Quantpedia Update

One new strategy has been added:

#249 – Momentum Effect in Stocks Combined with Stop-Losses

And four new related research paper have been included into existing strategy reviews.

Quantpedia Update

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

#38 – Accrual Anomaly
#54 – Momentum and State of Market (Sentiment) Filters
#98 – Tax Expense Momentum
#127 – Accrual Anomaly ver.2

Quantpedia Update

One new strategy has been added:

#248 – Momentum Combined with Value Effect within Countries

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

Quantpedia Update

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

#1 – Asset Class Trend Following
#2 – Asset Class Momentum – Rotational System
#38 – Accrual Anomaly
#45 – Short Interest Effect – Long-Short Version
#46 – Short Interest Effect – Long Only version
#52 – Asset Growth Effect
#62 – Shorting Overvalued Stocks
#118 – Time Series Momentum Effect
#137 – Trendfollowing in Futures Markets
#188 – Short-term Adaptive Reversal in S&P 500 Index
#220 – Momentum and Trend Following in Global Asset Allocation

Quantpedia Update

One new strategy has been added:

#247 – Value Effect within Countries  v2

And four new related research paper have been included into existing strategy reviews.

Quantpedia Update

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

#14 – Momentum Effect in Stocks
#21 – Momentum Effect in Commodities
#22 – Term Structure Effect in Commodities
#26 – Value (Book-to-Market) Anomaly
#33 – Post-Earnings Announcement Effect
#38 – Accrual Anomaly
#97 – Half-day Reversal

Quantpedia Update

One new strategy has been added:

#246 – Trading on the Dividend Paydate

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

Quantpedia Update

One new strategy has been added:

#245 – Post-Split Drift

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

Quantpedia Update

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

#5 – FX Carry Trade
#14 – Momentum Effect in Stocks
#129 – Dollar Carry Trade
#118 – Time Series Momentum Effect
 

We would like to say thanks to our visitors and readers for their interest and support. Therefore we have decided to use our 2nd anniversary to expand free section of our page. It currently consists of more than 50 free strategies with more than two hundred related research papers. The total number of strategies exceeds 240 and the total number of related research papers has grown to more than six hundred.

Again, many thanks..

The QUANTPEDIA Team