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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
128Quantpedia Premium (Buy Premium account to see this strategy)     
127Quantpedia Premium (Buy Premium account to see this strategy)     
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)     
123Quantpedia Premium (Buy Premium account to see this strategy)     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, financial statements effect, momentum, momentum in stocks, smart beta, stock picking
121Quantpedia Premium (Buy Premium account to see this strategy)     
120Quantpedia Premium (Buy Premium account to see this strategy)     
119Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
117Quantpedia Premium (Buy Premium account to see this strategy)     
116Quantpedia 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
112Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia Premium (Buy Premium account to see this strategy)     
110Quantpedia Premium (Buy Premium account to see this strategy)     
109Quantpedia 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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