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
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, financial statements effect, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, financial statements effect, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, financial statements effect, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21%0%alternative data, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthlyequities26.8%0%factor investing, smart beta, stock picking
49Quantpedia Premium (Buy Premium account to see this strategy)     
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, financial statements effect, smart beta, stock picking
62Quantpedia Premium (Buy Premium account to see this strategy)     
65Quantpedia Premium (Buy Premium account to see this strategy)     
70Quantpedia Premium (Buy Premium account to see this strategy)     
74Quantpedia Premium (Buy Premium account to see this strategy)     
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
94Quantpedia Premium (Buy Premium account to see this strategy)     
95Quantpedia Premium (Buy Premium account to see this strategy)     
97Quantpedia Premium (Buy Premium account to see this strategy)     
106Quantpedia Premium (Buy Premium account to see this strategy)     
108Soccer Clubs’ Stocks ArbitrageDailyequities42%50%alternative data, arbitrage, reversal, short selling, stock picking
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The Encyclopedia of Quantitative Trading Strategies

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