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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
57Quantpedia Premium (Buy Premium account to see this strategy)     
84Quantpedia Premium (Buy Premium account to see this strategy)     
355Quantpedia Premium (Buy Premium account to see this strategy)     
449Quantpedia Premium (Buy Premium account to see this strategy)     
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
110Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia Premium (Buy Premium account to see this strategy)     
146Quantpedia Premium (Buy Premium account to see this strategy)     
206Quantpedia Premium (Buy Premium account to see this strategy)     
260Quantpedia Premium (Buy Premium account to see this strategy)     
261Quantpedia Premium (Buy Premium account to see this strategy)     
262Quantpedia Premium (Buy Premium account to see this strategy)     
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
346Quantpedia Premium (Buy Premium account to see this strategy)     
424Quantpedia Premium (Buy Premium account to see this strategy)     
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.8%9.06%factor investing, forex system, FX anomaly, smart beta, value
183Quantpedia Premium (Buy Premium account to see this strategy)     
258Quantpedia Premium (Buy Premium account to see this strategy)     
269Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 13 Free and 45 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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