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 RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy11.34%Strongfactor investing, financial statements effect, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking
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35Quantpedia Premium (Buy Premium account to see this strategy)        
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, financial statements effect, smart beta, stock picking, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongfactor investing, financial statements effect, smart beta, stock picking, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Strongaccruals effect, equity long short, factor investing, financial statements effect, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterly100equitiesstocksModerately complex strategy20.21%Strongalternative data, stock picking
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksComplex strategy19.7%Moderately Strongequity long short, factor investing, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy26.8%Strongfactor investing, smart beta, stock picking
49Quantpedia Premium (Buy Premium account to see this strategy)        
51Quantpedia Premium (Buy Premium account to see this strategy)        
52Asset Growth EffectYearly1000equitiesstocksComplex strategy20.84%Strongequity long short, factor investing, financial statements effect, smart beta, stock picking
53Quantpedia Premium (Buy Premium account to see this strategy)        
54Quantpedia Premium (Buy Premium account to see this strategy)        
60Quantpedia Premium (Buy Premium account to see this strategy)        
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65Quantpedia Premium (Buy Premium account to see this strategy)        
66Quantpedia Premium (Buy Premium account to see this strategy)        
68Quantpedia 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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