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
623Upgrade your subscription to see this strategy     
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
853Upgrade your subscription to see this strategy     
664Return Asymmetry Effect in Commodity FuturesMonthlycommodities4.36%7.53%smart beta
729Upgrade your subscription to see this strategy     
659Upgrade your subscription to see this strategy     
512Upgrade your subscription to see this strategy     
448Upgrade your subscription to see this strategy     
13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
115Upgrade your subscription to see this strategy     
676Upgrade your subscription to see this strategy     
892Upgrade your subscription to see this strategy     
147Upgrade your subscription to see this strategy     
62Upgrade your subscription to see this strategy     
276Upgrade your subscription to see this strategy     
176Upgrade your subscription to see this strategy     
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
833Upgrade your subscription to see this strategy     
108Soccer Clubs’ Stocks ArbitrageDailyequities42%50%alternative data, arbitrage, reversal, short selling, stock picking
628Upgrade your subscription to see this strategy     

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in