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
507Quantpedia Premium (Buy Premium account to see this strategy)        
511Quantpedia Premium (Buy Premium account to see this strategy)        
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthly50equitiesstocksComplex strategy11.3%Strongfactor investing, smart beta, stock picking, volatility effect
11Quantpedia Premium (Buy Premium account to see this strategy)        
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongarbitrage, equity long short, pairs trading
13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy14.3%Strongfactor investing, momentum, momentum in stocks, smart beta, stock picking
18Quantpedia Premium (Buy Premium account to see this strategy)        
19Quantpedia Premium (Buy Premium account to see this strategy)        
25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy12%Moderately Strongsmall cap, stock picking
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy11.34%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Quantpedia Premium (Buy Premium account to see this strategy)        
35Quantpedia Premium (Buy Premium account to see this strategy)        
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Strongaccruals effect, equity long short, factor investing, fundamental analysis, 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
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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