Quantpedia in August 2019
The biggest story in August was our successful migration to a new core back-end system. But we have accomplished much more — four new Quantpedia Premium strategies have been added into our database and two new related research papers have been included into existing Premium strategies.
Additionally, we have produced over 30 new backtests written in QuantConnect code. Therefore our database currently contains over 120 strategies with out-of-sample backtests/codes.
Also, four new blog posts you may find interesting have been published on our Quantpedia blog:
- What Affects the Correlation Between Stocks and Bond
— Media Attention and the Low Volatility Effect
— Metcalfe’s Law in Bitcoin
— Three New Insights from Academic Research Related to Equity Momentum Strategy
