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 RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
40Quantpedia Premium (Buy Premium account to see this strategy)     
39Quantpedia Premium (Buy Premium account to see this strategy)     
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, fundamental analysis, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, fundamental analysis, smart beta, stock picking, value
35Quantpedia Premium (Buy Premium account to see this strategy)     
34Quantpedia Premium (Buy Premium account to see this strategy)     
33Post-Earnings Announcement EffectQuarterlyequities15%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
32Quantpedia Premium (Buy Premium account to see this strategy)     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8%0%market timing, seasonality
30Quantpedia Premium (Buy Premium account to see this strategy)     
29Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
27Quantpedia Premium (Buy Premium account to see this strategy)     
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, fundamental analysis, smart beta, stock picking, value
25Size Factor – Small Capitalization Stocks PremiumYearlyequities12%32%small cap, stock picking
24Quantpedia Premium (Buy Premium account to see this strategy)     
23Quantpedia Premium (Buy Premium account to see this strategy)     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
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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