The Value at Risk report uses multiple methodologies outlined in our VaR article<\/a> and gives you the opportunity to review the evolution of your risk exposure over time.<\/p>\n\n\n\n Additionally, you can review VaR distribution and breaches on different horizons.<\/p>\n\n\n\n Let\u2019s also quickly recapitulate Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n Additionally, 8 new articles were published on the Quantpedia blog<\/a> in the previous month, 3x analysis of academic research papers and 5x Quantpedia studies<\/strong>:<\/p>\n\n\n\n Analysis of research papers:<\/strong><\/p>\n\n\n\n How to Use Deep Order Flow Imbalance<\/a><\/strong> Insider Trading: What Happens Behind Closed Doors<\/a><\/strong> What is the Optimal Gold Allocation in a Portfolio?<\/a><\/strong> Happy trading \u2026<\/p>\n\n\n\n Radovan Vojtko \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 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":" Hello all,<\/p>\n What have we accomplished in the last month?<\/p>\n \u2013 A new Value-at-Risk Quantpedia Pro report<\/strong><\/a>![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2021\/11\/Picture-124-Value-at-Risk-report.png\")
<\/figure>\n\n\n\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2021\/11\/Picture-125-Value-at-Risk-report-2-1024x370.png\")
<\/figure>\n\n\n\n
\n\n\n\n
Autores:<\/strong> Kolm, Turiel and Westray
T\u00edtulo:<\/strong> Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book<\/p>\n\n\n\n
Autores:<\/strong> S. Burcu Avci, Cindy A. Schipani, H. Nejat Seyhun, and Andrew Verstein
T\u00edtulo:<\/strong> Insider Giving
+
Author:<\/strong> Joshua Mitts
T\u00edtulo:<\/strong> Insider Trading and Strategic Disclosure
+
Autores:<\/strong> Harvey Cheong, Joon Ho Kim, Florian M\u00fcnkel, and Harold Spilker
T\u00edtulo:<\/strong> Do Social Networks Facilitate Informed Option Trading? Evidence from Alumni Reunion Networks<\/p>\n\n\n\n
Autores:<\/strong> Dirk G. Baur, Lai T. Hoang, and Lorenzo Casavecchia
T\u00edtulo:<\/strong> The Gold Exposure of Institutional Investors<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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\n\n\n\n
\n\u2013 10 new Quantpedia Premium<\/strong><\/a> strategies have been added to our database
\n\u2013 10 new related research papers have been included in existing Premium strategies during the last month
\n\u2013 Additionally, we have produced 11 new backtests written in QuantConnect code<\/strong><\/a>
\n\u2013 And finally, 5+3 new blog posts that you may find interesting have been published on our Quantpedia blog<\/strong><\/a> in the previous month<\/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-15898","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/15898","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=15898"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/15898\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=15898"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=15898"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=15898"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}