Quantpedia in September 2019

Our work on Quantpedia also continued in September — four new Quantpedia Premium strategies have been added into our database; and four new related research papers have been included into existing Premium strategies.

Additionally, we have produced over 20 new backtests written in QuantConnect code. Therefore our database currently contains over 140 strategies with out-of-sample backtests/codes.

Also, four new blog posts you may find interesting have been published on our Quantpedia blog:

- Retail Day Trading is an Uphill Battle
— Commodity Futures Predict Stock Market Returns
— Demand and Supply of Safe Dollar Assets Move Markets
— A Deeper Look on Commitments of Traders Report

https://quantpedia.com/quantpedia-in-september-2019/