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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
231Quantpedia 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
421Quantpedia Premium (Buy Premium account to see this strategy)     
296Quantpedia Premium (Buy Premium account to see this strategy)     
320Quantpedia Premium (Buy Premium account to see this strategy)     
286Quantpedia Premium (Buy Premium account to see this strategy)     
110Quantpedia Premium (Buy Premium account to see this strategy)     
265Quantpedia Premium (Buy Premium account to see this strategy)     
434Quantpedia Premium (Buy Premium account to see this strategy)     
99Quantpedia Premium (Buy Premium account to see this strategy)     
445Quantpedia Premium (Buy Premium account to see this strategy)     
262Quantpedia Premium (Buy Premium account to see this strategy)     
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
292Quantpedia Premium (Buy Premium account to see this strategy)     
380Quantpedia Premium (Buy Premium account to see this strategy)     
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, financial statements effect, smart beta, stock picking
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.8%9.06%factor investing, forex system, FX anomaly, smart beta, value
254Quantpedia Premium (Buy Premium account to see this strategy)     
224Quantpedia Premium (Buy Premium account to see this strategy)     
35Quantpedia 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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