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
4Upgrade your subscription to see this strategy     
7Low Volatility Factor Effect in StocksMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
10Upgrade your subscription to see this strategy     
11Upgrade your subscription to see this strategy     
12Pairs Trading with StocksDailyequities11.16%5.85%arbitrage, equity long short, pairs trading
13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
14Momentum Factor Effect in StocksMonthlyequities8.3%16.6%factor investing, momentum, momentum in stocks, smart beta, stock picking
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     
18Upgrade your subscription to see this strategy     
19Upgrade your subscription to see this strategy     
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
24Upgrade your subscription to see this strategy     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
27Upgrade 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