Quantpedia in October 2024– An enhanced Basic Overview report — new calculations and reporting capabilities – 11 new Quantpedia Premium strategies have been added…5h ago5h ago
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
How to Improve ETF Sector MomentumIn this article, we explore the historical performance of sector momentum strategies and examine how their alpha has diminished over time…Oct 10Oct 10
Quantpedia in September 2024– A new Optimization Report for Quantpedia Prime, Premium and Pro – 11 new Quantpedia Premium strategies have been added to our database…Oct 9Oct 9
Valuing Stocks With EarningsToday, we will venture a little into the fundamental analysis corner, and we will give you a glimpse of an intriguing paper (Hillenbrand…Oct 1Oct 1
ETF Re-balancing and Hedge Fund Front-Running TradesUninformed long-term investors provide an easy target for short-term traders, and they often unscrupulously take advantage of them. But…Sep 26Sep 26
What Drives Crypto Asset Prices?Cryptocurrencies are no longer just a whim of computer nerds, they are part of the mainstream finance and often accepted part of fixed…Sep 20Sep 20