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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
144Trend-following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trend-following
466Quantpedia Premium (Buy Premium account to see this strategy)     
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260Quantpedia Premium (Buy Premium account to see this strategy)     
227Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities39.4%21.65%arbitrage, pairs trading, spread trading
409Quantpedia Premium (Buy Premium account to see this strategy)     
306Quantpedia Premium (Buy Premium account to see this strategy)     
241Quantpedia Premium (Buy Premium account to see this strategy)     
280Quantpedia Premium (Buy Premium account to see this strategy)     
364Quantpedia Premium (Buy Premium account to see this strategy)     
349Quantpedia Premium (Buy Premium account to see this strategy)     
246Quantpedia Premium (Buy Premium account to see this strategy)     
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105Quantpedia Premium (Buy Premium account to see this strategy)     
377Quantpedia Premium (Buy Premium account to see this strategy)     
317Quantpedia Premium (Buy Premium account to see this strategy)     
278Quantpedia Premium (Buy Premium account to see this strategy)     
261Quantpedia Premium (Buy Premium account to see this strategy)     
372Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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