Quantpedia Update – 17th October 2014
Quantpedia Update
Six 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
#12 – Pairs Trading with Stocks
#41 – Turn of the Month in Equity Indexes
#54 – Momentum and State of Market (Sentiment) Filters
#69 – Post-Earnings Announcement Drift Combined with Strong Momentum
#198 – Exploiting Term Structure of VIX Futures



