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 AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy12%Moderately Strongsmall cap, stock picking
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy11.34%Strongfinancial statements effect, stock picking, value
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy14.3%Strongmomentum, momentum in stocks, stock picking
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy13.94%Strongmomentum, rotational system, sector picking
326Quantpedia Premium (Buy Premium account to see this strategy)        
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongrotational system, term spread
244Quantpedia Premium (Buy Premium account to see this strategy)        
331Quantpedia Premium (Buy Premium account to see this strategy)        
151Quantpedia Premium (Buy Premium account to see this strategy)        
23Quantpedia Premium (Buy Premium account to see this strategy)        
429Quantpedia Premium (Buy Premium account to see this strategy)        
241Quantpedia Premium (Buy Premium account to see this strategy)        
344Quantpedia Premium (Buy Premium account to see this strategy)        
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.49%Strongcarry trade, forex system, FX anomaly
137Quantpedia Premium (Buy Premium account to see this strategy)        
206Quantpedia Premium (Buy Premium account to see this strategy)        
405Quantpedia Premium (Buy Premium account to see this strategy)        
240Quantpedia Premium (Buy Premium account to see this strategy)        
32Quantpedia Premium (Buy Premium account to see this strategy)        
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy8.01%Strongvolatility effect
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