{"id":7455,"date":"2020-07-01T22:52:49","date_gmt":"2020-07-01T20:52:49","guid":{"rendered":"https:\/\/quantpedia.com\/?p=7455"},"modified":"2025-06-04T14:25:45","modified_gmt":"2025-06-04T12:25:45","slug":"quantpedia-in-june-2020","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-june-2020\/","title":{"rendered":"Quantpedia in June 2020"},"content":{"rendered":"

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

One more month is behind us and now it’s time for a short recapitulation. Nine new Quantpedia Premium strategies<\/a> have been added into our database, and ten 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 310 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

YTD Performance of Crisis Hedge Strategies<\/a><\/strong>
Autores:<\/strong> Vojtko, Cisar
T\u00edtulo:<\/strong> YTD Performance of Crisis Hedge Strategies<\/p>\n\n\n\n

Transaction Costs Optimization for Currency Factor Strategies<\/a><\/strong>
Author:<\/strong> Michael Melvin, Wenqiang Pan, Petra Wikstrom
T\u00edtulo:<\/strong> Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns<\/p>\n\n\n\n

Trend Breaks in Trend-Following Strategies<\/a><\/strong>
Autores:<\/strong> Garg, Goulding, Harvey, Mazzoleni
T\u00edtulo:<\/strong> Breaking Bad Trends<\/p>\n\n\n\n

Embedded Leverage in High Beta Funds and Management Fees<\/a><\/strong>
Autores:<\/strong> Hitzemann, Sokolinski, Tai
T\u00edtulo:<\/strong> Paying for Beta: Embedded Leverage and Asset Management Fees<\/p>\n\n\n\n

Stay safe \u2026<\/p>\n\n\n\n

Radovan Vojtko
CEO & Head of Research<\/p>\n\n\n\n

\n\n\n\n

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

\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":"

<\/p>\n

One more month is behind us and now it’s time for a short recapitulation. Nine new\u00a0Quantpedia Premium strategies<\/a>\u00a0have been added into our database, and ten new related research papers have been included in existing Premium strategies during last month.<\/p>\n

Additionally, we have produced 16 new backtests written in QuantConnect code<\/a>. Our database currently contains over 310 strategies with out-of-sample backtests\/codes.<\/p>\n

Also, four new blog posts you may find interesting have been published on our Quantpedia<\/a> blog:<\/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":[],"class_list":["post-7455","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/7455","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=7455"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/7455\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=7455"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=7455"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=7455"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}