Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
34Upgrade your subscription to see this strategy        
57Upgrade your subscription to see this strategy        
62Upgrade your subscription to see this strategy        
110Upgrade your subscription to see this strategy        
111Upgrade your subscription to see this strategy        
117Upgrade your subscription to see this strategy        
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy20.7%Strongfactor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy16.77%Strongequity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
146Upgrade your subscription to see this strategy        
183Upgrade your subscription to see this strategy        
197Upgrade your subscription to see this strategy        
200Upgrade your subscription to see this strategy        
206Upgrade your subscription to see this strategy        
227Upgrade your subscription to see this strategy        
229Earnings Quality FactorYearly1000equitiesstocksComplex strategy7.95%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
258Upgrade your subscription to see this strategy        
260Upgrade your subscription to see this strategy        

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in