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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
282Quantpedia Premium (Buy Premium account to see this strategy)     
283Quantpedia Premium (Buy Premium account to see this strategy)     
284Quantpedia Premium (Buy Premium account to see this strategy)     
285Quantpedia Premium (Buy Premium account to see this strategy)     
286Quantpedia Premium (Buy Premium account to see this strategy)     
287Quantpedia Premium (Buy Premium account to see this strategy)     
288Quantpedia Premium (Buy Premium account to see this strategy)     
289Quantpedia Premium (Buy Premium account to see this strategy)     
290Consistent Momentum Strategy6 Monthsequities16.08%25.33%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
291Quantpedia Premium (Buy Premium account to see this strategy)     
292Quantpedia Premium (Buy Premium account to see this strategy)     
293Quantpedia Premium (Buy Premium account to see this strategy)     
294Quantpedia Premium (Buy Premium account to see this strategy)     
295Quantpedia Premium (Buy Premium account to see this strategy)     
296Quantpedia Premium (Buy Premium account to see this strategy)     
297Quantpedia Premium (Buy Premium account to see this strategy)     
298Quantpedia Premium (Buy Premium account to see this strategy)     
299Quantpedia Premium (Buy Premium account to see this strategy)     
300Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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