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
426Upgrade your subscription to see this strategy        
428Upgrade your subscription to see this strategy        
427Upgrade your subscription to see this strategy        
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksModerately complex strategy8.6%Strongequity long short, factor investing, seasonality, smart beta, stock picking
413Upgrade your subscription to see this strategy        
794Upgrade your subscription to see this strategy        
8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy11.75%Moderately Strongequity long short, factor investing, smart beta, stock picking
827Upgrade your subscription to see this strategy        
436Upgrade your subscription to see this strategy        
947Upgrade your subscription to see this strategy        
325Upgrade your subscription to see this strategy        
612Upgrade your subscription to see this strategy        
178Upgrade your subscription to see this strategy        
778Upgrade your subscription to see this strategy        
299Upgrade your subscription to see this strategy        
112Upgrade your subscription to see this strategy        
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Weakaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
127Upgrade your subscription to see this strategy        
821Upgrade your subscription to see this strategy        
109Upgrade 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