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
1Asset Class Trend-FollowingMonthlybonds, commodities, equities, REITs11.27%6.87%asset class picking, momentum, trend-following
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs14.49%11%asset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
5FX Carry TradeMonthlycurrencies7.27%9.6%carry trade, factor investing, forex system, FX anomaly, smart beta
6Upgrade your subscription to see this strategy     
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.82%9.33%factor investing, forex system, FX anomaly, smart beta, value
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7% country picking, factor investing, momentum, rotational system, smart beta
16Reversal Effect in International Equity ETFs3 Yearsequities6.4% country picking, factor investing, reversal, rotational system, smart beta
17Upgrade your subscription to see this strategy     
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
23Upgrade 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
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8% market timing, seasonality
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
43Upgrade your subscription to see this strategy     
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
49Upgrade your subscription to see this strategy     
56Upgrade 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