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
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42Alpha Cloning – Following 13F FillingsQuarterly100equitiesstocksModerately complex strategy20.21%Strongalternative data, stock picking
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksModerately complex strategy19.7%Moderately Strongequity long short, factor investing, smart beta, stock picking
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50FED ModelMonthly2bonds, equitiesETFs, funds, futuresModerately complex strategy11%Moderately Strongasset class picking, market timing
52Asset Growth EffectYearly1000equitiesstocksModerately complex strategy20.84%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy20.6%Weakarbitrage, equity long short, pairs trading
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67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy18%Strongfactor investing, momentum, rotational system, sector picking, smart beta
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108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy42%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy20.7%Strongfactor investing, momentum, smart beta
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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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