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
67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy18%Strongfactor investing, momentum, rotational system, sector picking, smart beta
73Quantpedia Premium (Buy Premium account to see this strategy)        
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.19%Strongmarket timing, seasonality
78Betting Against Beta Factor in International EquitiesMonthly13equitiesETFs, futuresSimple strategy9.77%Strongbeta factor, country picking, equity long short, factor investing, smart beta
79Quantpedia Premium (Buy Premium account to see this strategy)        
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.39%Strongmarket timing, seasonality
86Quantpedia Premium (Buy Premium account to see this strategy)        
87Quantpedia Premium (Buy Premium account to see this strategy)        
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy9.25%Strongfactor allocation, momentum, rotational system
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy11.9%Strongmarket timing
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy9.3%Strongmarket timing, seasonality, stock picking
104Quantpedia Premium (Buy Premium account to see this strategy)        
107Quantpedia Premium (Buy Premium account to see this strategy)        
113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy10.38%Weakmarket timing, seasonality
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy12.7%Moderately Strongseasonality, stock picking
131Quantpedia Premium (Buy Premium account to see this strategy)        
132Quantpedia Premium (Buy Premium account to see this strategy)        
133Quantpedia Premium (Buy Premium account to see this strategy)        
134Quantpedia Premium (Buy Premium account to see this strategy)        
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy6.7%Strongmarket timing, seasonality
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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