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 RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
112Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
137Quantpedia Premium (Buy Premium account to see this strategy)     
143Quantpedia Premium (Buy Premium account to see this strategy)     
144Trend-following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trend-following
146Quantpedia Premium (Buy Premium account to see this strategy)     
152Momentum Factor Effect in REITsMonthlyREITs9.51%0%factor investing, momentum, smart beta, stock picking
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32%0%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
166Quantpedia Premium (Buy Premium account to see this strategy)     
167Quantpedia Premium (Buy Premium account to see this strategy)     
171Quantpedia Premium (Buy Premium account to see this strategy)     
183Quantpedia Premium (Buy Premium account to see this strategy)     
197Quantpedia Premium (Buy Premium account to see this strategy)     
200Quantpedia Premium (Buy Premium account to see this strategy)     
205Quantpedia Premium (Buy Premium account to see this strategy)     
206Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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