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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
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121Upgrade your subscription to see this strategy     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
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12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
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128Upgrade your subscription to see this strategy     
130Investment FactorYearlyequities3.54% equity long short, factor investing, fundamental analysis, smart beta, stock picking
133Upgrade your subscription to see this strategy     
134Upgrade your subscription to see this strategy     
135Upgrade your subscription to see this strategy     
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
138Upgrade your subscription to see this strategy     
139Upgrade your subscription to see this strategy     
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The Encyclopedia of Quantitative Trading Strategies

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