Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
661Market Sentiment and an Overnight AnomalyDaily1equitiesETFsModerately complex strategy15.58%Strongalternative data, machine learning, market timing, sentiment trading, trend-following
662How to Use Lexical Density of Company FilingsMonthly500equitiesstocksComplex strategy8.16%Strongalternative data, equity long short, machine learning
663R&D Expenditures and Stock ReturnsYearly1000equitiesstocksSimple strategy4.67%Strongequity long short, smart beta, stock picking
664Return Asymmetry Effect in Commodity FuturesMonthly22commoditiesfuturesModerately complex strategy4.36%Strongsmart beta
665Upgrade your subscription to see this strategy        
666Upgrade your subscription to see this strategy        
667Upgrade your subscription to see this strategy        
668Upgrade your subscription to see this strategy        
669Upgrade your subscription to see this strategy        
670Upgrade your subscription to see this strategy        
671Upgrade your subscription to see this strategy        
672Upgrade your subscription to see this strategy        
673Upgrade your subscription to see this strategy        
674Upgrade your subscription to see this strategy        
675Upgrade your subscription to see this strategy        
676Upgrade your subscription to see this strategy        
677Upgrade your subscription to see this strategy        
678Upgrade your subscription to see this strategy        
679Upgrade your subscription to see this strategy        
680Upgrade 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