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Strategies, Tools, and Techniques for Cost-Efficient Trading
Master Algorithmic Execution to execute your trades at lower cost.
Oct 13
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edarchimbaud
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Strategies, Tools, and Techniques for Cost-Efficient Trading
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September 2023
Backtesting a trading strategy on VeighNa
Find out why this open-source platform is the rising star of algorithmic trading
Sep 24
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edarchimbaud
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Backtesting a trading strategy on VeighNa
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Profitable Price Impact: The Case of Convertible Bond Arbitrage
Original paper SSRN-id3426914.pdf Trading rules Focus on stocks from companies with convertible bonds marketed for over 1 day
Sep 9
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edarchimbaud
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Profitable Price Impact: The Case of Convertible Bond Arbitrage
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Lame-Duck CEOs
Original paper SSRN-id3193048.pdf Trading rules Investment universe: S&P 1500 firms
Sep 9
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edarchimbaud
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Lame-Duck CEOs
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The Price of Commodity Risk in Stock and Futures Markets
Original paper SSRN-id1785728.pdf Trading rules Select top 20% largest market-cap stocks from NYSE, AMEX, and NASDAQ
Sep 9
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edarchimbaud
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The Price of Commodity Risk in Stock and Futures Markets
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Decomposing the Price-to-Book Ratio
Original paper SSRN-id2679401.pdf Trading rules Investment universe: 12,380 stocks listed on NYSE, AMEX, and NASDAQ (refer to Appendix B for inclusion…
Sep 9
•
edarchimbaud
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Decomposing the Price-to-Book Ratio
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The Optimal Use of Return Predictability: An Empirical Analysis
Original paper SSRN-id677009.pdf Trading rules S&P 500 Market Timing: Harnessing VIX & COT Report Data Define open interest as total outstanding futures…
Sep 9
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edarchimbaud
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The Optimal Use of Return Predictability: An Empirical Analysis
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Global Tactical Sector Allocation: A Quantitative Approach
Original paper SSRN-id1742422.pdf Trading rules Identify cyclical, defensive, and neutral sectors
Sep 9
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edarchimbaud
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Global Tactical Sector Allocation: A Quantitative Approach
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The Halloween Effect in US Sectors: Comment
Original paper SSRN-id1456357.pdf Trading rules Identify cyclical, defensive, and neutral sectors
Sep 9
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edarchimbaud
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The Halloween Effect in US Sectors: Comment
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The Halloween Effect in US Sectors
Original paper SSRN-id901088.pdf Trading rules Identify cyclical, defensive, and neutral sectors
Sep 9
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edarchimbaud
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The Halloween Effect in US Sectors
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The Optimism Cycle: Sell in May
Original paper SSRN-id643583.pdf Trading rules Identify cyclical, defensive, and neutral sectors
Sep 9
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edarchimbaud
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The Optimism Cycle: Sell in May
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Institutional Ownership Decomposition and Stock Market Returns
Original paper SSRN-id3439729.pdf Trading rules Investment universe: All NYSE, AMEX, and NASDAQ stocks priced above $1
Sep 9
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edarchimbaud
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Institutional Ownership Decomposition and Stock Market Returns
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