Five new strategies have been added. Seven new related research papers have been included into existing strategy reviews and two short free blog posts have been published during last few weeks. Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks.

Five new strategies have been added. Five new related research papers have been included into existing strategy reviews and four short free blog posts have been published during last few weeks. Plus, four trading strategies have been backtested in QuantConnect in the previous two weeks.

Four new strategies have been added. Eight new related research papers have been included into existing strategy reviews and two short free blog posts have been published during last few weeks. Plus, five trading strategies have been backtested in QuantConnect in the previous two weeks.

Five new strategies have been added. Five new related research papers have been included into existing strategy reviews and two short free blog posts have been published during last few weeks. Plus, five trading strategies have been backtested in QuantConnect in the previous two weeks.

Choosing the correct portfolio-construction techniques is very important. The new paper that is written by Amar Soebhag, Bart van Vliet, and Patrick Verwijmeren explores the various ways in which different design choices in portfolio construction can, either intentionally or unintentionally, influence and distort the statistical results of a market factor’s research. Their takeaway is that seemingly small differences in design can significantly impact the resultant portfolio’s performance.

Five new strategies have been added. Five new related research papers have been included into existing strategy reviews and two short free blog posts have been published during last few weeks. Plus, five trading strategies have been backtested in QuantConnect in the previous two weeks.