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
5FX Carry TradeMonthlycurrencies7.27%9.6%carry trade, factor investing, forex system, FX anomaly, smart beta
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
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48Upgrade your subscription to see this strategy     
71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
72Upgrade your subscription to see this strategy     
99Upgrade your subscription to see this strategy     
103Upgrade your subscription to see this strategy     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
120Upgrade your subscription to see this strategy     
121Upgrade your subscription to see this strategy     
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
137Upgrade your subscription to see this strategy     
149Upgrade your subscription to see this strategy     
150Upgrade your subscription to see this strategy     
166Upgrade your subscription to see this strategy     
183Upgrade your subscription to see this strategy     
184Upgrade your subscription to see this strategy     
214Upgrade your subscription to see this strategy     
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The Encyclopedia of Quantitative Trading Strategies

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