{"id":4964,"date":"2019-09-30T23:25:49","date_gmt":"2019-09-30T21:25:49","guid":{"rendered":"https:\/\/quantpedia.com\/?p=4964"},"modified":"2025-06-04T14:19:41","modified_gmt":"2025-06-04T12:19:41","slug":"quantpedia-in-september-2019","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-september-2019\/","title":{"rendered":"Quantpedia in September 2019"},"content":{"rendered":"

Dear readers,

Our work on Quantpedia also continued in September – four new Quantpedia Premium strategies<\/a> have been added into our database; and four new related research papers have been included into existing Premium strategies.

Additionally, we have produced over 20 new backtests written in QuantConnect code<\/a>. Therefore our database currently contains over 140 strategies with out-of-sample backtests\/codes.

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

Retail Day Trading is an Uphill Battle<\/strong><\/a>
Autores:<\/strong>\u00a0 Chague, De-Losso, Giovannetti
T\u00edtulo:<\/strong>\u00a0 Day Trading for a Living?

Commodity Futures Predict Stock Market Returns<\/strong><\/a>
Autores:<\/strong> Alves, Szymanowska
T\u00edtulo:<\/strong>\u00a0 The Information Content of Commodity Futures Markets

Demand and Supply of Safe Dollar Assets Move Markets<\/strong><\/a>
Autores:<\/strong>\u00a0 Krishnamurthy, Lustig
T\u00edtulo:<\/strong>\u00a0 Mind the Gap in Sovereign Debt Markets: The U.S. Treasury basis and the Dollar Risk Factor

A Deeper Look on Commitments of Traders Report<\/a><\/strong>
Autores:<\/strong>\u00a0 Robe, Roberts
T\u00edtulo:<\/strong>\u00a0 Who Holds Positions in Agricultural Futures Markets

Best regards,

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":"

Dear readers,<\/p>\n

Our work on Quantpedia also continued in September – four new Quantpedia Premium<\/strong><\/a> strategies have been added into our database; and four new related research papers have been included into existing Premium strategies. <\/p>\n

Additionally, we have produced over 20 new backtests written in QuantConnect<\/strong><\/a> code. Therefore our database currently contains over 140 strategies with out-of-sample backtests\/codes. <\/p>\n

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

Best regards, <\/p>\n

Radovan Vojtko
\nCEO & Head of Research<\/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-4964","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/4964","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=4964"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/4964\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=4964"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=4964"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=4964"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}