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
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
48Quantpedia Premium (Buy Premium account to see this strategy)     
47Quantpedia Premium (Buy Premium account to see this strategy)     
46Short Interest Effect – Long Only versionMonthlyequities26.8%0%factor investing, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
43Quantpedia Premium (Buy Premium account to see this strategy)     
32Quantpedia 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
23Quantpedia Premium (Buy Premium account to see this strategy)     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
19Quantpedia Premium (Buy Premium account to see this strategy)     
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7%0%country picking, factor investing, momentum, rotational system, smart beta
14Momentum Factor Effect in StocksMonthlyequities14.3%20.89%factor investing, momentum, momentum in stocks, smart beta, stock picking
11Quantpedia Premium (Buy Premium account to see this strategy)     
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
6Quantpedia Premium (Buy Premium account to see this strategy)     
5FX Carry TradeMonthlycurrencies7.49%9.7%carry trade, factor investing, forex system, FX anomaly, smart beta
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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