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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
4Quantpedia Premium (Buy Premium account to see this strategy)     
19Quantpedia Premium (Buy Premium account to see this strategy)     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8%0%market timing, seasonality
32Quantpedia Premium (Buy Premium account to see this strategy)     
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
61Quantpedia Premium (Buy Premium account to see this strategy)     
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19% market timing, seasonality
79Quantpedia Premium (Buy Premium account to see this strategy)     
83Pre-Holiday EffectDailyequities6.39% market timing, seasonality
86Quantpedia Premium (Buy Premium account to see this strategy)     
92Quantpedia Premium (Buy Premium account to see this strategy)     
93Quantpedia Premium (Buy Premium account 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, seasonality, stock picking
140Ramadan EffectMonthlyequities6.7% market timing, seasonality
142Quantpedia Premium (Buy Premium account to see this strategy)     
161Quantpedia Premium (Buy Premium account to see this strategy)     
170Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 11 Free and 45 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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