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
914Upgrade your subscription to see this strategy        
915Upgrade your subscription to see this strategy        
920Upgrade your subscription to see this strategy        
926Upgrade your subscription to see this strategy        
948Upgrade your subscription to see this strategy        
962Upgrade your subscription to see this strategy        
974Upgrade your subscription to see this strategy        
1Asset Class Trend-FollowingMonthly6bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy11.27%Strongasset class picking, momentum, trend-following
2Momentum Asset Allocation StrategyMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy14.49%Strongasset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy13.94%Strongmomentum, rotational system, sector picking
4Upgrade your subscription to see this strategy        
10Upgrade your subscription to see this strategy        
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy17.7%Strongcountry picking, factor investing, momentum, rotational system, smart beta
16Reversal Effect in International Equity ETFs3 Years8equitiesETFs, fundsSimple strategy6.4%Weakcountry picking, factor investing, reversal, rotational system, smart beta
17Upgrade your subscription to see this strategy        
24Upgrade your subscription to see this strategy        
27Upgrade your subscription to see this strategy        
28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
29Upgrade your subscription to see this strategy        
30Upgrade 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