{"id":10894,"date":"2021-02-02T22:02:07","date_gmt":"2021-02-02T21:02:07","guid":{"rendered":"https:\/\/quantpedia.com\/?p=10894"},"modified":"2025-06-04T14:08:29","modified_gmt":"2025-06-04T12:08:29","slug":"quantpedia-in-january-2021","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-january-2021\/","title":{"rendered":"Quantpedia in January 2021"},"content":{"rendered":"

Hello all,<\/p>\n\n\n\n

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\u2019s research. Ten new Quantpedia Premium strategies<\/a> have been added into our database, and ten new related research papers have been included in existing Premium strategies during last month.<\/p>\n\n\n\n

Additionally, we have produced 12 new backtests written in QuantConnect code<\/a>. Our database currently contains exactly 400 strategies with out-of-sample backtests\/codes.<\/p>\n\n\n\n

Also, four new blog posts, that you may find interesting, have been published on our Quant<\/a>pedia blog<\/a>:<\/p>\n\n\n\n

Macro Factor Risk Parity<\/a><\/strong>
Autores:<\/strong> Livia Amato and Harald Lohre
T\u00edtulo:<\/strong> Diversifying Macroeconomic Factors \u2014 For Better or for Worse<\/p>\n\n\n\n

Probability Distributions of Bull and Bear Market States<\/a><\/strong>
Autores:<\/strong> Vineer Bhansali and Jeremie Holdom
T\u00edtulo:<\/strong> Good States, Bad States: What Do Options Tell Us About Schizophrenic Behavior of Mr. Market and What Can We Do About It?<\/p>\n\n\n\n

Crypto Covered Interest Parity Deviations<\/a><\/strong>
Autores:<\/strong> Friedrich-Carl Franz and Alexander Valentin
T\u00edtulo:<\/strong> Crypto Covered Interest Parity Deviations<\/p>\n\n\n\n

Fiscal Stimulus Matters to Market<\/a><\/strong>
Autores:<\/strong> Jorge A. Chan-Lau and Yunhui Zhao
T\u00edtulo:<\/strong> Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures<\/p>\n\n\n\n

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<\/a>.<\/p>\n\n\n\n

Stay safe \u2026<\/p>\n\n\n\n

Radovan Vojtko
CEO & Head of Research<\/p>\n\n\n\n

\n\n\n\n

\u00bfBuscas m\u00e1s estrategias para leer? Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra Blog<\/a> o Evaluador<\/a><\/strong>.<\/p>\n\n\n\n

\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Premium? Consulta C\u00f3mo funciona Quantpedia<\/a>, nuestra misi\u00f3n<\/a> y Oferta de precios premium<\/a>.<\/strong><\/p>\n\n\n\n

\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Pro? Compru\u00e9balo descripci\u00f3n<\/a>, mirar videos<\/a>, revisar capacidades de generaci\u00f3n de informes<\/a> y visite nuestro oferta de precios<\/a>.<\/strong><\/p>\n\n\n\n

\u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n

\u00bfTe gustar\u00eda tener acceso gratuito a? nuestros servicios<\/a>? Entonces, Abre una cuenta con Lightspeed.<\/a> y disfrute de un a\u00f1o de Quantpedia Premium sin costo alguno.<\/strong><\/p>\n\n\n\n

\n\n\n\n

O s\u00edguenos en:<\/strong><\/p>\n\n\n\n

Facebook Grupo<\/a>, Facebook P\u00e1gina<\/a>, Gorjeo<\/a>, LinkedIn<\/a>, Medio<\/a> o YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"

Ten new Quantpedia Premium strategies<\/strong><\/a> have been added into our database, and ten new related research papers have been included in existing Premium strategies during last month.<\/p>\n

Additionally, we have produced 12 new backtests written in QuantConnect<\/strong><\/a> code. Our database currently contains exactly 400 strategies with out-of-sample backtests\/codes.<\/p>\n

Also, four new blog posts, that you may find interesting, have been published on our Quantpedia blog<\/strong><\/a>.<\/p>\n

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.<\/p>","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-10894","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/10894","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/comments?post=10894"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/10894\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=10894"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=10894"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=10894"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}