{"id":8390,"date":"2020-10-02T15:18:44","date_gmt":"2020-10-02T13:18:44","guid":{"rendered":"https:\/\/quantpedia.com\/?p=8390"},"modified":"2025-06-04T14:00:26","modified_gmt":"2025-06-04T12:00:26","slug":"quantpedia-in-september-2020","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-in-september-2020\/","title":{"rendered":"Quantpedia in September 2020"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Dear readers,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">We have prepared several new announcements, but first, let us recapitulate last month of Quantpedia\u2019s research. Nine new&nbsp;<a rel=\"noreferrer noopener\" target=\"_blank\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPremium=Only+Premium\">Quantpedia Premium strategies<\/a>&nbsp;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<p class=\"wp-block-paragraph\">Additionally, we have produced 12 new <a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener?FilterQuantConnect=With%20QuantConnect%20Code\" target=\"_blank\">backtests written in QuantConnect code<\/a>. Our database currently contains over 350 strategies with out-of-sample backtests\/codes.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Also, five new blog posts, that you may find interesting, have been published on our <a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\" target=\"_blank\">Quantpedia<\/a> blog:<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/benfords-law-suggests-bitcoins-price-manipulation\/\">Benford\u2019s Law Suggests Bitcoin\u2019s Price Manipulation<\/a><\/strong><br><strong>Author:<\/strong> Peterson<br><strong>T\u00edtulo:<\/strong> To the Moon: A History of Bitcoin Price Manipulation<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/first-half-month-cash-flow-news-and-momentum-in-stocks\/\">First-Half Month Cash-Flow News and Momentum in Stocks<\/a><\/strong><br><strong>Autores:<\/strong> Hong, Yu<br><strong>T\u00edtulo:<\/strong> Month-End Reporting, Cash-Flow News, and Asset Pricing<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/settling-the-size-matter\/\">Settling the Size Matter<\/a><\/strong><br><strong>Autores:<\/strong> Blitz, Hanauer<br><strong>T\u00edtulo:<\/strong> Settling the Size Matter<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/the-positive-similarity-of-company-filings-and-the-cross-section-of-stock-returns\/\">The Positive Similarity of Company Filings and the Cross-Section of Stock Returns<\/a><\/strong><br><strong>Author:<\/strong> Padysak<br><strong>T\u00edtulo:<\/strong> The Positive Similarity of Company Filings and the Cross-Section of Stock Returns<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/etf-liquidity\/\">ETF Liquidity<\/a><\/strong><br><strong>Autores:<\/strong> Pham, Marshall, Nguyen, Visaltanachoti<br><strong>T\u00edtulo:<\/strong> Predicting ETF Liquidity<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Plus, we have a few new announcements:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>We have started to systematically re-run some of our codes on a monthly basis. This new activity will ensure that selected strategies will have backtests, which are one month old at the most. You can use a new field in our Screener to filter such&nbsp;<a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPeriodicUpdates=Yes\" target=\"_blank\">strategies with periodic updates<\/a>. We expect that the majority of QuantConnect codes written by us will be re-built in the next few months to allow us to update them every month.<\/li><li>You can now use promo-code QUANTPEDIA to receive a 10% discount for our course about the <a href=\"https:\/\/quantra.quantinsti.com\/course\/event-driven-trading-strategies?utm_source=quantpedia&amp;utm_medium=affiliate&amp;utm_campaign=blog\">event-driven calendar\/seasonal trading strategies, <\/a>which is hosted on <a href=\"https:\/\/www.quantinsti.com?utm_source=quantpedia&amp;utm_medium=affiliate&amp;utm_campaign=blog\">QuantInsti<\/a> portal. The selected offer is valid until the 10th of October.<\/li><li>You can also use promo-code QPhuma20 to receive a 20% discount to access <a href=\"https:\/\/www.ddqi-research.net\/phuma-quantpedia-premium\">DDQI alternative data discover and research platform<\/a>. The selected offer is valid until the 17th of November.<\/li><\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Stay safe \u2026<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Radovan Vojtko<br>CEO &amp; Head of Research<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-854363cc-8450-4dc0-a06a-c737766e9431\"><strong>\u00bfBuscas m\u00e1s estrategias para leer? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/sign-up-for-our-newsletter\/\">Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Blog<\/a> o <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener\">Evaluador<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-65925002-6290-4d3b-b5cd-f3a277851ec8\"><strong>\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Premium? Consulta <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/\">C\u00f3mo funciona Quantpedia<\/a>, <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About\">nuestra misi\u00f3n<\/a> y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Oferta de precios premium<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-34bf63ae-5a22-40a3-aeb4-769374e833d8\"><strong>\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Pro? Compru\u00e9balo <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">descripci\u00f3n<\/a>, mirar <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-explains\/\">videos<\/a>, revisar <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">capacidades de generaci\u00f3n de informes<\/a> y visite nuestro <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">oferta de precios<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-21942b3a-14d9-4c0f-b8ef-04d64675e253\"><strong>\u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/links-tools\/?category=algo-trading-discounts\">Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u00bfTe gustar\u00eda tener acceso gratuito a? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">nuestros servicios<\/a>? Entonces, <a href=\"https:\/\/lightspeed.com\/lp\/quantpedia-lightspeed-financial-services-group-one-free-year-promotion\" title=\"\">Abre una cuenta con Lightspeed.<\/a> y disfrute de un a\u00f1o de Quantpedia Premium sin costo alguno.<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-4c45d6c9-c8dd-4283-8743-bf573cfa4d45\"><strong>O s\u00edguenos en:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-476e95ed-31a5-4c4d-b701-5203f9fb2e24\"><strong>Facebook <a href=\"https:\/\/www.facebook.com\/groups\/quantstrategies\">Grupo<\/a>, Facebook <a href=\"https:\/\/www.facebook.com\/quantpedia\/\">P\u00e1gina<\/a>, <a href=\"https:\/\/twitter.com\/quantpedia\">Gorjeo<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/quantpedia\">LinkedIn<\/a>, <a href=\"https:\/\/quantpedia.medium.com\/\">Medio<\/a> o <a href=\"https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg\">YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p>We have prepared several new announcements, but first, let us recapitulate last month of Quantpedia\u2019s research. Nine new\u00a0<a rel=\"noreferrer noopener\" target=\"_blank\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPremium=Only+Premium\">Quantpedia 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<p>Additionally, we have produced 12 new <a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener?FilterQuantConnect=With%20QuantConnect%20Code\" target=\"_blank\">backtests written in QuantConnect code<\/a>. Our database currently contains over 350 strategies with out-of-sample backtests\/codes.<\/p>\n<p>Also, five new blog posts, that you may find interesting, have been published on our <a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\" target=\"_blank\">Quantpedia<\/a> blog:<\/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-8390","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/8390","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=8390"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/8390\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=8390"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=8390"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=8390"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}