Category

Quantitative Research

Oct 10
Love2

Seasonal/Calendar Trading Strategies – Quantpedia Explains (Video Series)

By Quantitative Research Changing Market Strategies
September was tough for the stock market, as often happens.  Now that we’re in October, can we learn anything from the ‘Halloween indicator’, aka ‘Sell in May and go away’? Another way to ask the same question - are we witnessing seasonal effects?  And if so, do other seasonal phenomena exist? The "Quantpedia.com Explains" trading strategy video series continues with Seasonal/Calendar...
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Aug 15
Love1

Asset Class Trend Following – Quantpedia Explains (Video Series)

By Quantitative Research Changing Market Strategies
If I said, “Trend following trading strategy,” which single asset class would you assume that I am talking about? When I learned trend following, I was told, “Equities”, or separately, “Most CTA’s are trend followers” (i.e., “Futures”). Can both be true at the same time? Or, alternately at different times within the same strategy? What about other asset classes too? Enter the concept...
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Aug 09
Love1

Market Sentiment and an Overnight Anomaly – Quantpedia Explains (Video Series)

By Quantitative Research Changing Market Strategies
Have you ever watched a stock’s movements breathlessly during the trading day, from market open to close, only to realize that bigger movements sometimes happen overnight? Have you ever wondered what happens when you combine the effects of market sentiment with the overnight anomaly?  Why would you even wonder such a thing? A recent Seeking Alpha article called this phenomenon...
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Jun 26
Love1

Momentum Strategies – Quantpedia Explains (Video Series)

By Quantitative Research Changing Market Strategies
“The trend is your friend” is a memorable Martin Zweig stock market quote.  More instructive aphorisms might be: ???? "The trend is your friend until it bends." (thanks to Investopedia: https://www.investopedia.com/terms/p/pattern.asp), or: ???? “The trend is your friend, until the end when it bends.” (thanks to How The Market Works: https://education.howthemarketworks.com/the-trend-is-your-friend/). But what exactly is a trend, and how is it related...
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