Dear readers,
May is behind us, and we are bringing you our summary Quantpedia’s research again. Nine new Quantpedia Premium strategies have been added into our database, and nine new related research papers have been included in existing Premium strategies during last month.
Additionally, we have produced 16 new backtests written in QuantConnect code. Our database currently contains over 290 strategies with out-of-sample backtests/codes.
Also, four new blog posts you may find interesting have been published on our Quantpedia blog:
Long-Short vs Long-Only Implementation of Equity Factors
Autores: Benaych-Georges, Bouchaud, Ciliberti
Título: Equity Factors: To Short Or Not To Short, That is the Question
Stocks Not For the Long Run?
Author: McQuarrie
Título: The US Bond Market before 1926: Investor Total Return from 1793, Comparing Federal, Municipal and Corporate Bonds Part II: 1857 to 1926
YTD Performance of Equity Factors – Update After Two Months
Autores: Vojtko
Título: YTD Performance of Equity Factors – Update After Two Months
Backtesting ESG Factor Investing Strategies
Autores: Vojtko, Hanicova, Kalus
Título: Backtesting ESG Factor Investing Strategies
Plus, do not forget, that we have for you our new Alternative Data Screener …
Stay safe …
Radovan Vojtko
CEO & Head of Research
Are you looking for strategies that are useful in bear markets? Don’t miss 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.
Are you looking for providers of alternative data? Check our Alternative Data section
¿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