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
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162Momentum Effect in Stocks in Small PortfoliosYearlyequities32% equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
213Upgrade your subscription to see this strategy     
46Short Interest Effect – Long Only versionMonthlyequities26.8% factor investing, smart beta, stock picking
525Upgrade your subscription to see this strategy     
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
116Upgrade your subscription to see this strategy     
265Upgrade your subscription to see this strategy     
315Upgrade your subscription to see this strategy     
282Upgrade your subscription to see this strategy     
140Ramadan EffectMonthlyequities6.7% market timing, seasonality
407Upgrade your subscription to see this strategy     
438Upgrade your subscription to see this strategy     
127Upgrade your subscription to see this strategy     
243Upgrade your subscription to see this strategy     
5FX Carry TradeMonthlycurrencies7.27%9.6%carry trade, factor investing, forex system, FX anomaly, smart beta
371Upgrade your subscription to see this strategy     
687Upgrade your subscription to see this strategy     

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    The Encyclopedia of Quantitative Trading Strategies

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