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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
79Quantpedia Premium (Buy Premium account to see this strategy)     
83Pre-Holiday EffectDailyequities6.39%0%market timing, seasonality
86Quantpedia Premium (Buy Premium account to see this strategy)     
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%momentum, rotational system, style picking
92Quantpedia Premium (Buy Premium account to see this strategy)     
93Quantpedia Premium (Buy Premium account to see this strategy)     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
97Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities39.4%21.65%arbitrage, pairs trading, spread trading
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
103Quantpedia Premium (Buy Premium account to see this strategy)     
105Quantpedia Premium (Buy Premium account to see this strategy)     
107Quantpedia Premium (Buy Premium account to see this strategy)     
109Quantpedia Premium (Buy Premium account to see this strategy)     
112Quantpedia Premium (Buy Premium account to see this strategy)     
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7%0%seasonality, stock picking
116Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 59 Free and 199 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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