Hello all,
As every month, the new report for Quantpedia Pro was also built in October and is now available to our clients. With our Value at Risk analysis, Quantpedia Pro contains 22 reports with hundreds of charts and tables that allow you to increase the speed of exploration of academic research to find a good new idea for trading strategy or complement to your portfolio.
The Value at Risk report uses multiple methodologies outlined in our VaR article and gives you the opportunity to review the evolution of your risk exposure over time.
Additionally, you can review VaR distribution and breaches on different horizons.
Let’s also quickly recapitulate Quantpedia Premium development:
- 10 new Quantpedia Premium strategies have been added to our database
- 10 new related research papers have been included in existing Premium strategies during the last month
- 11 new backtests were written in QuantConnect code. Our database currently contains nearly 500 strategies with out-of-sample backtests/codes.
Additionally, 8 new articles were published on the Quantpedia blog in the previous month, 3x analysis of academic research papers and 5x Quantpedia studies:
- Three Simple Tactical FX Hedging Strategies
- How to Faster Enhance Strategic Asset Allocation with Tactical Models
- On the Creativity, Collecting and Design of Systematic Trading Strategies
- Six Examples of Trading Strategies That Use Alternative Data
- An Introduction to Value at Risk Methodologies
Analysis of research papers:
How to Use Deep Order Flow Imbalance
Autores: Kolm, Turiel and Westray
Título: Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Insider Trading: What Happens Behind Closed Doors
Autores: S. Burcu Avci, Cindy A. Schipani, H. Nejat Seyhun, and Andrew Verstein
Título: Insider Giving
+
Author: Joshua Mitts
Título: Insider Trading and Strategic Disclosure
+
Autores: Harvey Cheong, Joon Ho Kim, Florian Münkel, and Harold Spilker
Título: Do Social Networks Facilitate Informed Option Trading? Evidence from Alumni Reunion Networks
What is the Optimal Gold Allocation in a Portfolio?
Autores: Dirk G. Baur, Lai T. Hoang, and Lorenzo Casavecchia
Título: The Gold Exposure of Institutional Investors
Happy trading …
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