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
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% factor investing, smart beta, stock picking
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50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
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67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
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77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
78Betting Against Beta Factor in International EquitiesMonthlyequities6.8%13.08%beta factor, country picking, equity long short, factor investing, smart beta
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
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