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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7%0%seasonality, stock picking
117Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
127Quantpedia Premium (Buy Premium account to see this strategy)     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
130Quantpedia Premium (Buy Premium account to see this strategy)     
133Quantpedia Premium (Buy Premium account to see this strategy)     
137Quantpedia Premium (Buy Premium account to see this strategy)     
140Ramadan EffectMonthlyequities6.7%0%market timing, seasonality
142Quantpedia Premium (Buy Premium account to see this strategy)     
143Quantpedia Premium (Buy Premium account to see this strategy)     
144Trend-Following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trend-following
146Quantpedia Premium (Buy Premium account to see this strategy)     
147Quantpedia Premium (Buy Premium account to see this strategy)     
150Quantpedia Premium (Buy Premium account to see this strategy)     
151Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 51 Free and 140 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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