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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy26.8%Strongfactor investing, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksModerately complex strategy19.7%Moderately Strongequity long short, factor investing, smart beta, stock picking
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13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
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71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy29.64%Strongasset class picking, factor investing, reversal, smart beta
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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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