Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
33Post-Earnings Announcement EffectQuarterlyequities15%0%earnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking
27Quantpedia Premium (Buy Premium account to see this strategy)     
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.8%9.06%factor investing, forex system, FX anomaly, smart beta, value
444Quantpedia Premium (Buy Premium account to see this strategy)     
443Quantpedia Premium (Buy Premium account to see this strategy)     
440Quantpedia Premium (Buy Premium account to see this strategy)     
439Quantpedia Premium (Buy Premium account to see this strategy)     
438Quantpedia Premium (Buy Premium account to see this strategy)     
437Quantpedia Premium (Buy Premium account to see this strategy)     
436Quantpedia Premium (Buy Premium account to see this strategy)     
430Quantpedia Premium (Buy Premium account to see this strategy)     
429Quantpedia Premium (Buy Premium account to see this strategy)     
428Quantpedia Premium (Buy Premium account to see this strategy)     
427Quantpedia Premium (Buy Premium account to see this strategy)     
426Quantpedia Premium (Buy Premium account to see this strategy)     
425Quantpedia Premium (Buy Premium account to see this strategy)     
423Quantpedia Premium (Buy Premium account to see this strategy)     
422Quantpedia Premium (Buy Premium account to see this strategy)     
420Quantpedia Premium (Buy Premium account to see this strategy)     
416Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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