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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthly1000equitiesstocksVery complex strategy12.01%Moderately Strongequity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking, value
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578Combining Smart Factors Momentum and Market PortfolioMonthly1500equitiesETFs, stocksComplex strategy11.91%Strongequity long short, factor allocation, factor investing, momentum, rotational system, smart beta, stock picking, value
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We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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