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Quantitative Investing Wiki
40
pages
Explore
Main Page
All Pages
Community
Interactive Maps
Recent Blog Posts
Strategies
Price
Category: Momentum
Category: Reversion
Category: Calendar Effects
Category: Pairs Trading
Category: Term Structure
Category: Volatility Effect
Category: Price Level
Category: Stock Splits
Category: Higher Price Moments
Category: Price Jumps
Non-price
Category: Value
Category: Size
Category: Carry
Category: Earnings
Category: Analysts
Category: Social Media
Category: Fundamentals
Category: Short Selling
Non-price-2
Category: Institutional Trades
Category: Merger Arbitrage
Category: Insiders
Category: Volume
Category: Correlation
Category: Politics
Category: Weather
Category: Time Zones
Other
Category: Machine Learning
Combo strategies (papers)
Other strategies (papers)
GA (papers)
PM
Category: Portfolio Management
Category: Asset Allocation
Category: Overfitting
Data
Category: Historical Data
Resorces
Books on Quantitative Investing
Links on Quantitative Investing
Quantitative Investing Blogs
Visualizations
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Price Jumps
Price Jumps (papers)
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Duyvesteyn, J., Martens, M. and Safavi Nic, S. Forecasting Bond Returns Using Jumps in Intraday Prices (2010).
SSRN
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