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
79Upgrade your subscription to see this strategy     
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
74Upgrade your subscription to see this strategy     
66Upgrade your subscription to see this strategy     
61Upgrade your subscription to see this strategy     
60Upgrade your subscription to see this strategy     
59Upgrade your subscription to see this strategy     
58Upgrade your subscription to see this strategy     
56Upgrade your subscription to see this strategy     
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
49Upgrade your subscription to see this strategy     
48Upgrade your subscription to see this strategy     
47Upgrade your subscription to see this strategy     
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
43Upgrade your subscription to see this strategy     
40Upgrade your subscription to see this strategy     
35Upgrade your subscription to see this strategy     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.82%9.33%factor investing, forex system, FX anomaly, smart beta, value
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in