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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
440Quantpedia Premium (Buy Premium account to see this strategy)     
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114January Effect in StocksMonthlyequities12.7%0%seasonality, stock picking
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
176Quantpedia Premium (Buy Premium account to see this strategy)     
269Quantpedia Premium (Buy Premium account to see this strategy)     
270Quantpedia Premium (Buy Premium account to see this strategy)     
295Quantpedia Premium (Buy Premium account to see this strategy)     
333Quantpedia Premium (Buy Premium account to see this strategy)     
385Quantpedia Premium (Buy Premium account to see this strategy)     
395Quantpedia Premium (Buy Premium account to see this strategy)     
398Quantpedia Premium (Buy Premium account to see this strategy)     
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413Quantpedia Premium (Buy Premium account to see this strategy)     
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279Quantpedia Premium (Buy Premium account to see this strategy)     
362Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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