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
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.82%9.33%factor investing, forex system, FX anomaly, smart beta, value
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33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
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