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
101Upgrade your subscription to see this strategy        
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy9.3%Strongmarket timing, seasonality, stock picking
103Upgrade your subscription to see this strategy        
104Upgrade your subscription to see this strategy        
105Upgrade your subscription to see this strategy        
106Upgrade your subscription to see this strategy        
107Upgrade your subscription to see this strategy        
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy42%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking
109Upgrade your subscription to see this strategy        
110Upgrade your subscription to see this strategy        
111Upgrade your subscription to see this strategy        
112Upgrade your subscription to see this strategy        
113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy10.38%Moderately Strongmarket timing, seasonality
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy12.7%Strongseasonality, stock picking
115Upgrade your subscription to see this strategy        
116Upgrade your subscription to see this strategy        
117Upgrade your subscription to see this strategy        
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy20.7%Strongfactor investing, momentum, smart beta
119Upgrade your subscription to see this strategy        
120Upgrade your subscription to see this strategy        
Subscription Form

Subscribe for Newsletter

 Be first to know, when we publish new content
logo
The Encyclopedia of Quantitative Trading Strategies

Log in