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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85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy19%Strongfund picking, momentum
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5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.27%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta
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8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.61%Moderately Strongfactor investing, forex system, FX anomaly, momentum, smart beta
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy7.82%Moderately Strongfactor investing, forex system, FX anomaly, smart beta, value
20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy26%Strongfactor investing, smart beta, volatility effect, volatility premium
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongfactor investing, rotational system, smart beta, term spread
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