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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
16Reversal Effect in International Equity ETFs3 Yearsequities6.4% country picking, factor investing, reversal, rotational system, smart beta
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71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
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84Upgrade your subscription to see this strategy     
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97Upgrade your subscription to see this strategy     
103Upgrade your subscription to see this strategy     
107Upgrade your subscription to see this strategy     
108Soccer Clubs’ Stocks ArbitrageDailyequities42%50%alternative data, arbitrage, reversal, short selling, stock picking
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124Upgrade your subscription to see this strategy     
156Upgrade your subscription to see this strategy     
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171Upgrade your subscription to see this strategy     
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183Upgrade your subscription to see this strategy     
188Upgrade your subscription to see this strategy     
We've found 6 Free, 13 Prime and 62 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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