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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
111Quantpedia Premium (Buy Premium account to see this strategy)     
340Quantpedia Premium (Buy Premium account to see this strategy)     
287Quantpedia Premium (Buy Premium account to see this strategy)     
127Quantpedia Premium (Buy Premium account to see this strategy)     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
86Quantpedia Premium (Buy Premium account to see this strategy)     
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
132Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
351Quantpedia Premium (Buy Premium account to see this strategy)     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
59Quantpedia Premium (Buy Premium account to see this strategy)     
323Quantpedia Premium (Buy Premium account to see this strategy)     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities12%32%small cap, stock picking
422Quantpedia Premium (Buy Premium account to see this strategy)     
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%equity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking
367Quantpedia Premium (Buy Premium account to see this strategy)     
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, fundamental analysis, smart beta, stock picking
316Quantpedia Premium (Buy Premium account to see this strategy)     
411Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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