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
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy6.4%Strongcountry picking, reversal, rotational system
59Quantpedia Premium (Buy Premium account to see this strategy)        
315Quantpedia Premium (Buy Premium account to see this strategy)        
347Quantpedia Premium (Buy Premium account to see this strategy)        
134Quantpedia Premium (Buy Premium account to see this strategy)        
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy19.67%Strongvolatility effect, volatility premium
17Quantpedia Premium (Buy Premium account to see this strategy)        
49Quantpedia Premium (Buy Premium account to see this strategy)        
273Quantpedia Premium (Buy Premium account to see this strategy)        
60Quantpedia Premium (Buy Premium account to see this strategy)        
188Quantpedia Premium (Buy Premium account to see this strategy)        
316Quantpedia Premium (Buy Premium account to see this strategy)        
348Quantpedia Premium (Buy Premium account to see this strategy)        
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy12.7%Moderately Strongseasonality, stock picking
178Quantpedia Premium (Buy Premium account to see this strategy)        
61Quantpedia Premium (Buy Premium account to see this strategy)        
157Quantpedia Premium (Buy Premium account to see this strategy)        
349Quantpedia Premium (Buy Premium account to see this strategy)        
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.39%Strongmarket timing, seasonality
243Quantpedia 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