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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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)     
110Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia 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)     
117Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
120Quantpedia Premium (Buy Premium account to see this strategy)     
121Quantpedia Premium (Buy Premium account to see this strategy)     
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
126Quantpedia Premium (Buy Premium account to see this strategy)     
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)     
We've found 64 Free and 230 Premium strategiesUpgrade to unlock Premium

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