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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19% market timing, seasonality
78Betting Against Beta Factor in International EquitiesMonthlyequities6.8%13.08%beta factor, country picking, equity long short, factor investing, smart beta
79Upgrade your subscription to see this strategy     
83Pre-Holiday EffectDailyequities6.39% market timing, seasonality
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
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91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
100Trading WTI/BRENT SpreadDailycommodities9.92%11.27%arbitrage, pairs trading, spread trading
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
105Upgrade your subscription to see this strategy     
107Upgrade your subscription to see this strategy     
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7% seasonality, stock picking
116Upgrade your subscription to see this strategy     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
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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