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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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16Reversal Effect in International Equity ETFs3 Yearsequities6.4% country picking, factor investing, reversal, rotational system, smart beta
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8% market timing, seasonality
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38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
55Pairs Trading with Country ETFsDailyequities20.6%10%arbitrage, equity long short, pairs trading
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We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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