Quantpedia Update – 3rd June 2014
Quantpedia Update
Six new related research papers have been included into existing strategy reviews:
#5 – FX Carry Trade
#8 – FX Momentum
#9 – FX Value – PPP Strategy
#21 – Momentum Effect in Commodities
#22 – Term Structure Effect in Commodities
#23 – Momentum Effect Combined with Term Structure in Commodities
#31 – Market Seasonality Effect in World Equity Indexes
#33 – Post-Earnings Announcement Effect
#55 – Pairs Trading with Country ETFs
#77 – Beta Factor in Stocks
#135 – Volatility Effect in Commodities



