{"id":37793,"date":"2024-12-09T14:32:50","date_gmt":"2024-12-09T13:32:50","guid":{"rendered":"https:\/\/quantpedia.com\/?p=37793"},"modified":"2025-06-04T14:20:15","modified_gmt":"2025-06-04T12:20:15","slug":"quantpedia-in-november-2024","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-november-2024\/","title":{"rendered":"Quantpedia in November 2024"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello and welcome Quantpedia\u2019s monthly recapitulation!<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">In November, we were thinking mainly of all traders, and our goal was to give them an easy tool to uncover new trading strategies. Therefore, we revisited and extended our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/portfolio-analysis\/trading-edge\/\" title=\"\">Trading Edge Analysis<\/a> report (available in our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">Quantpedia Pro<\/a> subscription tier) with eight additional charts and tables. You can now investigate trading strategies that buy the underlying assets from the Model Portfolio after 2, 3, or 5 down days (up days) and hold it for 1 (or 2) days. Additionally, you can analyze the price action in the Model Portfolio after it hits the 12-month high or low. These trading setups are often used in trading and may offer interesting opportunities that can be now analyzed with the click of a button. <\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"601\" height=\"857\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/12\/Picture-447-uptrend-vs.-downtrend-charts-tables.png\" alt=\"\" class=\"wp-image-37810\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/12\/Picture-447-uptrend-vs.-downtrend-charts-tables.png 601w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/12\/Picture-447-uptrend-vs.-downtrend-charts-tables-210x300.png 210w\" sizes=\"(max-width: 601px) 100vw, 601px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img decoding=\"async\" width=\"607\" height=\"825\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2024\/12\/Picture-447-new-high-vs.-lows-charts-tables.png\" alt=\"\" class=\"wp-image-37811\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/12\/Picture-447-new-high-vs.-lows-charts-tables.png 607w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2024\/12\/Picture-447-new-high-vs.-lows-charts-tables-221x300.png 221w\" sizes=\"(max-width: 607px) 100vw, 607px\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<ul class=\"wp-block-list\">\n<li>9 new&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPremium=Only+Premium\" target=\"_blank\" rel=\"noreferrer noopener\">Quantpedia Premium strategies<\/a>&nbsp;have been added to our database<\/li>\n\n\n\n<li>11 new related research papers have been included in existing Premium strategies during the last month<\/li>\n\n\n\n<li>8 new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener?FilterQuantConnect=With%20QuantConnect%20Code\" target=\"_blank\" rel=\"noreferrer noopener\">backtests were written in QuantConnect code<\/a>. Our database currently contains <strong>over 810<\/strong> strategies with out-of-sample backtests\/codes.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 4 new research articles were published on the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Quantpedia blog<\/a> in the previous month:<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/traders-guide-to-front-running-commodity-seasonality\/\" title=\"\">Trader\u2019s Guide to Front-Running Commodity Seasonality<\/a><\/strong><br><strong>Author<\/strong>: Cyril Dujava<br><strong>Title<\/strong>:&nbsp;Trader\u2019s Guide to Front-Running Commodity Seasonality<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-does-the-passive-investing-impact-market-risk\/\" title=\"\">How Does the Passive Investing Impact Market Risk?<\/a><\/strong><br><strong>Authors:<\/strong> Lily H. Fang, Hao Jiang, Zheng Sun, Ximing Yin, and Lu Zheng<br><strong>Title:<\/strong> Limits to Diversification: Passive Investing and Market Risk<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/can-twitter-images-predict-price-action-during-fed-announcements\/\" title=\"\">Can Twitter Images Predict Price Action During FED Announcements?<\/a><\/strong><br><strong>Authors:<\/strong> Sakshi Jain, Alexander Kurov, Bingxin Li, and Jalaj Pathak<br><strong>Title:<\/strong> Twitter Image Tone and FOMC Announcements<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-to-profitably-trade-bitcoins-overnight-sessions\/\" title=\"\">How To Profitably Trade Bitcoin\u2019s Overnight Sessions?<\/a><\/strong><br><strong>Author:<\/strong> Cyril Dujava<br><strong>Title:<\/strong> How To Profitably Trade Bitcoin\u2019s Overnight Sessions?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Yours \u2026<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Radovan Vojtko<br>CEO &amp; Head of Research<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-854363cc-8450-4dc0-a06a-c737766e9431\"><strong>Are you looking for more strategies to read about? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/sign-up-for-our-newsletter\/\">Sign up for our newsletter<\/a> or visit our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Blog<\/a> or <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener\">Screener<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-65925002-6290-4d3b-b5cd-f3a277851ec8\"><strong>Do you want to learn more about Quantpedia Premium service? Check <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/\">how Quantpedia works<\/a>, <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About\">our mission<\/a> and <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Premium pricing offer<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-34bf63ae-5a22-40a3-aeb4-769374e833d8\"><strong>Do you want to learn more about Quantpedia Pro service? Check its <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">description<\/a>, watch <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-explains\/\">videos<\/a>, review <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">reporting capabilities<\/a> and visit our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">pricing offer<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-21942b3a-14d9-4c0f-b8ef-04d64675e253\"><strong>Are you looking for historical data or backtesting platforms? Check our list of&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/links-tools\/?category=algo-trading-discounts\">Algo Trading Discounts<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Would you like free access to <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">our services<\/a>? Then, <a href=\"https:\/\/lightspeed.com\/lp\/quantpedia-lightspeed-financial-services-group-one-free-year-promotion\" title=\"\">open an account with Lightspeed<\/a> and enjoy one year of Quantpedia Premium at no cost.<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-4c45d6c9-c8dd-4283-8743-bf573cfa4d45\"><strong>Or follow us on:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-476e95ed-31a5-4c4d-b701-5203f9fb2e24\"><strong>Facebook <a href=\"https:\/\/www.facebook.com\/groups\/quantstrategies\">Group<\/a>, Facebook <a href=\"https:\/\/www.facebook.com\/quantpedia\/\">Page<\/a>, <a href=\"https:\/\/twitter.com\/quantpedia\">Twitter<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/quantpedia\">Linkedin<\/a>, <a href=\"https:\/\/quantpedia.medium.com\/\">Medium<\/a> or <a href=\"https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg\">Youtube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p>Hello all,<\/p>\n<p>What have we accomplished in the last month?<\/p>\n<p>\u2013 An extension of the Trading Edge Analysis report<br \/>\n\u2013 9 new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-premium\/\"><strong>Quantpedia Premium<\/strong><\/a> strategies have been added to our database<br \/>\n\u2013 11 new related research papers have been included in existing Premium strategies during the last month<br \/>\n\u2013 Additionally, we have produced 8 new backtests written in <a href=\"https:\/\/www.quantconnect.com\/?utm_source=sdkfjssdfgsdm5qwlks8323dslkdfjsx246s30dlsaaslgk&#038;ref=radovanvojtko\"><strong>QuantConnect<\/strong><\/a> code<br \/>\n\u2013 4 new blog posts that you may find interesting have been published on our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\"><strong>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-37793","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/37793","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=37793"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/37793\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=37793"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=37793"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=37793"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}