Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 67 Free and 327 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
119Quantpedia Premium (Buy Premium account to see this strategy)     
120Quantpedia Premium (Buy Premium account to see this strategy)     
121Quantpedia Premium (Buy Premium account to see this strategy)     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
126Quantpedia Premium (Buy Premium account to see this strategy)     
127Quantpedia Premium (Buy Premium account to see this strategy)     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
130Investment FactorYearlyequities3.54%0%equity long short, factor investing, fundamental analysis, smart beta, stock picking
131Quantpedia Premium (Buy Premium account to see this strategy)     
133Quantpedia Premium (Buy Premium account to see this strategy)     
134Quantpedia Premium (Buy Premium account to see this strategy)     
135Quantpedia Premium (Buy Premium account to see this strategy)     
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
137Quantpedia Premium (Buy Premium account to see this strategy)     
138Quantpedia Premium (Buy Premium account to see this strategy)     
140Ramadan EffectMonthlyequities6.7%0%market timing, seasonality
141Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 67 Free and 327 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in