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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)     
48Quantpedia Premium (Buy Premium account to see this strategy)     
71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
72Quantpedia Premium (Buy Premium account to see this strategy)     
99Quantpedia Premium (Buy Premium account to see this strategy)     
103Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
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
137Quantpedia Premium (Buy Premium account to see this strategy)     
149Quantpedia Premium (Buy Premium account to see this strategy)     
150Quantpedia Premium (Buy Premium account to see this strategy)     
166Quantpedia Premium (Buy Premium account to see this strategy)     
183Quantpedia Premium (Buy Premium account to see this strategy)     
184Quantpedia Premium (Buy Premium account to see this strategy)     
214Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 6 Free and 57 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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