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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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144Trend-following Effect in StocksDaily1000equitiesstocksComplex strategy19.3%Strongmomentum, momentum in stocks, stock picking, trend-following
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152Momentum Factor Effect in REITsMonthly50REITsstocksSimple strategy9.51%Strongfactor investing, momentum, smart beta, stock picking
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155Momentum and Reversal Combined with Volatility Effect in StocksMonthly1000equitiesstocksComplex strategy16.46%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
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We've found 82 Free, 114 Prime and 886 Premium strategies.Upgrade subscription to unlock more
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The Encyclopedia of Quantitative Trading Strategies

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