Quantpedia Update

One new strategy has been added:

#247 – Value Effect within Countries  v2

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

Quantpedia Update

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

#14 – Momentum Effect in Stocks
#21 – Momentum Effect in Commodities
#22 – Term Structure Effect in Commodities
#26 – Value (Book-to-Market) Anomaly
#33 – Post-Earnings Announcement Effect
#38 – Accrual Anomaly
#97 – Half-day Reversal

Quantpedia Update

One new strategy has been added:

#246 – Trading on the Dividend Paydate

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

Quantpedia Update

One new strategy has been added:

#245 – Post-Split Drift

And one new related research paper has been included into existing strategy reviews.

Quantpedia Update

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

#5 – FX Carry Trade
#14 – Momentum Effect in Stocks
#129 – Dollar Carry Trade
#118 – Time Series Momentum Effect
 

We would like to say thanks to our visitors and readers for their interest and support. Therefore we have decided to use our 2nd anniversary to expand free section of our page. It currently consists of more than 50 free strategies with more than two hundred related research papers. The total number of strategies exceeds 240 and the total number of related research papers has grown to more than six hundred.

Again, many thanks..

The QUANTPEDIA Team