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
67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
66Upgrade your subscription to see this strategy     
61Upgrade your subscription to see this strategy     
59Upgrade your subscription to see this strategy     
57Upgrade your subscription to see this strategy     
54Upgrade your subscription to see this strategy     
53Upgrade your subscription to see this strategy     
51Upgrade your subscription to see this strategy     
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
48Upgrade your subscription to see this strategy     
47Upgrade your subscription to see this strategy     
46Short Interest Effect – Long Only versionMonthlyequities26.8% factor investing, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
43Upgrade your subscription to see this strategy     
32Upgrade your subscription to see this strategy     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
23Upgrade your subscription to see this strategy     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in