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
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     
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
530Upgrade your subscription to see this strategy     
63Upgrade your subscription to see this strategy     
87Upgrade your subscription to see this strategy     
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     
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.82%9.33%factor investing, forex system, FX anomaly, smart beta, value
703Upgrade 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

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in