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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy8.01%Strongfactor investing, smart beta, volatility effect
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660Upgrade your subscription to see this strategy        
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy13.94%Strongmomentum, rotational system, sector picking
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
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We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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