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 AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy1989-2007196.7%0%0%Strongmarket timing, seasonality 
172Quantpedia Premium (Buy Premium account to see this strategy)             
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162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy1988-20061932%0%0%Moderately Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking 
226Quantpedia Premium (Buy Premium account to see this strategy)             
322Quantpedia Premium (Buy Premium account to see this strategy)             
333Quantpedia Premium (Buy Premium account to see this strategy)             
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120Quantpedia Premium (Buy Premium account to see this strategy)             
152Momentum Factor Effect in REITsMonthly50REITsstocksSimple strategy1980-2008299.51%0%0%Moderately Strongfactor investing, momentum, smart beta, stock picking 
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67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118%0%0%Strongfactor investing, momentum, rotational system, sector picking, smart beta 
46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy1988-20051826.8%0%0%Strongfactor investing, smart beta, stock picking 
142Quantpedia Premium (Buy Premium account to see this strategy)             
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy1996-20101540.32%0%0%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking 
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The Encyclopedia of Quantitative Trading Strategies

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