Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
290Consistent Momentum Strategy6 Monthsequities16.08%25.33%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
176Quantpedia Premium (Buy Premium account to see this strategy)     
248Quantpedia Premium (Buy Premium account to see this strategy)     
340Quantpedia Premium (Buy Premium account to see this strategy)     
137Quantpedia Premium (Buy Premium account to see this strategy)     
399Quantpedia Premium (Buy Premium account to see this strategy)     
417Quantpedia Premium (Buy Premium account to see this strategy)     
412Quantpedia Premium (Buy Premium account to see this strategy)     
138Quantpedia Premium (Buy Premium account to see this strategy)     
183Quantpedia Premium (Buy Premium account to see this strategy)     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
177Quantpedia Premium (Buy Premium account to see this strategy)     
189Quantpedia Premium (Buy Premium account to see this strategy)     
385Quantpedia Premium (Buy Premium account to see this strategy)     
360Quantpedia Premium (Buy Premium account to see this strategy)     
339Quantpedia Premium (Buy Premium account to see this strategy)     
197Quantpedia Premium (Buy Premium account to see this strategy)     
245Quantpedia Premium (Buy Premium account to see this strategy)     
437Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in