Dominik Cisár

Quantpedia.com

Research Analyst

Dulovo námestie 14

Bratislava, 85 110

Slovakia

http://https://quantpedia.com/

SCHOLARLY PAPERS

6

DOWNLOADS

1,308

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

How to Use Exotic Assets for Trading Strategy Improvement

Number of pages: 9 Posted: 07 Sep 2021 Last Revised: 21 Sep 2021
Dominik Cisár and Radovan Vojtko
Quantpedia.com and Quantpedia
Downloads 342 (172,689)

Abstract:

Loading...

commodities, factor allocation, factor investing, liquidity effect, trend-following

2.

Pre-Election Drift in the Stock Market

Number of pages: 6 Posted: 15 Apr 2020
Radovan Vojtko and Dominik Cisár
Quantpedia and Quantpedia.com
Downloads 313 (189,765)

Abstract:

Loading...

Calendar Anomaly, Seasonal Anomaly, Elections, Trading Strategy, Positive Drift

3.

Bitcoin in a Time of Financial Crisis

Number of pages: 5 Posted: 20 Mar 2020
Radovan Vojtko and Dominik Cisár
Quantpedia and Quantpedia.com
Downloads 234 (255,923)
Citation 1

Abstract:

Loading...

bitcoin, crisis, cryptocurrencies

4.

The Effectivity of Selected Systematic Crisis Hedge Strategies and Factor Strategies

Number of pages: 19 Posted: 30 Dec 2020
Radovan Vojtko and Dominik Cisár
Quantpedia and Quantpedia.com
Downloads 213 (278,459)

Abstract:

Loading...

crisis hedge, safe haven, factor strategy, systematic strategies, portfolio allocation

5.

An Analysis of Volatility Clustering of Equity Factor Strategies

Number of pages: 9 Posted: 09 Apr 2021
Radovan Vojtko and Dominik Cisár
Quantpedia and Quantpedia.com
Downloads 136 (409,992)

Abstract:

Loading...

factor investing, factor allocation, volatility clustering, volatility effect, equity long-short

6.

Insights from the Geopolitical Sentiment Index made with Google Trends

Number of pages: 8 Posted: 10 Oct 2024
Shaun Desai, Radovan Vojtko and Dominik Cisár
Imperial College London, Quantpedia and Quantpedia.com
Downloads 70 (641,473)

Abstract:

Loading...