Quantpedia Update

Two new strategies have been added:

#172 – Cold IPOs Effect

#173 – Volatility Term Structure Predicts Option Returns

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

Quantpedia Update

Two new strategies have been added:

#170 – US Holiday Effect in EU Markets

#171 – Market Timing Filter Applied to a Classical Stock Anomalies

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

Quantpedia Update

Two new strategies have been added:

#168 – Commodities Timing based on a Monetary Conditions

#169 – Exploiting Option Information in the Equity Market

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

Quantpedia Update

Two new strategies have been added:

#166 – Momentum in FOREX Trading Strategies

#167 – Idiosyncratic Momentum in Stocks

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

Quantpedia Update

Two new strategies have been added:

#164 – Short-Term Reversal in Equity Index Futures

#165 – Demographic Changes Predict Stock Market Returns

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

Quantpedia Update

One new strategy has been added:

#163 – Net Emotional Volatility Index Effect

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