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
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
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93Upgrade your subscription to see this strategy     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
99Upgrade your subscription to see this strategy     
101Upgrade your subscription to see this strategy     
109Upgrade your subscription to see this strategy     
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7% seasonality, stock picking
115Upgrade your subscription to see this strategy     
117Upgrade your subscription to see this strategy     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
124Upgrade your subscription to see this strategy     
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
126Upgrade your subscription to see this strategy     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
131Upgrade your subscription to see this strategy     
132Upgrade your subscription to see this strategy     
133Upgrade your subscription to see this strategy     

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    The Encyclopedia of Quantitative Trading Strategies

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