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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
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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
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
117Upgrade your subscription to see this strategy     
115Upgrade your subscription to see this strategy     
114January Effect in StocksMonthlyequities12.7% seasonality, stock picking
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
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101Upgrade your subscription to see this strategy     
99Upgrade your subscription to see this strategy     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
93Upgrade your subscription to see this strategy     
92Upgrade your subscription to see this strategy     
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
87Upgrade your subscription to see this strategy     
84Upgrade your subscription to see this strategy     
82Upgrade your subscription to see this strategy     
81Upgrade your subscription to see this strategy     

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