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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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152Momentum Factor Effect in REITsMonthly50REITsstocksSimple strategy9.51%Strongfactor investing, momentum, smart beta, stock picking
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144Trend-following Effect in StocksDaily1000equitiesstocksComplex strategy19.3%Strongmomentum, momentum in stocks, stock picking, trend-following
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140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy6.7%Strongmarket timing, seasonality
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136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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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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