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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
10Upgrade your subscription to see this strategy     
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
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37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
39Upgrade your subscription to see this strategy     
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
47Upgrade your subscription to see this strategy     
48Upgrade your subscription to see this strategy     
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, fundamental analysis, smart beta, stock picking
55Pairs Trading with Country ETFsDailyequities20.6%10%arbitrage, equity long short, pairs trading
59Upgrade your subscription to see this strategy     
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64Upgrade your subscription to see this strategy     
67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
69Upgrade your subscription to see this strategy     
73Upgrade your subscription to see this strategy     
108Soccer Clubs’ Stocks ArbitrageDailyequities42%50%alternative data, arbitrage, reversal, short selling, stock picking
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
We've found 17 Free, 9 Prime and 145 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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