Quantpedia Update

Two new strategies have been added:

#170 – US Holiday Effect in EU Markets

#171 – Market Timing Filter Applied to a Classical Stock Anomalies

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

Quantpedia Update

Two new strategies have been added:

#168 – Commodities Timing based on a Monetary Conditions

#169 – Exploiting Option Information in the Equity Market

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

Quantpedia Update

Two new strategies have been added:

#166 – Momentum in FOREX Trading Strategies

#167 – Idiosyncratic Momentum in Stocks

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

Quantpedia Update

Two new strategies have been added:

#164 – Short-Term Reversal in Equity Index Futures

#165 – Demographic Changes Predict Stock Market Returns

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

Quantpedia Update

One new strategy has been added:

#163 – Net Emotional Volatility Index Effect

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

Dear visitor,

We would like to inform you that we have greatly expanded our free section and QUANTPEDIA.com currently contains free reviews of more than 40 most common investment/trading strategies. We believe you will find this new development very useful.

Our Quantpedia Premium section currently contains more than 120 strategies together with more than 250 links to related academic research papers. Premium section allows you to access reviews of high-performance uncommon/niche investment strategies and new systems/strategies are regularly added on a weekly basis.

Each strategy in QUANTPEDIA.com contains as usual:
– extracted explicit trading rules in plain language
– identified performance and risk characteristics
– distinct leading attributes for each strategy
– quoted source and related research papers

The QUANTPEDIA Team