{"id":4244,"date":"2019-07-30T13:42:15","date_gmt":"2019-07-30T13:42:15","guid":{"rendered":"http:\/\/quantpedia.com\/quantpedia-in-july-2019\/"},"modified":"2025-06-04T13:59:34","modified_gmt":"2025-06-04T11:59:34","slug":"quantpedia-in-july-2019","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-july-2019\/","title":{"rendered":"Quantpedia in July 2019"},"content":{"rendered":"

\n\tDear readers,
\n\t
\n\tWith summer at full steam, July was a busy month for the Quantpedia team. Four new Quantpedia Premium strategies have been added into our database and four new related research papers have been included into existing Premium strategies<\/strong>.<\/a>
\n\t
\n\tAdditionally, we have produced 21 new backtests written in QuantConnect code<\/a><\/strong>. Our database currently contains 90 strategies with such codes\/backtests.
\n\t
\n\tAlso, four new blog posts you may find interesting have been published on our Quantpedia blog:
\n\t
\n\t50 Years in PEAD (Post Earnings Announcement Drift) Research<\/strong><\/a>
\n\tAutores:<\/strong>  Sojka
\n\tT\u00edtulo:<\/strong>  50 Years in PEAD Research
\n\t
\n\tEquity Factor Strategies In Frontier Markets<\/strong><\/a>
\n\tAuthors<\/strong>: Zaremba, Maydybura, Czapkiewicz, Arnaut
\n\tT\u00edtulo:<\/strong>  Trends Everywhere
\n\t
\n\tTwo Versions of CAPM<\/strong><\/a>
\n\tAuthor:<\/strong>  Siddiqi
\n\tT\u00edtulo:<\/strong>  CAPM: A Tale of Two Versions
\n\t
\n\tFactor Investing in Currency Markets<\/strong><\/a>
\n\tAutores:<\/strong>  Baku, Fortes, Herve, Lezmi, Malongo, Roncalli, Xu
\n\tT\u00edtulo:<\/strong>  Factor Investing in Currency Markets: Does it Make Sense?
\n\t
\n\tBest regards,
\n\t
\n\tTeam Quantpedia.com
\n\t <\/p>\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":"

\n\tDear readers,<\/p>\n

\tWith summer at full steam, July was a busy month for the Quantpedia team. Four new Quantpedia Premium strategies have been added into our database and four new related research papers have been included into existing Premium strategies<\/strong>.<\/a><\/p>\n

\tAdditionally, we have produced 21 new backtests written in QuantConnect code<\/a><\/strong>. Our database currently contains 90 strategies with such codes\/backtests.<\/p>\n

\tAlso, four new blog posts you may find interesting have been published on our Quantpedia blog:<\/p>\n

\t50 Years in PEAD (Post Earnings Announcement Drift) Research<\/strong><\/a>
\n\tAutores:<\/strong>  Sojka
\n\tT\u00edtulo:<\/strong>  50 Years in PEAD Research<\/p>\n

\tEquity Factor Strategies In Frontier Markets<\/strong><\/a>
\n\tAuthors<\/strong>: Zaremba, Maydybura, Czapkiewicz, Arnaut
\n\tT\u00edtulo:<\/strong>  Trends Everywhere<\/p>\n

\tTwo Versions of CAPM<\/strong><\/a>
\n\tAuthor:<\/strong>  Siddiqi
\n\tT\u00edtulo:<\/strong>  CAPM: A Tale of Two Versions<\/p>\n

\tFactor Investing in Currency Markets<\/strong><\/a>
\n\tAutores:<\/strong>  Baku, Fortes, Herve, Lezmi, Malongo, Roncalli, Xu
\n\tT\u00edtulo:<\/strong>  Factor Investing in Currency Markets: Does it Make Sense?<\/p>\n

\tBest regards,<\/p>\n

\tTeam Quantpedia.com
\n\t <\/p>\n

\n

\n\tAre you looking for more strategies to read about? Check http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener<\/a><\/strong><\/p>\n

\n\tDo you want to see performance of trading systems we described? Check<\/strong> http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Chart\/Performance<\/a><\/strong><\/p>\n

\n\tDo you want to know more about us? Check<\/strong> http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About<\/a><\/strong><\/p>\n

\n

\n\tFollow us on:<\/strong><\/p>\n

\n\tFacebook:<\/strong> https:\/\/www.facebook.com\/quantpedia\/<\/a><\/strong><\/p>\n

\n\tTwitter:<\/strong> https:\/\/twitter.com\/quantpedia<\/a><\/strong><\/p>\n

\n\tYoutube: https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg<\/a><\/strong><\/p>\n

\n

\n\t <\/p>","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-4244","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/4244","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\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/comments?post=4244"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/4244\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=4244"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=4244"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=4244"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}