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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy32%Moderately Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
417Upgrade your subscription to see this strategy        
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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