Quantpedia Update

Two new strategies have been added:

#186 – Adaptive Moving Averages used for Market Timing

#187 – CEO Interviews Effect

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

Quantpedia Update

One new strategy has been added:

#185 – Categorization Effect in Stocks

And two new related research papers plus one link to interesting blog post have been included into existing strategy reviews.

Quantpedia Update

Two new strategies have been added:

#183 – Optimized Currency Portfolios

#184 – Timing Carry Trade

And two new related research papers have 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.

Quantpedia Update

Two new strategies have been added:

#170 – US Holiday Effect in EU Markets

#171 – Market Timing Filter Applied to a Classical Stock Anomalies

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