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Quantpedia
quantpedia.com
2026
From Barrier Crossings to Terminal Distributions: A Skellam-Based Options Pricing Framework for 0-DTE Marketsoriginal ↗
14 Sept 2026
11 Sept 2026
28 Aug 2026
Sectoral Intramonth Momentum Cycle: Exploiting Turn-of-the-Month Patterns in Sector ETF Strategiesoriginal ↗
17 Aug 2026
3 Aug 2026
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Followingoriginal ↗
29 Jul 2026
16 Jul 2026
13 Jul 2026
Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity Anomaliesoriginal ↗
30 Jun 2026
19 Jun 2026
Dual vs. Single Momentum in Commodities: Enhancing Risk-Adjusted Returns through Absolute Trend Filteringoriginal ↗
15 Jun 2026
11 Jun 2026
22 May 2026