Quantpedia Update – 19th September 2013
Quantpedia Update
Five new related research papers have been included into existing strategy reviews:
#6 – Volatility Effect in Stocks – Long-Short Version
#7 – Volatility Effect in Stocks – Long-Only Version
#64 – Statistical Arbitrage with ETFs
#77 – Beta Factor in Stocks
#118 – Time Series Momentum Effect
#229 – Earnings Quality Factor



