{"id":5617,"date":"2019-12-29T23:52:45","date_gmt":"2019-12-29T22:52:45","guid":{"rendered":"https:\/\/quantpedia.com\/?p=5617"},"modified":"2025-06-04T14:57:02","modified_gmt":"2025-06-04T12:57:02","slug":"top-ten-blog-posts-on-quantpedia-in-2019","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/top-ten-blog-posts-on-quantpedia-in-2019\/","title":{"rendered":"Top Ten Blog Posts on Quantpedia in 2019"},"content":{"rendered":"

The end of the year is a good time for a short recapitulation. Apart from other things we do (which we will summarize in our next blog in a few days), we have published around 50 short blog posts \/ recherches of academic papers on this blog during the last year. We want to use this opportunity to summarize 10 of them, which were the most popular (based on Google Analytics tool). Maybe you will be able to find something you have not read yet …<\/span><\/strong><\/p>\n

Nbr. 10:\u00a0<\/span><\/strong>Lexically Diverse Hedge Funds Outperform<\/span><\/strong><\/a>\u00a0–\u00a0<\/span><\/strong>you can use analyses of text sophistication to find skilled hedge fund managers<\/span><\/p>\n

Nbr. 9:\u00a0<\/span><\/strong>Continuous Futures Contracts Methodology for Backtesting<\/span><\/strong><\/a>\u00a0– Quantpedia’s own research about the importance of choosing the right methodology for building continuous futures contracts series<\/span><\/p>\n

Nbr. 8:\u00a0<\/span><\/strong>Retail Day Trading is an Uphill Battle<\/span><\/strong><\/a>\u00a0– short recapitulation – retail day-trading (market-timing) is extremely hard, a lot of data to show a point<\/span><\/p>\n

Nbr. 7:\u00a0<\/span><\/strong>Popularity Asset Pricing Model<\/span><\/strong><\/a>\u00a0<\/span><\/strong>– Roger Ibbotson’s new asset pricing model and a few new equity factors<\/span><\/p>\n

Nbr. 6:\u00a0<\/span><\/strong>Commodity Futures Risk Premium \u2013 Historical Analysis<\/span><\/strong><\/a>\u00a0– cool paper with a history of commodity futures risk premium going back to the year 1871<\/span><\/p>\n

Nbr. 5:\u00a0<\/span><\/strong>How to Choose the Best Period for Indicators<\/span><\/strong><\/a>\u00a0– our short article about the basics of walk-forward methodology and about the averaging of indicator’s periods over a robust area<\/span><\/p>\n

Nbr. 4:\u00a0<\/span><\/strong>Case Study: Quantpedia’s Composite Seasonal \/ Calendar Strategy<\/span><\/strong><\/a>\u00a0– a short case study about the basic seasonal \/ calendar trading strategies<\/span><\/p>\n

Nbr. 3:\u00a0<\/span><\/strong>Commodity Futures Predict Stock Market Returns<\/span><\/strong><\/a>\u00a0– stock market returns of some emerging market countries are dependent on the returns of some commodities<\/span><\/p>\n

Nbr. 2:\u00a0<\/span><\/strong>Momentum Explains a Bunch Of Equity Factors<\/span><\/strong><\/a>\u00a0– a lot of equity factors can be explained with momentum anomaly<\/span><\/p>\n

Nbr. 1:\u00a0<\/span><\/strong>Three Methods to Fix Momentum Crashes<\/span><\/strong><\/a>\u00a0– analyzes three momentum risk management techniques \u2013 idiosyncratic momentum, constant volatility-scaling, and dynamic scaling<\/span><\/p>\n\n\n

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The end of the year is a good time for a short recapitulation. Apart from other things we do (which we will summarize in our next blog in a few days), we have published around 50 short blog posts \/ recherches of academic papers on this blog during the last year. We want to use this opportunity to summarize 10 of them, which were the most popular (based on Google Analytics tool). Maybe you will be able to find something you have not read yet …<\/p>\n

<\/strong><\/p>","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[155,47,60,147,75,51,46,63,159,146,56],"class_list":["post-5617","post","type-post","status-publish","format-standard","hentry","category-uncategorized","tag-alternative-data","tag-asset-class-picking","tag-equity-long-short","tag-factor-investing","tag-fund-picking","tag-market-timing","tag-momentum","tag-momentum-in-stocks","tag-own-research","tag-smart-beta","tag-stock-picking"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/5617","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=5617"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/5617\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=5617"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=5617"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=5617"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}