Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 0 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
100Trading WTI/BRENT SpreadDailycommodities9.92%11.27%arbitrage, pairs trading, spread trading
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
108Soccer Clubs’ Stocks ArbitrageDailyequities42%50%alternative data, arbitrage, reversal, short selling, stock picking
113January BarometerMonthlyequities10.38%16.8%market timing, seasonality
114January Effect in StocksMonthlyequities12.7% seasonality, stock picking
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.6%12.2%equity long short, factor investing, seasonality, smart beta, stock picking
129Dollar Carry TradeMonthlycurrencies5.6%8.53%carry trade, forex system, FX anomaly
130Investment FactorYearlyequities3.54% equity long short, factor investing, fundamental analysis, smart beta, stock picking
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
140Ramadan EffectMonthlyequities6.7% market timing, seasonality
144Trend-following Effect in StocksDailyequities19.3%15.6%momentum, momentum in stocks, stock picking, trend-following
152Momentum Factor Effect in REITsMonthlyREITs9.51% factor investing, momentum, smart beta, stock picking
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32% equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
198Exploiting Term Structure of VIX FuturesDailyequities19.67% volatility effect, volatility premium
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, fundamental analysis, smart beta, stock picking
We've found 75 Free and 0 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