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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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207Value Factor – CAPE Effect within CountriesYearly10equitiesETFsModerately complex strategy14.7%Strongcountry picking, factor investing, rotational system, smart beta, value
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12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksModerately complex strategy8.6%Strongequity long short, factor investing, seasonality, smart beta, stock picking
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We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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