Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy29.64%Strongasset class picking, factor investing, reversal, smart beta
72Upgrade your subscription to see this strategy        
73Upgrade your subscription to see this strategy        
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.19%Strongmarket timing, seasonality
76Upgrade your subscription to see this strategy        
78Betting Against Beta Factor in International EquitiesMonthly13equitiesETFs, futuresSimple strategy6.8%Strongbeta factor, country picking, equity long short, factor investing, smart beta
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy18.36%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking
81Upgrade your subscription to see this strategy        
82Upgrade your subscription to see this strategy        
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.39%Strongmarket timing, seasonality
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy19%Strongfund picking, momentum
86Upgrade your subscription to see this strategy        
87Upgrade your subscription to see this strategy        
89Upgrade your subscription to see this strategy        
90Upgrade your subscription to see this strategy        
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy9.25%Strongfactor allocation, momentum, rotational system
92Upgrade your subscription to see this strategy        
93Upgrade your subscription to see this strategy        
94Upgrade your subscription to see this strategy        
95Upgrade your subscription to see this strategy        

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in