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
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
39Upgrade your subscription to see this strategy        
41Turn of the Month in Equity IndexesDaily1equitiesCFDs, ETFs, funds, futures, optionsSimple strategy7.2%Strongmarket timing, seasonality
42Alpha Cloning – Following 13F FillingsQuarterly100equitiesstocksModerately complex strategy20.21%Strongalternative data, stock picking
44Paired SwitchingQuarterly2bonds, equitiesETFs, funds, stocksSimple strategy11.3%Strongasset class picking, fund picking, market timing, momentum, rotational system
46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy26.8%Strongfactor investing, smart beta, stock picking
51Upgrade your subscription to see this strategy        
52Asset Growth EffectYearly1000equitiesstocksModerately complex strategy20.84%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
53Upgrade your subscription to see this strategy        
54Upgrade your subscription to see this strategy        
57Upgrade your subscription to see this strategy        
62Upgrade your subscription to see this strategy        
63Upgrade your subscription to see this strategy        
64Upgrade your subscription to see this strategy        
65Upgrade your subscription to see this strategy        
67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy18%Strongfactor investing, momentum, rotational system, sector picking, smart beta
68Upgrade your subscription to see this strategy        
69Upgrade your subscription to see this strategy        
70Upgrade 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