Quantpedia Update

Two new strategies have been added:

#204 – Selling Options on Bond ETFs

#205 – Switching between Value and Momentum in Stocks

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

Quantpedia Update

Two new strategies have been added:

#202 – Dividend Announcement Effect

#203 – Value Premium in Large Cap Stocks

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

Quantpedia Update

One new strategy has been added:

#201 – Instititutional Ownership Effect During Earnings Announcements

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

Quantpedia Update

Two new strategies have been added:

#199 – ROA Effect within Stocks

#200 – Seasonality of Gold

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

Quantpedia Update

Two new strategies have been added:

#197 – Default Risk Filter Applied on Momentum Effect within Stocks

#198 – Exploiting Term Structure of VIX Futures

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

Quantpedia Update

Two new strategies have been added:

#195 – Long Term Debt Factor within Stocks

#196 – Effect of Change in Non-Current Operating Assets

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

Quantpedia Update

Two new strategies have been added:

#193 – Trendfollowing Effect within REITs

#194 – Advertising Effect within Stocks

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

Quantpedia Update

Two new strategies have been added:

#191 – Productivity of Cash Effect in the Stock Market

#192 – Complexity Effect in Stocks

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

Quantpedia Update

One new strategy has been added:

#190 – Put-Call Spread Predicts Earnings Announcement Returns

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

Quantpedia Update

Two new strategies have been added:

#188 – Short-term Adaptive Reversal in S&P 500 Index

#189 – Timing VIX ETNs

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