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
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy8.3%Strongfactor investing, momentum, momentum in stocks, smart beta, stock picking
13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongarbitrage, equity long short, pairs trading
11Upgrade your subscription to see this strategy        
10Upgrade your subscription to see this strategy        
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy7.82%Moderately Strongfactor investing, forex system, FX anomaly, smart beta, value
8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.61%Moderately Strongfactor investing, forex system, FX anomaly, momentum, smart beta
7Low Volatility Factor Effect in StocksMonthly50equitiesstocksComplex strategy11.3%Strongfactor investing, smart beta, stock picking, volatility effect
6Upgrade your subscription to see this strategy        
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.27%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta
4Upgrade your subscription to see this strategy        
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy13.94%Strongmomentum, rotational system, sector picking
2Momentum Asset Allocation StrategyMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy14.49%Strongasset class picking, momentum, rotational system
1Asset Class Trend-FollowingMonthly6bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy11.27%Strongasset class picking, momentum, trend-following

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in