Quantpedia Update – 16th February 2014
Quantpedia Update
Three new related research papers have been included into existing strategy reviews:
#1 – Asset Class Trend Following
#2 – Asset Class Momentum – Rotational System
#38 – Accrual Anomaly
#45 – Short Interest Effect – Long-Short Version
#46 – Short Interest Effect – Long Only version
#52 – Asset Growth Effect
#62 – Shorting Overvalued Stocks
#118 – Time Series Momentum Effect
#137 – Trendfollowing in Futures Markets
#188 – Short-term Adaptive Reversal in S&P 500 Index
#220 – Momentum and Trend Following in Global Asset Allocation



