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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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)     
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)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
323Quantpedia Premium (Buy Premium account to see this strategy)     
464Quantpedia Premium (Buy Premium account to see this strategy)     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities12%32%small cap, stock picking
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)     
422Quantpedia 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)     
360Quantpedia Premium (Buy Premium account to see this strategy)     
345Quantpedia Premium (Buy Premium account to see this strategy)     
343Quantpedia Premium (Buy Premium account to see this strategy)     
167Quantpedia Premium (Buy Premium account to see this strategy)     
431Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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