Quantpedia in March 2020
A month ago, nobody could expect what March would bring to us. Every person and every company around the world had to turn around its existence completely. That change is still in progress, and we are no exception. The ordinary life of every member of our team has been affected by measures used against coronavirus threat. But we were able to adjust to a new situation flexibly, and we are bringing you your periodical stream of quant research.
We were able to double our rate of research as ten new Quantpedia Premium strategies have been added into our database, and six new related research papers have been included in existing Premium strategies during last month.
Additionally, we have produced 15 new and amended around 20 older backtests written in QuantConnect code. Our database currently contains 260 strategies with out-of-sample backtests/codes.
Also, five new blog posts you may find interesting have been published on our Quantpedia blog. One is about an interesting academic research paper:
A Comparison of Global Factor Models
Title: A Comparison of Global Factor Models
And four blogs are related to the actual coronavirus crisis:
Rational Panic on Markets Because of Coronavirus?
Title: Rational Panic on Markets Because of Coronavirus?
Bitcoin in a Time of Financial Crisis
Authors: Vojtko, Cisar
Title: Bitcoin in a Time of Financial Crisis
Modelling the Bottom of the Covid-19 Financial Crisis
Title: Modelling the Bottom of the Covid-19 Financial Crisis
YTD Performance of Equity Factors
Authors: Vojtko, Kalus
Title: YTD Performance of Equity Factors
All articles related to coronavirus crisis are now concentrated on one place.
Stay safe …
CEO & Head of Research
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