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
880Upgrade your subscription to see this strategy     
889Upgrade your subscription to see this strategy     
900Upgrade your subscription to see this strategy     
908Upgrade your subscription to see this strategy     
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
32Upgrade your subscription to see this strategy     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
146Upgrade your subscription to see this strategy     
183Upgrade your subscription to see this strategy     
197Upgrade your subscription to see this strategy     
200Upgrade your subscription to see this strategy     
206Upgrade your subscription to see this strategy     
260Upgrade your subscription to see this strategy     
344Upgrade your subscription to see this strategy     
355Upgrade your subscription to see this strategy     
423Upgrade your subscription to see this strategy     

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in