{"id":8203,"date":"2020-09-01T23:28:42","date_gmt":"2020-09-01T21:28:42","guid":{"rendered":"https:\/\/quantpedia.com\/?p=8203"},"modified":"2025-06-04T13:55:57","modified_gmt":"2025-06-04T11:55:57","slug":"quantpedia-in-august-2020","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-august-2020\/","title":{"rendered":"Quantpedia in August 2020"},"content":{"rendered":"

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

Once again, welcome to our summary of Quantpedia\u2019s research. Ten new Quantpedia Premium strategies<\/a> have been added into our database, and eleven new related research papers have been included in existing Premium strategies during last month.<\/p>\n\n\n\n

Additionally, we have produced 15 new backtests written in QuantConnect code<\/a>. Our database currently contains over 340 strategies with out-of-sample backtests\/codes.<\/p>\n\n\n\n

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

Pre-Announcement Returns<\/a><\/strong>
Autores:<\/strong> Gao, Hu, Zhang
T\u00edtulo:<\/strong> Uncertainty Resolution Before Earnings Announcements<\/p>\n\n\n\n

Multi-Asset Skewness Trading Strategy<\/a><\/strong>
Autores:<\/strong> Vojtko, Lievaj
T\u00edtulo:<\/strong> Multi-Asset Skewness Trading Strategy<\/p>\n\n\n\n

Implied Equity Duration as a Measure of Pandemic Shutdown Risk<\/a><\/strong>
Autores:<\/strong> Dechow, Erhard, Sloan, Soliman
T\u00edtulo:<\/strong> Implied Equity Duration: A Measure of Pandemic Shutdown Risk<\/p>\n\n\n\n

Reverse Flight to Liquidity in Fixed Income<\/a><\/strong>
Autores:<\/strong> Yiming, Kairongand, Yao
T\u00edtulo:<\/strong> Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity<\/p>\n\n\n\n

Plus, we have a new short video related to the Pre-Election Drift Effect<\/a> …<\/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

\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

Once again, welcome to our summary of Quantpedia\u2019s research. Ten new\u00a0Quantpedia Premium strategies<\/a>\u00a0have been added into our database, and eleven new related research papers have been included in existing Premium strategies during last month.<\/p>\n

<\/strong><\/p>\n

<\/p>\n

Additionally, we have produced 15 new backtests written in QuantConnect code<\/a>. Our database currently contains over 340 strategies with out-of-sample backtests\/codes.<\/p>\n

<\/strong><\/p>\n

<\/p>\n

Also, four new blog posts, that 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-8203","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/8203","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=8203"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/8203\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=8203"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=8203"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=8203"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}