{"id":5209,"date":"2019-10-31T22:43:12","date_gmt":"2019-10-31T21:43:12","guid":{"rendered":"https:\/\/quantpedia.com\/?p=5209"},"modified":"2025-06-04T14:23:21","modified_gmt":"2025-06-04T12:23:21","slug":"quantpedia-in-october-2019","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-october-2019\/","title":{"rendered":"Quantpedia in October 2019"},"content":{"rendered":"

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

Seven new Quantpedia Premium strategies<\/a> have been added into our database in October, and five new related research papers have been included into existing Premium strategies. <\/p>\n\n\n\n

Additionally, we have produced 26 new backtests written in QuantConnect code<\/a>. Therefore our database currently contains nearly 170 strategies with out-of-sample backtests\/codes. <\/p>\n\n\n\n

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

Continuous Futures Contracts Methodology for Backtesting<\/a><\/strong>
Autores:<\/strong>  Vojtko, Padysak
T\u00edtulo:<\/strong>  Continuous Futures Contracts Methodology for Backtesting<\/p>\n\n\n\n

Momentum Explains a Bunch Of Equity Factors<\/a><\/strong>
Autores:<\/strong> Favilukis, Zhang
T\u00edtulo:<\/strong>  One Anomaly to Explain Them All<\/p>\n\n\n\n

Commodity Futures Risk Premium \u2013 Historical Analysis<\/a><\/strong>
Autores:<\/strong>  Bhardwaj, Janardanan and Rouwenhorst
T\u00edtulo:<\/strong>  The Commodity Futures Risk Premium: 1871\u20132018 <\/p>\n\n\n\n

Lexically Diverse Hedge Funds Outperform<\/a><\/strong>
Autores:<\/strong>  Joenv\u00e4\u00e4r\u00e4, Karppinen, Teo, Tiu
T\u00edtulo:<\/strong>  Text Sophistication and Sophisticated Investors <\/p>\n\n\n\n

Calendar \/ Seasonal Trading and Momentum Factor<\/a><\/strong>
Autores:<\/strong>  Vojtko, Padysak
T\u00edtulo:<\/strong>  Calendar \/ Seasonal Trading and Momentum Factor <\/p>\n\n\n\n

Lastly, we would like to invite you to join the new Facebook group sponsored by Quantpedia: https:\/\/www.facebook.com\/groups\/quantstrategies\/<\/strong><\/a>. Group’s mission is to be a casual open space\/community for sharing ideas and articles related to quant\/algo trading. <\/p>\n\n\n\n

Best regards, <\/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":"

Dear readers,<\/p>\n

Seven new Quantpedia Premium strategies<\/a> have been added into our database in October, and five new related research papers have been included into existing Premium strategies. <\/p>\n

Additionally, we have produced 26 new backtests written in QuantConnect code<\/a>. Therefore our database currently contains nearly 170 strategies … <\/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-5209","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/5209","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=5209"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/5209\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=5209"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=5209"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=5209"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}