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
537The Positive Similarity of Company Filings and Stock ReturnsMonthlyequities5.47%6.48%alternative data, equity long short, factor investing, fundamental analysis, machine learning, smart beta, stock picking
593Upgrade your subscription to see this strategy     
594Upgrade your subscription to see this strategy     
522ESG, Price Momentum and Stochastic OptimizationMonthlyequities17.47%13.49%alternative data, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
816Upgrade your subscription to see this strategy     
658Upgrade your subscription to see this strategy     
634Upgrade your subscription to see this strategy     
690Upgrade your subscription to see this strategy     
272Upgrade your subscription to see this strategy     
691Upgrade your subscription to see this strategy     
362Upgrade your subscription to see this strategy     
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
313Upgrade your subscription to see this strategy     
53Upgrade your subscription to see this strategy     
310Upgrade your subscription to see this strategy     
349Upgrade your subscription to see this strategy     
390Upgrade your subscription to see this strategy     
535Upgrade your subscription to see this strategy     
601Upgrade your subscription to see this strategy     
633Upgrade 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