Hi.  First post here.  Nice forum!  

I'm tasked with researching proven returns by equities quant strategies across time horizons.  The primary buzz online regards micro-horizon (hi-frequency) trading but I want some numbers that I could crunch along side transaction cost, product maintenance effort, and overall development time of new concepts.  Pointers to any white papers, studies, books, articles, sites, etc. are all welcome.

That was my request for hard data or references.  Now, I'm also interested in your personal experiences.  

I've read a bit about firms trading on longer horizon forecasts where some let the application manage the entire rebalancing but others use this as a reference for their discretionary portfolio managers.  Another thought is that perhaps the method by which execution is necessary can simply be manual, allowing time for traders' discretion to kick-in, until the horizon of the strategy is developed to be too short for it to physically be handle manually.

All thoughts welcome.  Thanks.