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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
5FX Carry TradeMonthlycurrencies7.49%9.7%carry trade, factor investing, forex system, FX anomaly, smart beta
6Quantpedia Premium (Buy Premium account to see this strategy)     
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
11Quantpedia Premium (Buy Premium account to see this strategy)     
14Momentum Factor Effect in StocksMonthlyequities14.3%20.89%factor investing, momentum, momentum in stocks, smart beta, stock picking
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7%0%country picking, factor investing, momentum, rotational system, smart beta
19Quantpedia Premium (Buy Premium account to see this strategy)     
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
23Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
32Quantpedia Premium (Buy Premium account to see this strategy)     
43Quantpedia Premium (Buy Premium account to see this strategy)     
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthlyequities26.8%0%factor investing, smart beta, stock picking
47Quantpedia Premium (Buy Premium account to see this strategy)     
48Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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