Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
40Upgrade your subscription to see this strategy     
39Upgrade your subscription to see this strategy     
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
35Upgrade your subscription to see this strategy     
34Upgrade your subscription to see this strategy     
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
32Upgrade your subscription to see this strategy     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8% market timing, seasonality
30Upgrade your subscription to see this strategy     
29Upgrade your subscription to see this strategy     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
27Upgrade your subscription to see this strategy     
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
24Upgrade your subscription to see this strategy     
23Upgrade your subscription to see this strategy     
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in