And now, let us recapitulate last month of Quantpedia\u2019s research. Thirteen 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 12 new backtests written in QuantConnect code<\/a>. Our database currently contains nearly 370 strategies with out-of-sample backtests\/codes.<\/p>\n\n\n\n Also, five new blog posts, that you may find interesting, have been published on our Quantpedia<\/a> blog:<\/p>\n\n\n\n Resurrecting the Value Premium<\/a><\/strong> The Daily Volatility of Foreign Exchange Rates and The Time of Day<\/a><\/strong> The Knapsack problem implementation in R<\/a><\/strong> Not all Gold Shines in Crisis Times \u2013 COVID-19 Evidence<\/a><\/strong> Implied Volatility Indexes for European Government Bond Markets<\/a><\/strong> Plus, we have a new short video about using Quantpedia as an inspiration<\/a>.<\/p>\n\n\n\n Stay safe \u2026<\/p>\n\n\n\n Radovan Vojtko \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":" We have listened to our audience and have prepared a new filtering field which you can use to screen strategies by regional focus.<\/p>\n Plus we continue to re-run some of our codes on a monthly basis systematically, 100 codes are at the moment part of this activity.<\/p>\n Thirteen new Quantpedia Premium<\/strong><\/a> strategies have been added into our database, and eleven new related research papers have been included in existing Premium strategies during last month.<\/p>\n Additionally, we have produced 12 new backtests written in QuantConnect<\/strong><\/a> code. Our database currently contains nearly 370 strategies with out-of-sample backtests\/codes.<\/p>\n![\"\"](\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2020\/11\/Untitled-301-Region-field-in-Quantpedias-Screener.jpg\")
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Autores:<\/strong> Blitz, Hanauer
T\u00edtulo:<\/strong> Resurrecting the Value Premium<\/p>\n\n\n\n
Autores:<\/strong> Doman, Doman
T\u00edtulo:<\/strong> How Does the Daily Volatility of Foreign Exchange Rates Depend on the Time of Day at Which the Daily Returns Are Calculated?<\/p>\n\n\n\n
Author:<\/strong> Padysak
T\u00edtulo:<\/strong> The Knapsack problem implementation in R<\/p>\n\n\n\n
Autores:<\/strong> Baur, Trench
T\u00edtulo:<\/strong> Not all Gold Shines in Crisis Times \u2013 COVID-19 Evidence<\/p>\n\n\n\n
Autores:<\/strong> Baran, Vorisek
T\u00edtulo:<\/strong> Volatility indices and implied uncertainty measures of European government bond futures<\/p>\n\n\n\n
CEO & Head of Research<\/p>\n\n\n\n
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