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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8% market timing, seasonality
32Upgrade your subscription to see this strategy     
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
61Upgrade your subscription to see this strategy     
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19% market timing, seasonality
79Upgrade your subscription to see this strategy     
83Pre-Holiday EffectDailyequities6.39% market timing, seasonality
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92Upgrade your subscription to see this strategy     
93Upgrade your subscription to see this strategy     
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7% seasonality, stock picking
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
140Ramadan EffectMonthlyequities6.7% market timing, seasonality
142Upgrade your subscription to see this strategy     
161Upgrade your subscription to see this strategy     
170Upgrade your subscription to see this strategy     

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    The Encyclopedia of Quantitative Trading Strategies

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