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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
450Quantpedia Premium (Buy Premium account to see this strategy)     
438Quantpedia Premium (Buy Premium account to see this strategy)     
170Quantpedia Premium (Buy Premium account to see this strategy)     
353Quantpedia Premium (Buy Premium account to see this strategy)     
416Quantpedia Premium (Buy Premium account to see this strategy)     
357Quantpedia Premium (Buy Premium account to see this strategy)     
233Quantpedia Premium (Buy Premium account to see this strategy)     
405Quantpedia Premium (Buy Premium account to see this strategy)     
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, financial statements effect, smart beta, stock picking, value
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
95Quantpedia Premium (Buy Premium account to see this strategy)     
159Quantpedia Premium (Buy Premium account to see this strategy)     
247Quantpedia Premium (Buy Premium account to see this strategy)     
444Quantpedia Premium (Buy Premium account to see this strategy)     
207Value Factor Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
380Quantpedia Premium (Buy Premium account to see this strategy)     
203Quantpedia Premium (Buy Premium account to see this strategy)     
370Quantpedia Premium (Buy Premium account to see this strategy)     
148Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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