Quantpedia Update

Five new related research papers have been included into existing strategy reviews:

#6 – Volatility Effect in Stocks – Long-Short Version
#7 – Volatility Effect in Stocks – Long-Only Version
#64 – Statistical Arbitrage with ETFs
#77 – Beta Factor in Stocks
#118 – Time Series Momentum Effect
#229 – Earnings Quality Factor

Quantpedia Update

One new strategy has been added:

#243 – Momentum Combined with Insider Trading

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

Quantpedia Update

Four new related research papers have been included into existing strategy reviews:

#26 – Value (Book-to-Market) Anomaly
#112 – Acceleration Effect Combined with Momentum in Stocks
#136 – Residual Momentum
#224 – Profitability Factor Combined with Value Factor

Quantpedia Update

No new strategy has been added but five new related research papers have been included into existing strategy reviews.

Quantpedia Update

One new strategy has been added:

#243 – Diversified Commodity Risk Factors

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

Quantpedia Update

One new strategy has been added:

#242 – Filtered Short-Term Reversal

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