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
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta
969Upgrade your subscription to see this strategy     
455Upgrade your subscription to see this strategy     
306Upgrade your subscription to see this strategy     
6Upgrade your subscription to see this strategy     
855Upgrade your subscription to see this strategy     
352Upgrade your subscription to see this strategy     
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.82%9.33%factor investing, forex system, FX anomaly, smart beta, value
242Upgrade your subscription to see this strategy     
396Upgrade your subscription to see this strategy     
662How to Use Lexical Density of Company FilingsMonthlyequities8.16%10.4%alternative data, equity long short, machine learning
713Synthetic Lending Rates Predict Subsequent Market ReturnDailyequities15.47%19.52%alternative data, market timing, sentiment trading, short selling
264Upgrade your subscription to see this strategy     
314Upgrade your subscription to see this strategy     
664Return Asymmetry Effect in Commodity FuturesMonthlycommodities4.36%7.53%smart beta
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
32Upgrade your subscription to see this strategy     
880Upgrade your subscription to see this strategy     
240Upgrade your subscription to see this strategy     
913Upgrade your subscription to see this strategy     

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    The Encyclopedia of Quantitative Trading Strategies

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