Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
382Quantpedia Premium (Buy Premium account to see this strategy)             
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy1972-2005349.25%16.01%0%Strongmomentum, rotational system, style picking0.33
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy1973-20043218.36%16.12%0%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking0.89
68Quantpedia Premium (Buy Premium account to see this strategy)             
328Quantpedia Premium (Buy Premium account to see this strategy)             
391Quantpedia Premium (Buy Premium account to see this strategy)             
126Quantpedia Premium (Buy Premium account to see this strategy)             
365Quantpedia Premium (Buy Premium account to see this strategy)             
113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%Weakmarket timing, seasonality0.38
331Quantpedia Premium (Buy Premium account to see this strategy)             
32Quantpedia Premium (Buy Premium account to see this strategy)             
295Quantpedia Premium (Buy Premium account to see this strategy)             
232Quantpedia Premium (Buy Premium account to see this strategy)             
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksComplex strategy1988-20051819.7%17.14%0%Moderately Strongequity long short, factor investing, smart beta, stock picking0.92
421Quantpedia Premium (Buy Premium account to see this strategy)             
110Quantpedia Premium (Buy Premium account to see this strategy)             
240Quantpedia Premium (Buy Premium account to see this strategy)             
109Quantpedia Premium (Buy Premium account to see this strategy)             
186Quantpedia Premium (Buy Premium account to see this strategy)             
104Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in