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

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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
11Quantpedia Premium (Buy Premium account to see this strategy)        
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongarbitrage, equity long short, pairs trading
13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
32Quantpedia Premium (Buy Premium account to see this strategy)        
34Quantpedia Premium (Buy Premium account to see this strategy)        
62Quantpedia Premium (Buy Premium account to see this strategy)        
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy42%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking
115Quantpedia Premium (Buy Premium account to see this strategy)        
117Quantpedia Premium (Buy Premium account to see this strategy)        
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy16.21%Strongfactor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy23%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
147Quantpedia Premium (Buy Premium account to see this strategy)        
176Quantpedia Premium (Buy Premium account to see this strategy)        
187Quantpedia Premium (Buy Premium account to see this strategy)        
189Quantpedia Premium (Buy Premium account to see this strategy)        
197Quantpedia Premium (Buy Premium account to see this strategy)        
200Quantpedia Premium (Buy Premium account to see this strategy)        
226Quantpedia Premium (Buy Premium account to see this strategy)        
We've found 13 Free and 45 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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