{"id":5731,"date":"2020-02-01T22:55:06","date_gmt":"2020-02-01T21:55:06","guid":{"rendered":"https:\/\/quantpedia.com\/?p=5731"},"modified":"2025-06-04T14:30:56","modified_gmt":"2025-06-04T12:30:56","slug":"quantpedia-in-january-2020","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-january-2020\/","title":{"rendered":"Quantpedia in January 2020"},"content":{"rendered":"

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

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

Additionally, we have produced 16 new backtests written in QuantConnect code<\/a>. Therefore our database currently contains over 220 strategies with out-of-sample backtests\/codes. <\/p>\n\n\n\n

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

Why Do Top Hedge Funds Outperform?<\/a><\/strong>
Autores:<\/strong> Canepa, Gonzales, Skinner
T\u00edtulo:<\/strong> Hedge Fund Strategies: A non-Parametric Analysis <\/p>\n\n\n\n

Pre-Election Drift in the Stock Market<\/a><\/strong>
Autores:<\/strong> Vojtko, Cisar
T\u00edtulo:<\/strong> Pre-Election Drift in the Stock Market <\/p>\n\n\n\n

Alternative Fair-Value Models for Currency Value Strategy<\/a><\/strong>
Autores:<\/strong> Ca\u2019 Zorzi, Cap, Mijakovic, Rubaszek
T\u00edtulo:<\/strong> The Predictive Power of Equilibrium Exchange Rate Models <\/p>\n\n\n\n

The CAPE Ratio and Machine Learning<\/a><\/a><\/strong>
Autores:<\/strong> Wang, Ahluwalia, Aliaga-Diaz, Davis
T\u00edtulo:<\/strong> The Best of Both Worlds: Forecasting US Equity Market Returns using a Hybrid Machine Learning \u2013 Time Series Approach <\/p>\n\n\n\n

Finally, because volatility has returned to financial markets, we would like to remind our “Crisis Hedge<\/a>” filtering field you can use to find strategies that can be utilized as a hedge\/diversification to equity market risk factor during bear markets.<\/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

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

Additionally, we have produced 16 new backtests written in QuantConnect code<\/a>. Therefore our database currently contains over 220 strategies with out-of-sample backtests\/codes. <\/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-5731","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/5731","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=5731"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/5731\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=5731"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=5731"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=5731"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}