Quantpedia in November 2024– An extension of the Trading Edge Analysis report — investigate price action after short-term down/up-trends or after 12-month highs/lows…1d ago1d ago
Trader’s Guide to Front-Running Commodity SeasonalitySeasonality is a well-known phenomenon in the commodity markets, with certain sectors exhibiting predictable patterns of performance during…5d ago5d ago
How Does the Passive Investing Impact Market Risk?The rise of passive investing has been one of the most profound trends in the asset management industry in the past two decades. However…Nov 18Nov 18
Can Twitter Images Predict Price Action During FED Announcements?Do the quants possess a crystal ball? The recent research hints, that if we try to process the Twiter images, then we may get a small…Nov 14Nov 14
How To Profitably Trade Bitcoin’s Overnight Sessions?As interest in cryptocurrencies continues to surge, driven by each new price rally, crypto assets have solidified their position as one of…Nov 12Nov 12
Quantpedia in October 2024– An enhanced Basic Overview report — new calculations and reporting capabilities – 11 new Quantpedia Premium strategies have been added…Nov 11Nov 11
The Impact of Methodological Choices on Machine Learning PortfoliosStudies using machine learning techniques for return forecasting have shown considerable promise. However, as in empirical asset pricing…Nov 4Nov 4
How to Build Mean Reversion Strategies in CurrenciesOur article explores a simple mean reversion trading strategy applied to FX futures, focusing on identifying undervalued and overvalued…Oct 25Oct 25
Short Sellers: Informed Liquidity SuppliersShort sellers often have a bad reputation, seen as market disruptors who profit from declining prices. Yet, they play a crucial role in…Oct 18Oct 18
Pre-Holiday Effect in CommoditiesOur research will explore the intriguing phenomenon of the Pre-Holiday effect in commodities, particularly crude oil and gasoline…Oct 14Oct 14