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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
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337Quantpedia Premium (Buy Premium account to see this strategy)     
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12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
208Quantpedia Premium (Buy Premium account to see this strategy)     
223Quantpedia Premium (Buy Premium account to see this strategy)     
373Quantpedia Premium (Buy Premium account to see this strategy)     
307Reversal During Earnings-AnnouncementsDailyequities63.52%12.29%earnings announcement, equity long short, reversal, stock picking, trading earnings
351Quantpedia Premium (Buy Premium account to see this strategy)     
284Quantpedia Premium (Buy Premium account to see this strategy)     
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395Quantpedia Premium (Buy Premium account to see this strategy)     
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115Quantpedia Premium (Buy Premium account to see this strategy)     
508Quantpedia Premium (Buy Premium account to see this strategy)     
335Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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