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 RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
501Quantpedia Premium (Buy Premium account to see this strategy)     
502Quantpedia Premium (Buy Premium account to see this strategy)     
503Quantpedia Premium (Buy Premium account to see this strategy)     
504Quantpedia Premium (Buy Premium account to see this strategy)     
505Quantpedia Premium (Buy Premium account to see this strategy)     
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
23Quantpedia Premium (Buy Premium account to see this strategy)     
43Quantpedia Premium (Buy Premium account to see this strategy)     
56Quantpedia Premium (Buy Premium account to see this strategy)     
59Quantpedia Premium (Buy Premium account to see this strategy)     
73Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities39.4%21.65%arbitrage, pairs trading, spread trading
105Quantpedia Premium (Buy Premium account to see this strategy)     
110Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia Premium (Buy Premium account to see this strategy)     
132Quantpedia Premium (Buy Premium account to see this strategy)     
135Quantpedia Premium (Buy Premium account to see this strategy)     
142Quantpedia Premium (Buy Premium account to see this strategy)     
146Quantpedia 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