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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
5FX Carry TradeMonthlycurrencies7.49%9.7%carry trade, factor investing, forex system, FX anomaly, smart beta
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.8%9.06%factor investing, forex system, FX anomaly, smart beta, value
47Quantpedia Premium (Buy Premium account to see this strategy)     
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99Quantpedia Premium (Buy Premium account to see this strategy)     
103Quantpedia Premium (Buy Premium account to see this strategy)     
120Quantpedia Premium (Buy Premium account to see this strategy)     
121Quantpedia Premium (Buy Premium account to see this strategy)     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
149Quantpedia Premium (Buy Premium account to see this strategy)     
150Quantpedia Premium (Buy Premium account to see this strategy)     
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221Quantpedia Premium (Buy Premium account to see this strategy)     
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250Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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