We would like to say thanks to our visitors and readers for their interest and support. Therefore we have decided to use our 2nd anniversary to expand free section of our page. It currently consists of more than 50 free strategies with more than two hundred related research papers. The total number of strategies exceeds 240 and the total number of related research papers has grown to more than six hundred.

Again, many thanks..

The QUANTPEDIA Team

Good news,

Quantpedia.com has reached an imporant milestone – we have finished our first year of existence.

More than 100 new strategies and hundreds of related academic research papers have been included into our database during that time. Whole site currently consists of more than 210 strategies. Our free section contains free reviews of more than 40 most common investment/trading strategies and the Quantpedia Premium section is expanded to over 170 strategies. Total number of trading systems is regularly growing as new strategies are added into Quantpedia.com on a regular basis.

Many thanks to our visitors for their interest and support.

The QUANTPEDIA Team

Dear visitor,

We would like to inform you that we have greatly expanded our free section and QUANTPEDIA.com currently contains free reviews of more than 40 most common investment/trading strategies. We believe you will find this new development very useful.

Our Quantpedia Premium section currently contains more than 120 strategies together with more than 250 links to related academic research papers. Premium section allows you to access reviews of high-performance uncommon/niche investment strategies and new systems/strategies are regularly added on a weekly basis.

Each strategy in QUANTPEDIA.com contains as usual:
– extracted explicit trading rules in plain language
– identified performance and risk characteristics
– distinct leading attributes for each strategy
– quoted source and related research papers

The QUANTPEDIA Team

Pairs trading (sometimes known as statistical arbitrage) is a very popular trading strategy between traders. It has also become a favorite strategy for investigation by financial academics. The most well-known variant is stock's pairs trading where a trader buys and simultaneously sells two correlated stocks when they diverge from their normal synchronized moves. The equity universe is broad and therefore it is time-consuming to look for pairs which are correlated or cointegrated (aka. they move together). But isn't there some simple version of this strategy?

Academics have shown that momentum strategies are able to generate extraordinary excess returns in virtually every asset class (stocks, FX, commodities) or their respective parts (equity sectors, industries, countries). This includes momentum into the standard strategy set of nearly each portfolio manager. But is momentum applicable also to market anomalies or factor portfolios?

   Let's view one totally unconventional trading strategy.

   Sport betting is the favorite entertainment of many people.. However bookmakers are reportedly more skilled at predicting game outcomes than bettors and betting markets are therefore extraordinarily efficient. Betting shops' wide spreads are an additional obstacle. This means that it is exceptionally hard to beat the house in this game. Luckily, betting shops are not the only place where we can place bets on match results as several soccer teams are publicly traded on equity markets. Shares of those clubs are sensitive to teams' game results, so are there any inefficiencies?