Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy32%Moderately Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy19.67%Moderately Strongvolatility effect, volatility premium
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238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy40.32%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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