Quantpedia Update

Two new strategies have been added:

#214 – Time Series Momentum Combined with Volatility Filters in Futures Markets

#215 – Time Series Momentum Combined with Volatility Filters in FOREX

And two new related research papers have been included into existing strategy reviews.

Quantpedia Update

Two new strategies have been added:

#212 – Scheduled Economic Announcements Effect

#213 – Long-Term Reversal Combined with a Momentum Effect

And two new related research papers have been included into existing strategy reviews.

Quantpedia Update

One new strategy has been added:

#211 – Market Timing Strategy Based on Principal Component Analysis

And two new related research papers have been included into existing strategy reviews.

Quantpedia Update

One new strategy has been added:

#210 – Adaptive Asset Allocation

And three new related research papers have been included into existing strategy reviews.

Quantpedia Update

Two new strategies have been added:

#208 – Share Issuance Effect

#209 – Volatility Of Volatility Effect in Stocks

And one new related research paper has been included into existing strategy reviews.

Quantpedia Update

Two new strategies have been added:

#206 – Trendfollowing Combined with Momentum in Commodity Futures

#207 – Value Effect within Countries

And one new related research paper has been included into existing strategy reviews.