{"id":6449,"date":"2020-03-01T15:46:06","date_gmt":"2020-03-01T14:46:06","guid":{"rendered":"https:\/\/quantpedia.com\/?p=6449"},"modified":"2025-06-04T14:01:42","modified_gmt":"2025-06-04T12:01:42","slug":"quantpedia-in-february-2020","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-february-2020\/","title":{"rendered":"Quantpedia in February 2020"},"content":{"rendered":"

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

Four new Quantpedia Premium strategies<\/a> have been added into our database, and five new related research papers have been included in existing Premium strategies during last month. Plus, I am happy to announce that we have expanded our team of analysts and starting in March, we plan to more than double our rate of research. Our plan is to add around 100 new strategies<\/strong> derived out of academic research until the end of 2020. <\/p>\n\n\n\n

Additionally, we have produced 19 new backtests written in QuantConnect code<\/a>. Our database currently contains 245 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

Did Automated Trading Resurrect the CAPM?<\/a><\/strong>
Autores:<\/strong> Park, Wang
T\u00edtulo:<\/strong> Did Trading Bots Resurrect the CAPM? <\/p>\n\n\n\n

Hierarchical Risk Parity<\/a><\/strong>
Autores:<\/strong> Lohre, Rother and Schafer
T\u00edtulo:<\/strong> Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-Asset Multi-Factor Allocations <\/p>\n\n\n\n

Do Copycat CTAs Outperform Individualistic CTAs?<\/strong> <\/a>
Autores:<\/strong> Bollen, Hutchinson and O\u2019Brian
T\u00edtulo:<\/strong> When It Pays to Follow the Crowd: Strategy Conformity and CTA Performance <\/p>\n\n\n\n

What is the Bitcoin\u2019s Risk-Free Interest Rate?<\/a><\/a><\/strong>
Autores:<\/strong> Vojtko, Padysak
T\u00edtulo:<\/strong> What is the Bitcoin\u2019s Risk-Free Interest Rate? <\/p>\n\n\n\n

And at last, we would like again 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

Four new\u00a0Quantpedia Premium strategies<\/a>\u00a0have been added into our database, and five new related research papers have been included in existing Premium strategies during last month. Plus, I am happy to announce that we have expanded our team of analysts and starting in March, we plan to more than double our rate of research. Our plan is to add around 100 new strategies<\/strong> derived out of academic research until the end of 2020. <\/p>\n

Additionally, we have produced 19 new backtests written in QuantConnect code<\/a>. Our database currently contains 245 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-6449","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/6449","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=6449"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/6449\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=6449"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=6449"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=6449"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}