Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
541Upgrade your subscription to see this strategy     
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
856Upgrade your subscription to see this strategy     
739Upgrade your subscription to see this strategy     
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
768Upgrade your subscription to see this strategy     
860Upgrade your subscription to see this strategy     
589Upgrade your subscription to see this strategy     
746Upgrade your subscription to see this strategy     
357Upgrade your subscription to see this strategy     
606Upgrade your subscription to see this strategy     
353Upgrade your subscription to see this strategy     
656Upgrade your subscription to see this strategy     
667Upgrade your subscription to see this strategy     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
842Upgrade your subscription to see this strategy     
863Upgrade your subscription to see this strategy     
554Upgrade your subscription to see this strategy     
812Upgrade your subscription to see this strategy     
144Trend-following Effect in StocksDailyequities19.3%15.6%momentum, momentum in stocks, stock picking, trend-following

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in