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
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, financial statements effect, smart beta, stock picking
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%equity long short, factor investing, financial statements effect, reversal, smart beta, stock picking
367Quantpedia Premium (Buy Premium account to see this strategy)     
422Quantpedia Premium (Buy Premium account to see this strategy)     
25Small Capitalization Stocks Premium AnomalyYearlyequities12%32%small cap, stock picking
323Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
351Quantpedia Premium (Buy Premium account to see this strategy)     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
59Quantpedia Premium (Buy Premium account to see this strategy)     
132Quantpedia Premium (Buy Premium account to see this strategy)     
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
86Quantpedia Premium (Buy Premium account to see this strategy)     
127Quantpedia Premium (Buy Premium account to see this strategy)     
287Quantpedia Premium (Buy Premium account to see this strategy)     
340Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia Premium (Buy Premium account to see this strategy)     
398Quantpedia Premium (Buy Premium account to see this strategy)     
315Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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