Quantpedia Update

One new strategy has been added:

#253 – Momentum in Futures

And three new related research paper have been included into existing strategy reviews.

Dear visitor,

We would like to inform you that together with HarvestAlpha.com (multistrategy hedge fund) we have participated in a launch of a new webservice called Quantpicker.com.

Quantpicker.com mission is to bring a quantitative stock trading strategies based on a theory of equity factors to a broad public. Website contains user-friendly backtesting engine which allows users to create and review a multi-factor equity portfolios based on an academically tested equity anomalies. Backtesting engine generates trading signals and portfolio compositions which allows users to easily incorporate modern factor investing into their own investment process.

The QUANTPEDIA Team

Quantpedia Update

Five new related research papers have been included into existing strategy reviews:

#3 – Sector Momentum – Rotational System
#14 – Momentum Effect in Stocks
#23 – Momentum Effect Combined with Term Structure in Commodities
#26 – Value (Book-to-Market) Anomaly

Quantpedia Update

One new strategy has been added:

#252 – Closed-End Fund Mean Reversion Trading

And two new related research paper have been included into existing strategy reviews.

Quantpedia Update

Five new related research papers have been included into existing strategy reviews:

#116 – Time Series Momentum Effect
#140 – Ramadan Effect
#170 – US Holiday Effect in EU Markets
#210 – Adaptive Asset Allocation

Quantpedia Update

One new strategy has been added:

#251 – Intraday Momentum in Equities

And three new related research paper have been included into existing strategy reviews.