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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
209Quantpedia Premium (Buy Premium account to see this strategy)     
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337Quantpedia Premium (Buy Premium account to see this strategy)     
73Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
414Quantpedia Premium (Buy Premium account to see this strategy)     
432Quantpedia Premium (Buy Premium account to see this strategy)     
264Quantpedia Premium (Buy Premium account to see this strategy)     
409Quantpedia Premium (Buy Premium account to see this strategy)     
313Quantpedia Premium (Buy Premium account to see this strategy)     
300Quantpedia Premium (Buy Premium account to see this strategy)     
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
205Quantpedia Premium (Buy Premium account to see this strategy)     
123Quantpedia Premium (Buy Premium account to see this strategy)     
405Quantpedia Premium (Buy Premium account to see this strategy)     
216Quantpedia Premium (Buy Premium account to see this strategy)     
262Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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