Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
1Asset Class Trend-FollowingMonthly6bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20083611.27%6.87%-9.53%Strongasset class picking, momentum, trendfollowing1.06
2Asset Class Momentum – Rotational SystemMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093715%9.6%-12.95%Strongasset class picking, momentum, rotational system1.15
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%Strongmomentum, rotational system, sector picking0.54
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%Strongcarry trade, forex system, FX anomaly0.77
6Quantpedia Premium (Buy Premium account to see this strategy)             
8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%Strongforex system, FX anomaly, momentum0.65
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010228%9%-18%Strongforex system, FX anomaly, value1
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy1968-20094217.7%  Strongcountry picking, momentum, rotational system 
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%  Strongcountry picking, reversal, rotational system 
17Quantpedia Premium (Buy Premium account to see this strategy)             
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% Strongmomentum, rotational system0.57
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%Strongrotational system, term spread0.49
23Quantpedia Premium (Buy Premium account to see this strategy)             
28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% Strongasset class picking, momentum, value0.79
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0%Weakmarket timing, seasonality 
41Turn of the Month in Equity IndexesDaily1equitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% Strongmarket timing, seasonality1.04
43Quantpedia Premium (Buy Premium account to see this strategy)             
44Paired SwitchingQuarterly2bonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%Moderately Strongasset class picking, fund picking, market timing, momentum, rotational system0.78
49Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in