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
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
18Upgrade your subscription to see this strategy     
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
32Upgrade your subscription to see this strategy     
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Upgrade your subscription to see this strategy     
35Upgrade your subscription to see this strategy     
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
40Upgrade your subscription to see this strategy     
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
51Upgrade your subscription to see this strategy     
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, fundamental analysis, smart beta, stock picking
53Upgrade your subscription to see this strategy     
54Upgrade your subscription to see this strategy     
55Pairs Trading with Country ETFsDailyequities20.6%10%arbitrage, equity long short, pairs trading
65Upgrade your subscription to see this strategy     
66Upgrade 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