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
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
81Upgrade your subscription to see this strategy     
95Upgrade your subscription to see this strategy     
151Upgrade your subscription to see this strategy     
171Upgrade your subscription to see this strategy     
181Upgrade your subscription to see this strategy     
191Upgrade your subscription to see this strategy     
224Upgrade your subscription to see this strategy     
244Upgrade your subscription to see this strategy     
298Upgrade your subscription to see this strategy     
370Upgrade your subscription to see this strategy     
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%equity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking, value
422Upgrade your subscription to see this strategy     
446Upgrade your subscription to see this strategy     
498Upgrade your subscription to see this strategy     
526Upgrade your subscription to see this strategy     
544Upgrade your subscription to see this strategy     
578Combining Smart Factors Momentum and Market PortfolioMonthlyequities11.91%10.46%equity long short, factor allocation, factor investing, momentum, rotational system, smart beta, stock picking, value
687Upgrade 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