Dear readers,<\/p>\n\n\n\n
May is behind us, and we are bringing you our summary Quantpedia’s research again. Nine new Quantpedia Premium strategies<\/a> have been added into our database, and nine new related research papers have been included in existing Premium strategies during last month.<\/p>\n\n\n\n Additionally, we have produced 16 new backtests written in QuantConnect code<\/a>. Our database currently contains over 290 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 Long-Short vs Long-Only Implementation of Equity Factors<\/a><\/strong> Stocks Not For the Long Run?<\/a><\/strong> YTD Performance of Equity Factors \u2013 Update After Two Months<\/a><\/strong> Backtesting ESG Factor Investing Strategies<\/a><\/strong> Plus, do not forget, that we have for you our new Alternative Data Screener<\/a><\/strong> …<\/p>\n\n\n\n Stay safe \u2026<\/p>\n\n\n\n Radovan Vojtko Are you looking for strategies that are useful in bear markets? Don\u2019t miss our \u201c<\/strong>Crisis Hedge<\/strong><\/a>\u201d filtering field you can use to find strategies that can be utilized as a hedge\/diversification to equity market risk factor during bear markets. <\/strong><\/p>\n\n\n\n Are you looking for providers of alternative data? Check our Alternative Data section<\/a><\/strong><\/p>\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 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":" May is behind us, and we are bringing you our summary Quantpedia’s research again. Nine new Quantpedia Premium<\/strong><\/a> strategies have been added into our database, and nine new related research papers have been included in existing Premium strategies during last month.<\/p>\n <\/strong><\/p>\n Additionally, we have produced 16 new backtests written in QuantConnect<\/strong><\/a> code. Our database currently contains over 290 strategies with out-of-sample backtests\/codes.<\/p>\n <\/strong><\/p>\n
Autores:<\/strong> Benaych-Georges, Bouchaud, Ciliberti
T\u00edtulo:<\/strong> Equity Factors: To Short Or Not To Short, That is the Question<\/p>\n\n\n\n
Author:<\/strong> McQuarrie
T\u00edtulo:<\/strong> The US Bond Market before 1926: Investor Total Return from 1793, Comparing Federal, Municipal and Corporate Bonds Part II: 1857 to 1926<\/p>\n\n\n\n
Autores:<\/strong> Vojtko
T\u00edtulo:<\/strong> YTD Performance of Equity Factors \u2013 Update After Two Months<\/p>\n\n\n\n
Autores:<\/strong> Vojtko, Hanicova, Kalus
T\u00edtulo:<\/strong> Backtesting ESG Factor Investing Strategies<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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