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
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy40.32%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
408Upgrade your subscription to see this strategy        
20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy26%Strongfactor investing, smart beta, volatility effect, volatility premium
63Upgrade your subscription to see this strategy        
149Upgrade your subscription to see this strategy        
434Upgrade your subscription to see this strategy        
150Upgrade your subscription to see this strategy        
569Upgrade your subscription to see this strategy        
311Upgrade your subscription to see this strategy        
329Upgrade your subscription to see this strategy        
84Upgrade your subscription to see this strategy        
304Upgrade your subscription to see this strategy        
216Upgrade your subscription to see this strategy        
962Upgrade your subscription to see this strategy        
643Upgrade your subscription to see this strategy        
489Upgrade your subscription to see this strategy        
323Upgrade your subscription to see this strategy        
278Upgrade your subscription to see this strategy        
364Upgrade your subscription to see this strategy        
581Upgrade 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