Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 26 Free and 144 Premium strategiesUpgrade to Premium to unlock Premium strategies
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
4Quantpedia Premium (Buy Premium account to see this strategy)     
10Quantpedia Premium (Buy Premium account to see this strategy)     
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
17Quantpedia Premium (Buy Premium account to see this strategy)     
24Quantpedia Premium (Buy Premium account to see this strategy)     
27Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
29Quantpedia Premium (Buy Premium account to see this strategy)     
30Quantpedia Premium (Buy Premium account to see this strategy)     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8% market timing, seasonality
32Quantpedia Premium (Buy Premium account to see this strategy)     
39Quantpedia Premium (Buy Premium account to see this strategy)     
40Quantpedia Premium (Buy Premium account to see this strategy)     
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
43Quantpedia Premium (Buy Premium account to see this strategy)     
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
We've found 26 Free and 144 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in