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
32Upgrade your subscription to see this strategy     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
11Upgrade your subscription to see this strategy     
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta
111Upgrade your subscription to see this strategy     
110Upgrade 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
993Upgrade your subscription to see this strategy     
964Upgrade your subscription to see this strategy     
873Upgrade your subscription to see this strategy     
866Upgrade your subscription to see this strategy     
861Upgrade your subscription to see this strategy     
713Synthetic Lending Rates Predict Subsequent Market ReturnDailyequities15.47%19.52%alternative data, market timing, sentiment trading, short selling
645Upgrade your subscription to see this strategy     
595Upgrade your subscription to see this strategy     
454Upgrade your subscription to see this strategy     
449Upgrade your subscription to see this strategy     
448Upgrade your subscription to see this strategy     
262Upgrade 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