum, constant volatility-scaling, and dynamic scaling


Are you looking for more strategies to read about? Check Quantpedia’s Screener

Do you want to see performance of trading systems we described? Check Quantpedia’s Charts

Do you want to know more about us? Check Quantpedia’s mission


Follow us on:

Facebook Group: https://www.facebook.com/groups/quantstrategies/

Facebook Page: https://www.facebook.com/quantpedia/

Twitter: https://twitter.com/quantpedia

Linkedin: https://www.linkedin.com/company/quantpedia

Youtube: https://www.youtube.com/channel/UC_YubnldxzNjLkIkEoL-FXg

Share onRefer to a friend

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in