Quantpedia Update

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

#5 – FX Carry Trade
#6 – Volatility Effect in Stocks – Long-Short Version
#7 – Volatility Effect in Stocks – Long-Only Version
#230 – Mean Variance Carry Trade Strategy

Quantpedia Update

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

#5 – FX Carry Trade
#8 – FX Momentum
#7 – Volatility Effect in Stocks – Long-Only Version
#15 – Momentum Effect in Country Equity Indexes
#65 – Enhanced Value Premium
#207 – Value Effect within Countries
#247 – Value Effect within Countries  v2

Quantpedia Update

Two new strategies have been added:

#254 – Federal Open Market Committee Meeting Effect in US Dollar
#255 – Turn of the Month Effect in Futures Momentum Strategy

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

Quantpedia Update

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

#5 – FX Carry Trade
#8 – FX Momentum
#9 – FX Value – PPP Strategy
#237 – Dispersion Trading

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

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.