Dear readers,
Let us recapitulate last month of Quantpedia’s research. Thirteen new Quantpedia Premium strategies have been added into our database, and eleven new related research papers have been included in existing Premium strategies during last month.
Additionally, we have produced 11 new backtests written in QuantConnect code. Our database currently contains over 370 strategies with out-of-sample backtests/codes.
Also, four new blog posts, that you may find interesting, have been published on our Quantpedia blog:
Stock Price Overreaction to ESG Controversies
Autores: Bei Cui and Paul Docherty
Título: Stock Price Overreaction to ESG Controversies
Novel Market Structure Insights From Intraday Data
Autores: Yiwen Shen and Meiqi Shi
Título: Index-based Investing and Intraday Stock Dynamics
Can Analysts Predict Performance of the US and International Stocks?
Author: Vitor Azevedo and Sebastian Müller
Título: Analyst recommendations and anomalies across the globe
ESG Investing in Fixed Income
Autores: Mohamed Ben Slimane, Eric Brard, Théo Le Guenedal, Thierry Roncalli and Takaya Sekine
Título: ESG Investing in Fixed Income: It’s Time to Cross the Rubicon
Plus we continue to re-run some of our codes on a monthly basis systematically, over 160 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
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