Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthlyequities26.8% factor investing, smart beta, stock picking
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, fundamental analysis, smart beta, stock picking
55Pairs Trading with Country ETFsDailyequities20.6%10%arbitrage, equity long short, pairs trading
67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19% market timing, seasonality
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
78Betting Against Beta Factor in International EquitiesMonthlyequities6.8%13.08%beta factor, country picking, equity long short, factor investing, smart beta
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
83Pre-Holiday EffectDailyequities6.39% market timing, seasonality
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
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