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Peter Cmorej

Independent researcher

  • Independent researcher

SCHOLARLY PAPERS

4

DOWNLOADS

314

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Surprisingly Profitable Pre-Holiday Drift Signal for Bitcoin ⋆

Number of pages: 4 Posted: 03 Oct 2025
Radovan Vojtko, Cyril Dujava and Peter Cmorej
Quantpedia, Quantpedia and Independent researcher
Downloads 135 (540,814)

Abstract:

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bitcoin, BITO, calendar effect, cryptocurrencies, GBTC, holiday effect, IBIT, market timing, own-research, seasonality

2.

Hedging Tail Risk with Robust VIXY Models

Number of pages: 13 Posted: 08 Oct 2025
David Belobrad, Radovan Vojtko and Peter Cmorej
Quantpedia, Quantpedia and Independent researcher
Downloads 86 (765,566)

Abstract:

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Crisis Hedge, Market Timing, Own‐Research, Tail Risk Hedging, Volatility Effect, Volatility Hedging, Volatility Premium

3.

Thanksgiving and Christmas Trading Strategies

Number of pages: 9 Posted: 17 Nov 2025
Margaréta Pauchlyová, Radovan Vojtko and Peter Cmorej
Quantpedia, Quantpedia and Independent researcher
Downloads 55 (1,010,164)

Abstract:

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Seasonality, Market Timing

4.

Can Technology Sector Leadership Be Systematically Exploited?

Number of pages: 12 Posted: 29 Oct 2025
Soňa Beluská, Radovan Vojtko and Peter Cmorej
Quantpedia, Quantpedia and Independent researcher
Downloads 38 (1,209,354)

Abstract:

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equity long short, factor allocation, factor investing, magnificent 7, market timing, momentum, own-research, rotational system, sector picking, smart beta, technology stocks, trendfollowing