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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
231Quantpedia 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
447Quantpedia Premium (Buy Premium account to see this strategy)     
363Quantpedia Premium (Buy Premium account to see this strategy)     
329Quantpedia Premium (Buy Premium account to see this strategy)     
338Quantpedia Premium (Buy Premium account to see this strategy)     
519Quantpedia Premium (Buy Premium account to see this strategy)     
395Quantpedia Premium (Buy Premium account to see this strategy)     
418Quantpedia Premium (Buy Premium account to see this strategy)     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8%0%market timing, seasonality
475Quantpedia Premium (Buy Premium account to see this strategy)     
472Quantpedia Premium (Buy Premium account to see this strategy)     
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
410Quantpedia Premium (Buy Premium account to see this strategy)     
533Quantpedia Premium (Buy Premium account to see this strategy)     
530Quantpedia Premium (Buy Premium account to see this strategy)     
317Quantpedia Premium (Buy Premium account to see this strategy)     
165Quantpedia Premium (Buy Premium account to see this strategy)     
432Quantpedia Premium (Buy Premium account to see this strategy)     
284Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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