Quantpedia’s Composite Seasonal/Calendar Strategy — Case Study

Despite the economical theory states that financial markets are efficient and investors are rational, a large ammount of research is about anomalies, where the result is different from the theoretical expectation. At Quantpedia, we deal with anomalies in the financial markets and we have identified more than 400 attractive trading systems together with hundreds of related academic papers.

This article should be a case study of some strategies that are listed in our Screener, with an aim to present a possible usage of strategies in our database. Moreover, we have extended the backtesting period and we show that the strategies are still working and have not diminished. This blog also should serve as a case study how to use the Quantpedia’s database itself …

https://quantpedia.com/Blog/Details/quantpedias-composite-seasonalcalendar-strategy-case-study