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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
97Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
99Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities9.92%11.27%arbitrage, pairs trading, spread trading
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
103Quantpedia Premium (Buy Premium account to see this strategy)     
105Quantpedia Premium (Buy Premium account to see this strategy)     
107Quantpedia Premium (Buy Premium account to see this strategy)     
109Quantpedia Premium (Buy Premium account to see this strategy)     
110Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia Premium (Buy Premium account to see this strategy)     
112Quantpedia Premium (Buy Premium account to see this strategy)     
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7%0%seasonality, stock picking
115Quantpedia Premium (Buy Premium account to see this strategy)     
116Quantpedia Premium (Buy Premium account to see this strategy)     
117Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
120Quantpedia Premium (Buy Premium account to see this strategy)     
121Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 66 Free and 262 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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