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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
134Quantpedia Premium (Buy Premium account to see this strategy)     
133Quantpedia Premium (Buy Premium account to see this strategy)     
132Quantpedia Premium (Buy Premium account to see this strategy)     
131Quantpedia Premium (Buy Premium account to see this strategy)     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
126Quantpedia Premium (Buy Premium account to see this strategy)     
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
117Quantpedia Premium (Buy Premium account to see this strategy)     
115Quantpedia Premium (Buy Premium account to see this strategy)     
114January Effect in StocksMonthlyequities12.7%0%seasonality, stock picking
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
109Quantpedia Premium (Buy Premium account to see this strategy)     
101Quantpedia Premium (Buy Premium account to see this strategy)     
99Quantpedia Premium (Buy Premium account to see this strategy)     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
93Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 390 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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