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
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksModerately complex strategy8.6%Strongequity long short, factor investing, seasonality, smart beta, stock picking
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129Dollar Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy5.6%Strongcarry trade, forex system, FX anomaly
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136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy6.7%Strongmarket timing, seasonality
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144Trend-following Effect in StocksDaily1000equitiesstocksComplex strategy19.3%Strongmomentum, momentum in stocks, stock picking, trend-following
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