Quantpedia Update

Two new strategies have been added:

#135 – Volatility Effect in Commodities

#136 – Residual Momentum

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

Quantpedia Update

Two new strategies have been added:

#133 – Timing the Small Cap Effect

#134 – Equity Sector Timing with IPO Factor

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

Quantpedia Update

One new strategy has been added:

#132 – Dynamic Commodity Timing Strategy

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

Quantpedia Update

Two new strategies have been added:

#130 – Return on Assets Combined with Value Effect

#131 – Paired Switching

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

Quantpedia Update

Two new strategies have been added:

#128 – Innovative Efficiency Effect in Stocks

#129 – Dollar Carry Trade

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

Quantpedia Update

One new strategy has been added:

#127 – Accrual Anomaly ver.2

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

Quantpedia Update

Two new strategies have been added:

#125 – 12 Month Cycle in Cross-Section of Stocks Returns

#126 – Commodity Risk Factor in Equities

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

Quantpedia Update

Two new strategies have been added:

#123 – Options Skewness Predicts Consecutive Stocks Returns

#124 – Industry Momentum Combined with Reversal

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

Quantpedia Update

Three new strategies have been added:

#120 – Speculators' Effect in FX

#121 – Hedgers' Effect in FX

#122 – Momentum Combined with Asset Growth Effect

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

Quantpedia Update

Two new strategies have been added:

#118 – Time Series Momentum Effect

#119 – Google Search Effect

And several new related links have been included into existing strategy reviews.