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

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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
130Quantpedia Premium (Buy Premium account to see this strategy)             
162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy1988-20061932%  Moderately Strongequity long short, momentum, momentum in stocks, stock picking 
226Quantpedia Premium (Buy Premium account to see this strategy)             
322Quantpedia Premium (Buy Premium account to see this strategy)             
333Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
120Quantpedia Premium (Buy Premium account to see this strategy)             
152Momentum Factor Effect in REITsMonthly50REITsstocksSimple strategy1980-2008299.51%  Moderately Strongmomentum, stock picking 
280Quantpedia Premium (Buy Premium account to see this strategy)             
408Quantpedia Premium (Buy Premium account to see this strategy)             
35Quantpedia Premium (Buy Premium account to see this strategy)             
67Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118%  Strongmomentum, rotational system, sector picking 
46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy1988-20051826.8%  Strongstock picking 
142Quantpedia Premium (Buy Premium account to see this strategy)             
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy1996-20101540.32%  Moderately Strongearnings announcement, equity long short, financial statements effect, stock picking 
270Quantpedia Premium (Buy Premium account to see this strategy)             
366Quantpedia Premium (Buy Premium account to see this strategy)             
121Quantpedia Premium (Buy Premium account to see this strategy)             
4Quantpedia Premium (Buy Premium account to see this strategy)             
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy1984-20032022.13%  Strongfinancial statements effect, stock picking, value 
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The Encyclopedia of Quantitative Trading Strategies

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