Quantpedia Update – 4th May 2012
Quantpedia Update
Two new strategies have been added:
#181 – Catching "Falling Knife" Stocks
#182 – Dual Listed Stock Arbitrage
And one new related research paper has been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#181 – Catching "Falling Knife" Stocks
#182 – Dual Listed Stock Arbitrage
And one new related research paper has been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#179 – Market Timing Using Sharpe Ratios
#180 – Simple NAV Arbitrage within Country ETFs
And two new related research papers have been included into existing strategy reviews.
Quantpedia Update
One new strategy has been added:
#178 – Abnormal Volume Effect within Stocks
And three new related research papers have been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#176 – Shorting Stocks on the Option Expiration Day
#177 – Term Structure of CDS Predicts Stock Returns
And two new related research papers have been included into existing strategy reviews.
Quantpedia Update
Two new strategies have been added:
#174 – Institutional Ownership Effect
#175 – Pairs Trading on Intraday Basis
And one new related research paper has been included into existing strategy reviews.
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.