Quantpedia Update – 4th May 2012
Quantpedia Update
Two new strategies have been added:
#181 – Catching "Falling Knife" Stocks
#182 – Dual Listed Stock Arbitrage
And one new related research paper has been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#181 – Catching "Falling Knife" Stocks
#182 – Dual Listed Stock Arbitrage
And one new related research paper has been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#179 – Market Timing Using Sharpe Ratios
#180 – Simple NAV Arbitrage within Country ETFs
And two new related research papers have been included into existing strategy reviews.
Quantpedia Update
One new strategy has been added:
#178 – Abnormal Volume Effect within Stocks
And three new related research papers have been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#176 – Shorting Stocks on the Option Expiration Day
#177 – Term Structure of CDS Predicts Stock Returns
And two new related research papers have been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#174 – Institutional Ownership Effect
#175 – Pairs Trading on Intraday Basis
And one new related research paper has been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#172 – Cold IPOs Effect
#173 – Volatility Term Structure Predicts Option Returns
And one new related research paper has been included into existing strategy reviews.
We’ve already analysed tens of thousands of financial research papers and identified more than 700 attractive trading systems together with hundreds of related academic papers.