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
330Quantpedia Premium (Buy Premium account to see this strategy)     
83Pre-Holiday EffectDailyequities6.39%0%market timing, seasonality
435Quantpedia Premium (Buy Premium account to see this strategy)     
154Quantpedia Premium (Buy Premium account to see this strategy)     
191Quantpedia Premium (Buy Premium account to see this strategy)     
224Quantpedia Premium (Buy Premium account to see this strategy)     
190Quantpedia Premium (Buy Premium account to see this strategy)     
140Ramadan EffectMonthlyequities6.7%0%market timing, seasonality
322Quantpedia Premium (Buy Premium account to see this strategy)     
223Quantpedia Premium (Buy Premium account to see this strategy)     
138Quantpedia Premium (Buy Premium account to see this strategy)     
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
351Quantpedia Premium (Buy Premium account to see this strategy)     
156Quantpedia Premium (Buy Premium account to see this strategy)     
307Reversal During Earnings-AnnouncementsDailyequities63.52%12.29%earnings announcement, equity long short, reversal, stock picking, trading earnings
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking
67Riding Industry BubblesMonthlyequities18%0%factor investing, momentum, rotational system, sector picking, smart beta
324Quantpedia Premium (Buy Premium account to see this strategy)     
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, financial statements effect, smart beta, stock picking
49Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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