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
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108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy42%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking
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118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy20.7%Strongfactor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy16.77%Strongequity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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229Earnings Quality FactorYearly1000equitiesstocksComplex strategy7.95%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
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