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 AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
1Asset Class Trend-FollowingMonthly6bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy11.27%Strongasset class picking, momentum, trendfollowing
2Asset Class Momentum – Rotational SystemMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy15%Strongasset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy13.94%Strongmomentum, rotational system, sector picking
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5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.49%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta
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7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthly50equitiesstocksComplex strategy11.3%Strongfactor investing, smart beta, stock picking, volatility effect
8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy6.48%Strongfactor investing, forex system, FX anomaly, momentum, smart beta
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy7.8%Strongfactor investing, forex system, FX anomaly, smart beta, value
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12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongarbitrage, equity long short, pairs trading
13Short Term Reversal in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy14.3%Strongfactor investing, momentum, momentum in stocks, smart beta, stock picking
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy17.7%Strongcountry picking, factor investing, momentum, rotational system, smart beta
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy6.4%Strongcountry picking, factor investing, reversal, rotational system, smart beta
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20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy26%Strongfactor investing, smart beta, volatility effect, volatility premium
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The Encyclopedia of Quantitative Trading Strategies

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