Dear readers,
Five new Quantpedia Premium strategies have been added into our database in January, and five new related research papers have been included into existing Premium strategies.
Additionally, we have produced 16 new backtests written in QuantConnect code. Therefore our database currently contains over 220 strategies with out-of-sample backtests/codes.
Also, four new blog posts you may find interesting have been published on our Quantpedia blog:
Why Do Top Hedge Funds Outperform?
Autores: Canepa, Gonzales, Skinner
Título: Hedge Fund Strategies: A non-Parametric Analysis
Pre-Election Drift in the Stock Market
Autores: Vojtko, Cisar
Título: Pre-Election Drift in the Stock Market
Alternative Fair-Value Models for Currency Value Strategy
Autores: Ca’ Zorzi, Cap, Mijakovic, Rubaszek
Título: The Predictive Power of Equilibrium Exchange Rate Models
The CAPE Ratio and Machine Learning
Autores: Wang, Ahluwalia, Aliaga-Diaz, Davis
Título: The Best of Both Worlds: Forecasting US Equity Market Returns using a Hybrid Machine Learning – Time Series Approach
Finally, because volatility has returned to financial markets, we would like to remind our “Crisis Hedge” filtering field you can use to find strategies that can be utilized as a hedge/diversification to equity market risk factor during bear markets.
Best regards,
Radovan Vojtko
CEO & Head of Research
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