Hello all,
We had a pretty hectic month; we were preparing a new surprise for you, which will be unveiled in the middle of February. But we have not forgotten about you, our readers. So, let us recapitulate last month of Quantpedia’s research. Ten new Quantpedia Premium strategies have been added into our database, and ten new related research papers have been included in existing Premium strategies during last month.
Additionally, we have produced 12 new backtests written in QuantConnect code. Our database currently contains exactly 400 strategies with out-of-sample backtests/codes.
Also, four new blog posts, that you may find interesting, have been published on our Quantpedia blog:
Macro Factor Risk Parity
Autores: Livia Amato and Harald Lohre
Título: Diversifying Macroeconomic Factors — For Better or for Worse
Probability Distributions of Bull and Bear Market States
Autores: Vineer Bhansali and Jeremie Holdom
Título: Good States, Bad States: What Do Options Tell Us About Schizophrenic Behavior of Mr. Market and What Can We Do About It?
Crypto Covered Interest Parity Deviations
Autores: Friedrich-Carl Franz and Alexander Valentin
Título: Crypto Covered Interest Parity Deviations
Fiscal Stimulus Matters to Market
Autores: Jorge A. Chan-Lau and Yunhui Zhao
Título: Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures
Plus we continue to re-run some of our codes on a monthly basis systematically, over 230 codes are at the moment part of this activity. You can use a new field in our Screener to filter such strategies with periodic updates.
Stay safe …
Radovan Vojtko
CEO & Head of Research
¿Buscas más estrategias para leer? Suscríbete a nuestro boletín informativo o visite nuestra Blog o Evaluador.
¿Quieres saber más sobre el servicio Quantpedia Premium? Consulta Cómo funciona Quantpedia, nuestra misión y Oferta de precios premium.
¿Quieres saber más sobre el servicio Quantpedia Pro? Compruébalo descripción, mirar videos, revisar capacidades de generación de informes y visite nuestro oferta de precios.
¿Buscas datos históricos o plataformas de backtesting? Consulta nuestra lista de Descuentos en Algo Trading.
¿Te gustaría tener acceso gratuito a? nuestros servicios? Entonces, Abre una cuenta con Lightspeed. y disfrute de un año de Quantpedia Premium sin costo alguno.
O síguenos en:
Facebook Grupo, Facebook Página, Gorjeo, LinkedIn, Medio o YouTube