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

We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthly1000equitiesstocksVery complex strategy1984-20153212.01%20.61%0%Strongequity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking0.39
207Value Factor – CAPE Effect within CountriesYearly10equitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%Strongcountry picking, factor investing, rotational system, smart beta, value0.56
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy1973-20043218.36%16.12%0%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking0.89
315Quantpedia Premium (Buy Premium account to see this strategy)             
84Quantpedia Premium (Buy Premium account to see this strategy)             
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy1973-20043219%19.5%0%Strongfund picking, momentum0.77
302Quantpedia Premium (Buy Premium account to see this strategy)             
303Quantpedia Premium (Buy Premium account to see this strategy)             
273Quantpedia Premium (Buy Premium account to see this strategy)             
412Quantpedia Premium (Buy Premium account to see this strategy)             
359Quantpedia Premium (Buy Premium account to see this strategy)             
10Quantpedia Premium (Buy Premium account to see this strategy)             
192Quantpedia Premium (Buy Premium account to see this strategy)             
270Quantpedia Premium (Buy Premium account to see this strategy)             
68Quantpedia Premium (Buy Premium account to see this strategy)             
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy1972-2005349.25%16.01%0%Strongfactor allocation, momentum, rotational system0.33
401Quantpedia Premium (Buy Premium account to see this strategy)             
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0%Weakmarket timing, seasonality 
298Quantpedia Premium (Buy Premium account to see this strategy)             
469Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 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