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
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
49Upgrade your subscription to see this strategy     
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
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
57Upgrade your subscription to see this strategy     
58Upgrade your subscription to see this strategy     
61Upgrade your subscription to see this strategy     
62Upgrade your subscription to see this strategy     
63Upgrade your subscription to see this strategy     
64Upgrade your subscription to see this strategy     
65Upgrade your subscription to see this strategy     
66Upgrade your subscription to see this strategy     
67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
68Upgrade your subscription to see this strategy     
69Upgrade your subscription to see this strategy     
70Upgrade your subscription to see this strategy     
Subscription Form

Subscribe for Newsletter

 Be first to know, when we publish new content
logo
The Encyclopedia of Quantitative Trading Strategies

Log in