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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
103Quantpedia Premium (Buy Premium account to see this strategy)     
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
101Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities39.4%21.65%arbitrage, pairs trading, spread trading
99Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
97Quantpedia Premium (Buy Premium account to see this strategy)     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
95Quantpedia Premium (Buy Premium account to see this strategy)     
94Quantpedia Premium (Buy Premium account to see this strategy)     
93Quantpedia Premium (Buy Premium account to see this strategy)     
92Quantpedia Premium (Buy Premium account to see this strategy)     
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%momentum, rotational system, style picking
90Quantpedia Premium (Buy Premium account to see this strategy)     
89Quantpedia Premium (Buy Premium account to see this strategy)     
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
87Quantpedia Premium (Buy Premium account to see this strategy)     
86Quantpedia Premium (Buy Premium account to see this strategy)     
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
84Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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