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
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy7.82%Moderately Strongfactor investing, forex system, FX anomaly, smart beta, value
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33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterly100equitiesstocksModerately complex strategy20.21%Strongalternative data, stock picking
44Paired SwitchingQuarterly2bonds, equitiesETFs, funds, stocksSimple strategy11.3%Strongasset class picking, fund picking, market timing, momentum, rotational system
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy19%Strongfund picking, momentum
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