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
4Upgrade your subscription to see this strategy     
19Upgrade your subscription to see this strategy     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8% market timing, seasonality
32Upgrade your subscription to see this strategy     
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
61Upgrade your subscription to see this strategy     
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19% market timing, seasonality
79Upgrade your subscription to see this strategy     
83Pre-Holiday EffectDailyequities6.39% market timing, seasonality
86Upgrade your subscription to see this strategy     
92Upgrade your subscription to see this strategy     
93Upgrade your subscription to see this strategy     
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7% seasonality, stock picking
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
140Ramadan EffectMonthlyequities6.7% market timing, seasonality
142Upgrade your subscription to see this strategy     
161Upgrade your subscription to see this strategy     
170Upgrade 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

    GET NOW
    BLACK FRIDAY DEAL
    GET NOW
    BLACK FRIDAY DEAL