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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
303Quantpedia Premium (Buy Premium account to see this strategy)     
247Quantpedia Premium (Buy Premium account to see this strategy)     
393Quantpedia Premium (Buy Premium account to see this strategy)     
128Quantpedia Premium (Buy Premium account to see this strategy)     
140Ramadan EffectMonthlyequities6.7%0%market timing, seasonality
48Quantpedia Premium (Buy Premium account to see this strategy)     
269Quantpedia Premium (Buy Premium account to see this strategy)     
436Quantpedia Premium (Buy Premium account to see this strategy)     
170Quantpedia Premium (Buy Premium account to see this strategy)     
342Quantpedia Premium (Buy Premium account to see this strategy)     
253Quantpedia Premium (Buy Premium account to see this strategy)     
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
471Quantpedia Premium (Buy Premium account to see this strategy)     
374Quantpedia Premium (Buy Premium account to see this strategy)     
16Reversal Effect in International Equity ETFs3 Yearsequities6.4%0%country picking, factor investing, reversal, rotational system, smart beta
83Pre-Holiday EffectDailyequities6.39%0%market timing, seasonality
158Quantpedia Premium (Buy Premium account to see this strategy)     
378Quantpedia Premium (Buy Premium account to see this strategy)     
404Quantpedia Premium (Buy Premium account to see this strategy)     
339Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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