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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
114January Effect in StocksMonthlyequities12.7%0%seasonality, stock picking
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, financial statements effect, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
127Quantpedia Premium (Buy Premium account to see this strategy)     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
130Quantpedia Premium (Buy Premium account to see this strategy)     
133Quantpedia Premium (Buy Premium account to see this strategy)     
140Ramadan EffectMonthlyequities6.7%0%market timing, seasonality
142Quantpedia Premium (Buy Premium account to see this strategy)     
143Quantpedia Premium (Buy Premium account to see this strategy)     
146Quantpedia Premium (Buy Premium account to see this strategy)     
147Quantpedia Premium (Buy Premium account to see this strategy)     
150Quantpedia Premium (Buy Premium account to see this strategy)     
151Quantpedia Premium (Buy Premium account to see this strategy)     
152Momentum Factor Effect in REITsMonthlyREITs9.51%0%factor investing, momentum, smart beta, stock picking
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
156Quantpedia Premium (Buy Premium account to see this strategy)     
157Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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