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
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongfactor investing, rotational system, smart beta, term spread
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25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy12%Moderately Strongsmall cap, stock picking
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy11.34%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
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28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
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31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy8.8%Weakmarket timing, seasonality
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33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Strongaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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